1、哈爾濱工業(yè)大學(xué)碩士學(xué)位論文滬深ST類股票轉(zhuǎn)型時(shí)期的風(fēng)險(xiǎn)與績(jī)效評(píng)估姓名：商智慧申請(qǐng)學(xué)位級(jí)別：碩士專業(yè)：計(jì)算數(shù)學(xué)指導(dǎo)教師：田波平20050601墮查鎏二些奎蘭矍耋絲圭耋竺鎏圣AbstractAspeeialkindofstockSTstockwhichnamecomesfromEnglishword(SpecialTreatment)appearsinourstockexchangefrom1998Theinvestorsmustdiffe

2、rentlytreattheSTstocks，thoughSTmeansriskwarningSomestocksareSTbecauseofmanagingtothebad，SOitcan’tmakeupthedeficitsandgetsurplusesinshortperiodSomestocksarespeciallytreatedbecauseofespecialreason，andtheseoneshavelargepote

3、ntialTherefore，studyingthesestocksisverysignificantThispaperstudiestheriskandperformanceofSTstock，Intheriskevaluation，weapplytheSVMmethodon100generalstocksand100STstocksselectedfromthewebsitestockstarandwegetacriterionof

4、acompanydeserveinvestedornot，thiscanreducetheriskofinvestorsIntheperformanceevaluation，weapplytheSVMmethodon100generalstocksand100STstockswhichselectedfromthewebsiteaccordingteturnofpersection，andweget57stockswhichareall

5、1，theirequalcoefficientreturnrateis002％，31generalstocksequalcoefficientreturnrateis1323％26STstocksequalcoefficientreturnrateis一5249％，SOwegetthatSTstockCan’tgoalongthelonglineanditisunsteadyfromthewebsiteChinafundWOknowth

6、ataveragereturnrateofstockfundin2004is33％SOtheequalcoefficientreturnrateofthestocksweselectedexceptSTstocksishyperthanaveragereturnrateofstockfundFromtheresultofselectingthestocks，wefindthatSTstocksCan’tgoalongthelonglin

7、e，andsharepricerisinggenerahas3forms，firstoneisthroughthecompanyitsowneffort；secondoneisthattherearesomeonebiduptheshareprice；andthethirdoneisthatanothercompanyuseitsnametocomeintothemarket，thestockitselfhaschangedGreate