投资影响排名前5成分股 | ||||
投资区间 | 岭回归 | Lasso回归 | 最小二乘回归 | 上证50 |
[51, 124] | 127496.5 | 141956.4 | 134331.8 | 45705.0 |
[213, 256] | 96456.8 | 77136.2 | 106893.1 | 70377.8 |
[337, 396] | 186918.6 | 189689.2 | 183353.8 | 118296.8 |
总和 | 410871.9 | 408781.7 | 424578.7 | 234379.6 |