資源簡介
使用數據包絡分析和遺傳算法按上市公司的基本面數據進行選股分析。基因算法用于選擇基本面指標,數據包絡分析對股票進行效率評分。
generic algorithm
stock selection)
代碼片段和文件信息
function??cret=comret(data)
%?以起始日為基點的收益率
ldata=log(data);
[tn]=size(ldata);
cret=zeros(t-1n);
for?i=1:t-1
????cret(i:)=ldata(i+1:)-ldata(1:);
end
?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????文件????????375??2010-12-16?12:58??dea(new)\bm25(1001).txt
?????文件????????173??2010-12-16?15:32??dea(new)\comret.m
?????文件????????180??2010-12-29?09:46??dea(new)\crtbi.m
?????文件????????485??2010-12-13?12:49??dea(new)\dea.m
?????文件??????11289??2010-12-29?22:11??dea(new)\deagui.asv
?????文件???????6623??2012-04-17?17:44??dea(new)\deagui.fig
?????文件??????11291??2010-12-29?22:15??dea(new)\deagui.m
?????文件????????582??2010-12-16?10:47??dea(new)\deam.asv
?????文件????????620??2010-12-16?10:54??dea(new)\deam.m
?????文件????????910??2010-12-14?18:43??dea(new)\ga_main.asv
?????文件????????910??2010-12-15?09:21??dea(new)\ga_main.m
?????文件???????1872??2010-06-15?19:00??dea(new)\googleprices.m
?????文件????????264??2010-12-16?17:47??dea(new)\label.asv
?????文件???????3776??2010-12-16?11:31??dea(new)\label.m
?????文件???????1162??2010-12-29?17:31??dea(new)\main.asv
?????文件???????1144??2010-12-29?17:32??dea(new)\main.m
?????文件????????348??2010-12-16?15:09??dea(new)\mvanalysis.asv
?????文件????????398??2010-12-16?15:18??dea(new)\mvanalysis.m
?????文件????????939??2010-12-29?09:58??dea(new)\ob
?????文件????????923??2010-12-16?11:00??dea(new)\ob
?????文件????????907??2010-12-29?10:03??dea(new)\ob
?????文件????????318??2010-12-16?16:48??dea(new)\plotfc.m
?????文件????????262??2010-12-16?14:12??dea(new)\retdata.m
?????文件????????479??2010-12-20?09:32??dea(new)\returncode.m
?????文件????????513??2010-12-14?15:33??dea(new)\rmna.asv
?????文件????????571??2010-12-14?15:43??dea(new)\rmna.m
?????文件????????442??2010-12-14?13:18??dea(new)\scaleone.asv
?????文件????????471??2010-12-15?10:00??dea(new)\scaleone.m
?????文件???????3760??2010-12-16?11:32??dea(new)\sz180.txt
?????文件??????63488??2010-12-16?13:39??dea(new)\sz2501.xls
............此處省略7個文件信息
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