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杨辰,陆秋君 (上海理工大学 理学院上海200093) 
中文关键词:模糊回归模型  最小二乘法  A-H股价差
The Research on Price Differences between A and H-Share of Chinese Dual-Listed Companies Based on the Fuzzy Least Squares
Abstract:Due to the market segmentation of Mainland and Hong Kong stock market, the price differences between A and H-share of Chinese dual-listed companies are very big. Referring to the relevant researches, this paper proposed a new method to analyze the price discrepancies based on fuzzy regression analysis. By taking into account the least-squares approach, a fuzzy regression model with crisp inputs and LR fuzzy output was suggested. The most key factors were selected according to the goodness of fit indices and the results were compared with the expected impact.
keywords:fuzzy regression model, least-squares approach, price differences between A-share and H-share
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