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- mean variance model 均值方差模型
- An algorithm based on inverse matrix for mean variance portfolio selection model is proposed. 介绍均值方差资产组合选择模型的一种以逆矩阵为基础的算法。
- We proposed a mean variance portfolio selection model with the restricted short sales.The model was a convex quadric programming problem and was solved by the pivoting algorithm. 摘要本文提出了限制性卖空的均值-方差投资组合模型,通过变量替换将该模型转变为一般二次规划问题,从而运用不等式组的旋转算法进行求解。
- Suppose that underlying asset follows Constant Elasticity of Variance model(CEV). We derive pricing formula of binary option. 假设标的股价服从不变方差弹性(CEV)模型下,推导出两值期权的定价公式。
- In the real life analysis on CEV model (Constant Elasticity of Variance Model),its unit root test is long been ignored or at most Dickey-Fuller Test is accepted as a valid test. 在应用CEV模型(ConstantElasticityofVarianceModel)的实证分析中,其单位根检验一直被忽略或者被默认可以使用迪基-富勒检验。
- As a common interest rate model,CEV model (Constant Elasticity of Variance Model) has been widely used in the real life analysis. However,its unit root test has long been ignored or at most Dickey?Fuller Test is accepted as a valid test. CEV模型(ConstantElasticityofVarianceModel)作为常用的利率模型,在实证分析中得到了广泛运用,但是其单位根检验一直被忽略或者被默认可以使用迪基-富勒检验。
- Suppose that the price of underlying asset follows Constant Elasticity of Variance model (CEV).We derive the variational inequality equations with which American put option schemes complied. 摘要假设标的股价服从不变方差弹性(CEV)模型下,推导出美式看跌期权所遵循的变分不等方程。
- A Pivoting Based Algorithm for Self-Financing Mean Variance Portfolio Model 自融资均值方差投资组合模型的旋转算法
- At last, three luminance variance models are built to verify the validity of the proposed algorithm. 然后,建立了三种亮度变化模型来验证该算法的有效性。
- one-way analysis of variance model 单向方差分析模型
- two-factor ANOVA analysis of variance model 二因素方差分析模型
- Dynamic Asset Allocation Model with Mean Variance Preferences and Downside Risk Control 均值方差偏好和下方风险控制下的动态投资组合决策模型
- Gene effects and effective gene number on litter size in pig are estimated from the mean and the mean variances of 6 generations including Taihu Pig(P1),Landrace (P2),first cross(F1),second cross(F2),third cross(F3)and back cross(B2). 利用太湖猪(P1)、长白猪(P2)、杂交一代(F1)、杂交二代(F2)、杂交三代(F3); 和回交一代(B2)等6个世代产仔数的材料,分析了猪产仔性状的基因效应和基因数。
- Do you mean say we are met for a thunder storm? 你肯定我们会遇到一场雷雨?
- I feel mean for not doing more for my son. 我对没为我儿子多做点事而感到惭愧。
- Defeat in this election would mean he was done for. 这场选举的失败意味着他政治生涯的结束。
- By power we mean the rate of doing work. 我们说功率就是指做功的速率。
- I have no conception of what you mean. 我想不出你的意思是什么。
- The mean yearly rainfall is20 inches. 每年平均降雨量是二十英寸。
- Do you mean Miss Anne Smith or Miss Mary Smith? 你指的是安·史密斯小姐还是玛丽·史密斯小姐?