Abstract

The stock market has been in unpredictable, in view of the stock market dynamic forecast and investment prospect value quantitative problem, this paper plans to forward segment regression method, with one year for experimental period, quarter as the time window, dynamically select the window period investment prospect attribute factor, forecast the investment prospect of the next quarter, and through the entropy right Topsis method sorting quantitative investment prospect value, rating the stock.The rating is divided into 5 grades and 13 levels, and then the investment portfolio is constructed according to the rating level and the asset quality indicators are selected to test. The results show that the dynamic investment rating method based on the prospect attribute factor has a certain investment rating prediction role in the short term, and plays a certain reference role for investors' decision-making.

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