Experimental Design Research On Securities Investment Decision-making

In recent years,the rapid economic development,the gross national product is increasing,national income is increasing,and the proportion of residents income in meeting consumer spending is gradually increasing.With the decline of bank savings and the emergence of trust credit crisis,people's minds are more and more open,more people choose securities investment.At the same time,the increasingly perfect of the securities market mechanism of the government and related institutions,securities investment is more and more attention in real life,but blind investment often leads investors to the loss of money,so how to make effective investment decision,reduce the investment loss to a growing concern.This paper aimed at the markowitz model and capital asset pricing model were analyzed,and the model of some non realistic assumptions to lower its practicality,at the same time,the experimental design method is proposed to optimize securities investment analysis;In the third chapter USES the most basic expected utility function model,through the uniform experimental design solution optimization model,and through the empirical study proves that the method is effective;In the fourth chapter,lower bound constraint on a mixture design of experiments was analyzed,and the signal-tonoise ratio for the measure,the sequential experimental design,in the empirical analysis,the instance of above the sequential optimization,has achieved a better experiment combination,prove its validity;ZhangCai 5 with the quality loss function of the theory of quality engineering method for robustness design,with the prospect theory,puts forward the portfolio analysis of asymmetric quality loss function,in which the minimum quality loss function into a target,and has carried on the empirical study,the optimal portfolio.The experimental design is a method of variable control,that is to control the independent variables to affect the variable,make it easier to observe and calculate,and to reduce the experimental cost by scientific and reasonable arrangement experiment.The experimental design method is various,with the discipline integration,gradually is used in securities investment decision-making problems,and has achieved remarkable results.through the continuous research and improvement of Chinese scholars,a set of experimental methods consistent with the current situation of Chinese securities market,provides more basis for domestic investors.