本文選題：判斷預(yù)測 + 趨勢阻尼��； 參考：《山東師范大學(xué)》2016年碩士論文

【摘要】：預(yù)測方法有兩類:統(tǒng)計(jì)預(yù)測和判斷預(yù)測。與統(tǒng)計(jì)預(yù)測相比,判斷預(yù)測往往帶有主觀性,因此容易出現(xiàn)偏差,其中趨勢阻尼最為常見。趨勢阻尼指人們在預(yù)測有噪音的序列時(shí),往往低估下降序列的趨勢,而高估上升序列的趨勢,即低估序列的陡峭性。已有研究探討了序列趨勢對趨勢阻尼的影響,發(fā)現(xiàn)下降序列的阻尼大于上升序列。但是,已有研究采用的實(shí)驗(yàn)材料多是越多越好的數(shù)據(jù),人們可能將上升序列感知為收益,而將下降序列感知為損失。也即是已有研究可能混淆了收益—損失框架對趨勢阻尼的影響。而研究表明框架會(huì)對趨勢阻尼產(chǎn)生影響。據(jù)此,本研究通過兩個(gè)實(shí)驗(yàn),系統(tǒng)探討框架和序列趨勢對趨勢阻尼的影響及原因。實(shí)驗(yàn)1選取可控事件(公司盈虧)探討框架和序列趨勢對趨勢阻尼的影響。對這種影響的原因存在兩種可能的解釋:樂觀偏見和扭轉(zhuǎn)期望。根據(jù)這兩種解釋,本研究假設(shè):在收益框架下,下降序列的阻尼會(huì)顯著大于上升序列,但在損失框架下,上升序列的阻尼顯著大于下降序列。為了驗(yàn)證哪種解釋更為合理,實(shí)驗(yàn)2選取不可控事件(股票波動(dòng))探討框架和序列趨勢對趨勢阻尼的影響,若結(jié)果與實(shí)驗(yàn)1一致,則樂觀偏見更具解釋力,若結(jié)果不一致,則扭轉(zhuǎn)期望的解釋更為合理。兩個(gè)實(shí)驗(yàn)的預(yù)測均采用點(diǎn)預(yù)測,即讓被試根據(jù)序列中前48個(gè)點(diǎn),預(yù)測后6個(gè)點(diǎn)的走向。兩個(gè)實(shí)驗(yàn)中的因變量均為預(yù)測值與真值之間的偏差。研究結(jié)果發(fā)現(xiàn):(1)序列發(fā)展速度的主效應(yīng)顯著,序列發(fā)展速度越快,趨勢阻尼越大;(2)可控事件中收益—損失框架與序列趨勢的交互作用顯著,收益框架下,下降序列的阻尼顯著大于上升序列;而在損失框架下,上升序列和下降序列的阻尼沒有顯著差異;(3)不可控事件中收益—損失框架與序列趨勢的交互作用顯著,收益框架下,下降序列的阻尼顯著大于上升序列;而在損失框架下,二者之間的差異不顯著�？梢�,樂觀偏見能夠更好地解釋框架和序列趨勢對阻尼影響。
[Abstract]:There are two kinds of forecasting methods: statistical forecasting and judging forecasting. Compared with statistical prediction, judgment prediction is often subjective, so it is easy to deviate, among which trend damping is the most common. Trend damping means that when people predict noisy sequences, they tend to underestimate the trend of descending sequences, and overestimate the tendency of ascending sequences, that is, to underestimate the steepness of sequences. The influence of sequence trend on trend damping has been studied, and it is found that the damping of descending sequence is greater than that of ascending sequence. However, most of the experimental materials used in the previous studies are the better data. People may perceive the ascending sequence as the gain and the descending sequence as the loss. That is to say, previous studies may confuse the effect of benefit-loss framework on trend damping. The research shows that the frame has an effect on the trend damping. Based on these two experiments, the influence of frame and sequence trend on trend damping and its causes are discussed systematically. Experiment 1 selects controllable events (corporate profit and loss) to explore the influence of frame and sequence trend on trend damping. There are two possible explanations for this effect: optimistic bias and reversing expectations. According to these two explanations, this study assumes that the damping of the descending sequence is significantly greater than that of the ascending sequence under the income framework, but the damping of the ascending sequence is significantly greater than that of the descending sequence under the loss framework. In order to verify which explanation is more reasonable, experiment 2 selects uncontrollable events (stock volatility) to study the influence of frame and sequence trend on trend damping. If the result is consistent with experiment 1, the optimistic bias is more explanatory, and if the result is not consistent, The explanation for reversing expectations is more reasonable. The two experiments used point prediction, that is, the subjects were asked to predict the trend of the last 6 points according to the first 48 points in the sequence. The dependent variables in both experiments are deviations between the predicted and true values. The results show that the main effect of the speed of sequence development is significant, and the faster the speed of sequence development, the greater the trend damping. (2) the interaction between the pay-loss framework and the trend of the sequence in controllable events is significant, under the benefit framework, The damping of descending sequence is significantly larger than that of ascending sequence, but there is no significant difference between the damping of ascending sequence and descending sequence in the frame of loss. The damping of descending sequence is significantly higher than that of ascending sequence, but the difference between them is not significant under the frame of loss. Therefore, optimistic bias can better explain the influence of frame and sequence trend on damping.
【學(xué)位授予單位】：山東師范大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2016
【分類號】：B848

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相關(guān)期刊論文 前3條

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本文編號：1787155