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均方差模型
相关语句
  mean square deviation model
     A relative mean square deviation model is proposed by statistical analysis of events' interval, which can be used to describe the temporal correlation features of events.
     通过对相邻事件的时间间隔进行统计分析,提出了事件的时间关联特征可以用一个相对均方差模型描述.
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  “均方差模型”译为未确定词的双语例句
     while for timing constraint, we use relative mean square error model to describe this feature.
     对于时间关联特征,本文通过对大量的攻击实例进行分析,提出了相对均方差模型来刻画其特征。
短句来源
     The stocks which composed shangzheng 50 index are selected to compose an optimal portfolio under CVaR, mean-variance and VaR measurement.
     以上证50指数样本股为研究对象,对中国股票市场投资组合进行了实证分析,并与经典的均方差模型及VaR模型作了比较分析.
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  相似匹配句对
     E model of CRM.
     E模型
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     S. models have been found.
     S.模型
短句来源
     ROBUST FOR THE MODEL OF VARIANCE COMPONENT
     方差分量模型的抗差
短句来源
     It is noticed that fusion model can significantly reduce prediction error on land and desert.
     结果显示,融合模型能显著地减少陆地上的预测方差
短句来源
     TEST FOR HOMOSKEDASTICITY OF VARIANCE IN NONPARAMETRIC REGRESSION MODEL
     回归模型的同方差检验
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Conditional VaR is also called mean excess loss or tail VaR, and CVaR is a coherent measurement of risk. Based on portfolio optimization theory of CVaR put forward by Rockafeller and Uryasev, and combined with Monte Carlo simulation and branch and bound algorithm, a portfolio optimization model of CVaR is established. The stocks which composed shangzheng 50 index are selected to compose an optimal portfolio under CVaR, mean-variance and VaR measurement. Experiential analysis and comparative experiment have finally...

Conditional VaR is also called mean excess loss or tail VaR, and CVaR is a coherent measurement of risk. Based on portfolio optimization theory of CVaR put forward by Rockafeller and Uryasev, and combined with Monte Carlo simulation and branch and bound algorithm, a portfolio optimization model of CVaR is established. The stocks which composed shangzheng 50 index are selected to compose an optimal portfolio under CVaR, mean-variance and VaR measurement. Experiential analysis and comparative experiment have finally shown that the model established in this paper and the method were efficient.

条件风险值(CVaR)也称为平均超额损失或者尾部VaR,是一致性的风险度量.基于Rock-afeller和Uryasev的CVaR投资组合理论,结合MonteCarlo模拟法和分枝定界法,建立了CVaR最优投资组合模型.以上证50指数样本股为研究对象,对中国股票市场投资组合进行了实证分析,并与经典的均方差模型及VaR模型作了比较分析.结果表明,研究模型及方法是有效的.

 
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