基于贝叶斯分类的选股方法

本文使用"事件研究"方法分析了证券分析师推荐股票的总体特征,试图找出符合这些特征的股票而获得超额回报,并应用基本贝叶斯分类方法进行选股。经对上证A股的所选股票的收益率统计分析,通过合理地选取贝叶斯分类器参数可以获得较好回报。结果表明了这种方法是有实际意义和效果的。

Stock Selection Using Naive Bayesian Classifier

In this paper,we delve into the characteristic of the stocks that Securities Analyst recommend by "event-study".We try to find out these stocks whose characteristic accord with Securities Analyst recommend by naive Bayesian classifier.Given the information of stocks trading on the Shanghai Exchange A,we use naive Bayesian classifiers to classifing stocks and we can get recome outperform the market by choosing appropriate parameter of naive Bayesian classifier.The simulation results show that the proposed method is effective.