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- And “pigweed” all started with “mean reversion. 野草意味着均值回归。
- It is based on the noisy market hypothesis and price mean reversion. 其基础是噪声市场假说和价格回归价值。
- In other words, Eckhardt was saying that they were not mean reversion traders. 换句话说,埃克哈特的意思是,他们不是均值回归交易者。
- A subtle variant of the mean reversion case is put forward by Jeremy Grantham of the fund management group GMO. 原译:GMO基金管理公司的杰若米?兰森提出均值回归实例的一个微变量。
- Hearing Parker's Southern cadence as he preaches about mean reversion hits home. 帕克用南方口音告诉你均值回归是如何害人的。
- A temperature stochastic process has been suggested with utilizing Vasicek mean reversion model, considering about seasonal effect and time trend. 本文主要参照均值回复模型,考虑气温的季节变化和长期趋势,建立反映气温变化的随机模型,应用1980至1999年北京日平均气温对模型参数进行估计。
- The results reveal that deviations from PPP is a nonlinear mean reversion, exponential smooth transition autoregression (ESTAR) model can describe this nonlinear nature. 结果表明偏离购买力平价呈非线性的均值回复 ;指数平滑转换自回归 (ESTAR)模型描述了这种非线性特性 .
- Mean reversion traders make bets that markets stay in tight ranges and that if they veer out of the range, they typically revert to the average or mean. 均值回归交易者赌市场在一定的范围内波动,如果它们的价格跳出了一定的范围,它们会回到均值。
- The article analyzed the reasons that aroused the mean reversion in stock index futures, and the calculation methods of the coefficient of the first-order autocorrelation in basis change. 摘要阐述了指数期货中均值回复现象产生的原因,并进而分析了基差变化中的一阶自相关系数在不同情况下的计算方法。
- The price is an average of their assessments, it follows a trend but it is impossible ever to be sure whether a rise or fall represents a deviation, subject to mean reversion, or a shift in the trend itself. 他们的平均估值就是价格,它遵循一个趋势,但永远也不可能确定,价格的上涨或下跌代表着价格偏离(这种情况下随时可能出现均值回归),抑或是趋势本身的转变。
- What is mean reversion? 什么是均值回归?
- Since the electricity prices in the power market are usually characterized by mean reversion, heteroscedasticity, multicycle, jump, and peak, the forecasting accuracy is not satisfactory. 摘要电力市场中的电价呈现出均值回复、异方差、多周期、跳跃和尖峰等特性,预测精度往往不理想。
- "Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies" (with Ronald Balvers and Erik Gilliland), Journal of Finance, 55(2), April 2000, 745-772. 该项目获得1999,金融管理国际学会的全会最佳论文奖和金融投资最佳论文奖。两项均为国际学术大奖。
- 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。
- Analysis on mean reversion in the stock index futures 股票指数期货均值回复现象分析
- 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。