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Dynamic Cause Analysis of Quantitative Investment Using Grey Correlation Analysis

Quantitative investment itself has very complex operational logic, and how to effectively analyze the dynamic causes of quantitative investment has always been an urgent problem to be solved. This paper proposes a dynamic quantitative analysis of investment based on the gray relational analysis mode...

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Detalles Bibliográficos
Autor principal: Rong, Bangwei
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9381221/
https://www.ncbi.nlm.nih.gov/pubmed/35983143
http://dx.doi.org/10.1155/2022/3447851
Descripción
Sumario:Quantitative investment itself has very complex operational logic, and how to effectively analyze the dynamic causes of quantitative investment has always been an urgent problem to be solved. This paper proposes a dynamic quantitative analysis of investment based on the gray relational analysis model, which reduces the influence of subjective factors and improves the objectivity of evaluation results through the selection of reference sequences. The results show that the method has significant analytical performance and can provide users with good guidance for quantitative investment.