基于主成分分析的风险投资决策问题

 【摘要】本文利用多元统计分析中的主成分分析法，以15家通讯类上市公司2009年三季度财务报告为研究对象进行综合分析，首先选取上市公司三个上层指标，每个上层指标分别包括三个下层指标，即总资产增长率、主营业务收入增长率、净利润增长率、主营业务利润率、净利润收益率、每股收益、每股净资产、每股公积金、每股未分配利润，对这9项指标进行综合聚集，将其繁杂的高维价值指标浓缩成互不相关的低维指标，其次在理想点的基础上建立综合优化决策模型，从而为管理者和投资决策者提供一种科学而合理的决策依据和决策方法。
【关键词】主成分分析；风险投资；决策分析；理想点；优化决策模型
Based on principal component analysis of venture capital decision-making
 

【Abstract】In this paper, multivariate statistical analysis of principal components analysis, with 15 communications companies in the third quarter 2009 financial report for the comprehensive analysis of the object, first select the three top indicators of listed companies, each of the upper indices, including the three lower indicator of the total assets growth rate, the main business revenue growth, net profit growth rate, the main business profit margins, net rate of return, earnings per share, net assets per share, per share fund, retained earnings per share, these nine indicators integrated together, to complex high-value targets dimensional condensed into low-dimensional indicators of unrelated, then the ideal point of decision-making based on an integrated optimization model for the management and investment decision makers to provide a kinds of scientific and rational basis for decision making and decision making.
【Key words】Principal component analysis, Risk Analysis, Decision Analysis, Ideal point, Optimization Model

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