基于粗糙集理论,运用多属性决策方法研究了证券投资决策问题。首先,在选择决策指标体系的基础上,采用粗糙集理论分析2006年上市公司的股票收益率及历史财务指标数据之间的关系,从而确定每个指标的客观权重,再结合主观赋权,得到每个指标的综合权重。然后,运用2007年的财务数据,对样本公司股票进行了综合评价。评价结果与2007年股票的实际收益率相比较,结果得到了吻合,从而验证了本方法的有效性。
Multi-attribute decision method is used for stock investment decision on the basis of rough set theory.First,decision attributions are selected,rough set theory is used to analysis the relationship between stock return of 2006 and the financial attribute data,and find out the objective weights for each attribute.Both objective and subjective weight are considered in synthetical weights.Then,with the synthetical weight and financial data of 2007,all the selected stocks are scored.The score rank result is basically coincident with the real stock returns,which could prove the validity of the method used in this paper.