本文選題：大數(shù)據(jù)　切入點：智能選股　出處：《湖北工業(yè)大學(xué)》2017年碩士論文

【摘要】：中國證券市場從1991年的8只股票發(fā)展到2017年3月1日的3124只股票,這短短的20多年走過了西方資本市場的百年發(fā)展軌跡,市場容量增長迅猛,A股在國際市場的影響力也不斷增加。我們看到中國資本市場迅速發(fā)展壯大的同時,也產(chǎn)生很多飛速發(fā)展的消極產(chǎn)物。自2005年至2008年這波牛市后,量化投資日益引起國內(nèi)機構(gòu)投資者以及高校學(xué)者的重視,量化投資及智能選股的需求也被各類投資者更多的提出。但是目前量化投資策略與智能選股系統(tǒng)仍存在著不可防范的風(fēng)險。針對中國資本市場快速發(fā)展存在的這一問題,本文將運用經(jīng)濟學(xué)、統(tǒng)計學(xué)、現(xiàn)代數(shù)學(xué)等相關(guān)知識和理論以及本人長期跟蹤的50ETF、300ETF及個股實操數(shù)據(jù)與經(jīng)驗,深入分析量化投資策略與智能選股系統(tǒng)的存在的機遇與風(fēng)險,結(jié)合智能選股模型用實證分析探尋人工量化操作模式,進一步探索適合中國目前資本市場現(xiàn)狀的超額收益策略。本文主要通過四部分來開展研究與實踐。第一部分為引言。對選題背景、研究目標(biāo)、研究方法、實驗方案、創(chuàng)新之處和技術(shù)路線分別闡述。第二部分為智能選股與量化投資國內(nèi)外研究現(xiàn)狀。闡述了國內(nèi)外智能選股與量化投資相關(guān)的基礎(chǔ)理論的發(fā)展與演變。第三部分為智能選股與量化投資模型分析闡述。本人探索出人工量化智能選股模型,同時分析了智能選股系統(tǒng)與量化投資策略在中國市場應(yīng)用的局限性及劣勢。第四部分為人工量化操作策略在中國市場的實證分析。本人通過對上證50ETF、滬深300ETF和個股的人工量化操作實證分析,提出智能選股與人工量化操作建議關(guān)于人力準(zhǔn)備、設(shè)備、心理、賬戶和操作方面的建議,最終得出結(jié)論。
[Abstract]:China's securities market has grown from 8 stocks in 1991 to 3124 stocks on March 1, 2017. This short period of more than 20 years has witnessed the century-old track of the development of western capital markets.Market capacity is growing rapidly, A-shares in the international market impact is also increasing.We see the rapid development of China's capital market, but also a lot of rapid development of negative products.After the bull market from 2005 to 2008, the quantitative investment has attracted more and more attention from domestic institutional investors and university scholars, and the demand for quantitative investment and intelligent stock selection has also been put forward more and more by all kinds of investors.However, there are still some risks in quantitative investment strategy and intelligent stock selection system.In view of this problem of the rapid development of China's capital market, this paper will use the relevant knowledge and theory of economics, statistics and modern mathematics, as well as the data and experience of 50ETF300 ETFs and individual stocks that I have been tracking for a long time.This paper deeply analyzes the opportunities and risks of quantitative investment strategy and intelligent stock selection system, and explores the artificial quantification operation mode with empirical analysis combined with intelligent stock selection model, and further explores the excess return strategy suitable for the present situation of China's capital market.This paper mainly through four parts to carry out research and practice.The first part is the introduction.The background, research objectives, research methods, experimental schemes, innovations and technical routes are described respectively.The second part is the current situation of intelligent stock selection and quantitative investment at home and abroad.This paper expounds the development and evolution of the basic theory of intelligent stock selection and quantitative investment at home and abroad.The third part is the intelligent stock selection and quantitative investment model analysis and elaboration.I have explored the artificial quantitative intelligent stock selection model and analyzed the limitations and disadvantages of intelligent stock selection system and quantitative investment strategy in China market.The fourth part is the empirical analysis of manual quantification strategy in Chinese market.Based on the empirical analysis of manual quantification operation of Shanghai 50ETF, Shanghai and Shenzhen 300ETF and individual stock, the author puts forward some suggestions on manpower preparation, equipment, psychology, account and operation for intelligent stock selection and manual quantification operation, and finally draws a conclusion.
【學(xué)位授予單位】：湖北工業(yè)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F832.51

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