The research into the financial dynamic style using a state-space model
Ai-hua Ye1,2, Yin-e Chen1
COMPUTER MODELLING & NEW TECHNOLOGIES 2013 17(5C) 79-82
1School of Economics & Management, Changsha University of Science & Technology, Changsha, Hunan 410114, China
2Hunan International Economics University, Changsha, Hunan 410013, China
The fund circulation is increasing in the domestic market of financial securities investment, this have frustrated investors a lot. Owing to the fuzziness of each investing objective, mismatched investment momentum of contract and the investors’ demands, and merely publishing investment portfolio for 4 times, it is difficult to for investors to obtain relatively, practical investment portfolio modes. To solve this problem, this research systematically analyzed styles of treasury securities investors using financial profits style analysis, proposed a dynamic style analysis method based on Bayesian filtering, and state-space model. By introducing the examples, the results were assessed with a constraint. The combination model was conducted virtualization processing. The results show that dynamically assessing the financial investment style using the algorithm proposed is proved to be feasible.