网络中存在着与金融市场相关的海量信息,为实现自动化的技术分析与基本面分析提供了空间.因此,本文利用了以文本为主的上市公司基本面的财经信息,建立了金融市场的社会网络模型;然后利用其中的最大全连通补网进行基于多元化策略的投资组合优选,并与技术分析方法相结合,给出了一种较低风险的投资策略.本文根据真实数据对基于该方法生成的投资策略进行了交易仿真实验,研究结果表明:本方法能够有效地降低投资组合的风险,并在一定程度上提高投资收益.
Large amount of information are available on the internet,which enable both the automatical technical analysis and automatical fundamental analysis.Thus,this paper takes the financial information that are usually textual and used in fundamental analysis into consideration,and models the market as a social network.Then we select the portfolio with diversification strategy using the maximum fully connected complementary network,and propose an investment strategy that is combined with technical analysis and has the risk level under control.Finally,the strategy is simulated by real market data.The results show that it's effective for our method to lower the risk of the portfolio and to some extent improve the return.