投资影响排名前10成分股 | ||||
投资区间 | 岭回归 | Lasso回归 | 最小二乘回归 | 上证50 |
[51, 124] | 116398.5 | 132413.1 | 123531.3 | 45705.0 |
[213, 256] | 107626.6 | 88726.1 | 102522.1 | 70377.8 |
[337, 396] | 175222.4 | 179110.8 | 179649.4 | 118296.8 |
总和 | 399247.5 | 400250.0 | 405702.8 | 234379.6 |
投资影响排名前15成分股 | ||||
投资区间 | 岭回归 | Lasso回归 | 最小二乘回归 | 上证50 |
[51, 124] | 111743.8 | 126832.6 | 122099 | 45705.0 |
[213, 256] | 110249.8 | 91578.5 | 106547.4 | 70377.8 |
[337, 396] | 170196.1 | 174253.6 | 173091 | 118296.8 |
总和 | 392189.7 | 392664.7 | 401737.3 | 234379.6 |
投资影响排名前20成分股 | ||||
投资区间 | 岭回归 | Lasso回归 | 最小二乘回归 | 上证50 |
[51, 124] | 110338.2 | 125236.9 | 119023.5 | 45705.0 |
[213, 256] | 110980.7 | 91160.1 | 107373.4 | 70377.8 |
[337, 396] | 167508.8 | 172884.6 | 170886 | 118296.8 |
总和 | 388827.7 | 389281.6 | 397282.9 | 234379.6 |