PCA-SVM-based Evaluation for Investment Value on Electric Power Listed Firms

摘要：

First the evaluation indexes system of the investment value on electric power listed firms is established from the view of investors. Then the principal components analysis is used to filtrate the indexes in order to avoid the overlap among the information. Many indexes are turned to a few comprehensive indexes which influence the Investment Value on Electric Power Listed Firms. The comprehensive indexes are irrelevant with each other but hold the main information of the original variable. Then SVM model is used to test and evaluate the samples. The analysis indicates that the model could appraise the investment value on electric power listed firms effectively and thoroughly.And the final results and evaluation model could be regarded as the foundation for investors to select and construct their investment portfolio.

关键词： investment value principal component analysis support vector machine

作者: Wei Sun Shan Li

作者单位: School of Business and Administration,North China Electric Power University, Baoding 071003,China

会议类型: 国际会议

会议名称: 2007 Conference on Systems Science, Management Science and System Dynamics(第二届系统科学、管理科学与系统动力学国际会议)

会议地点: 上海

会议语种:英文

页码: 1907-1912

在线出版日期: 2007-10-19（万方平台首次上网日期，不代表论文的发表时间）