均值回归,mean reversion
1)mean reversion均值回归
1.This article studies the mean reversion process of A shares in Shanghai Stock Exchange during 1995 to 2006.本文以1995~2006年在上海证券交易所上市的所有A股为样本,探讨了Beta系数的均值回归特性。
2.The theory is that the mean reversion to long-term trends can be predicted with the methods of the major representative.均值回归理论就是长期趋势可预测理论与方法的主要代表。
3.To conquer the weakness of traditional Vasicek and CIR models, the differential equation of interest rate was modified by a level mean reversion term and a slope mean reversion term, with stable and feasible interest rate paths generated.为克服传统的Vasicek、CIR等利率模型的弱点,引进利率水平因素的均值回归项和斜率因素的均值回归项,以产生平稳的利率路径。
英文短句/例句

1.Is Accounting Performance in China Mean Reverting?;中国A股公司业绩变化是否均值回归?
2.Mean Regression of Corporate Earning Capacity;上市公司盈利能力的均值回归性研究
3.Pricing Model of Real Option Subjecting to Mean Regression实物期权价格服从均值回归的定价模型研究
4.Infrastructure Project Government Guarantee Value Research Based on Ornstein-Uhlenbeck Process基于均值回归过程的多执行期基础设施项目政府担保价值研究
5.Mean-reversion Analysis of Closed-end Fund Discount and Investment Strategy;我国封闭式基金折价率均值回归与投资策略分析
6.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。
7.A Study on Labour Theory of Value:Regression to Reality;劳动价值论研究:回归本原、回归现实
8.The standard error of estimate, on the other hand, measures the variability, or scatter, of the observed values around the regression line.而估计值的平均误差,却是度量观察值围绕着回归直线的变化程度或分散程度。
9.He says the stockmarket does revert to the mean, in that periods of high returns tend to be followed by periods of low returns.他说股市确实会回归均值,因为在高收益时期之后低收益时期会紧随而来。
10.The corollary is that when share price or profits are too high or too low, they will eventually revert to the mean.这样自然会得出这样的推论:无论股价或利润是过高还是过低,它们最终都将回归均值。
11.The errors are less as comparing the test data with regressive curve and simulative curve from test parameters using the power function model.用幂函数模型描述的回归曲线以及根据试验参数得到模拟曲线与试验值比较误差均较小。
12.Empirical Likelihood Confidence Intervals of the Mean of the Response Variables for the Same Linear Regression Model with Missing Data同模型下数据缺失时线性回归模型反应变量均值的经验似然置信区间
13.The Studying and Applying of MultidimensionalAutoregression Moving Average Models;多维自回归滑动平均模型研究与应用
14.Wind Speed Prediction Research Based on Double ARMA Models双自回归滑动平均模型风速预测研究
15.Blind Equalization Algorithm Based on v-Support Vector Regressor基于v-支持向量回归机的盲均衡算法
16.Returns the average of the values in a group. Null values are ignored.返回一个组中值的平均值。忽略空值。
17.The main regression and the auxiliary regression should use the same set of observations.主回归和辅助回归必须使用相同的一组观测值。
18.K-means method/median filter algorithm and recursive realizationK均值和中值滤波混合算法及其递归实现
相关短句/例句

mean reverting均值回归
1.Using Chinese stock market data,the article tests the "mean reverting" hypothesis about earning dynamics.利用深沪两市95年至2002年A股公司的数据,检验了在国外业绩变化规律研究中得到验证并被普遍接受的均值回归假说。
3)mean-reversion均值回归
1.To explore the mean-reversion property of closed-end fund discount in China,this article conducts co-integration analysis of the price and net value of closed-end fund and carries out a mean-reversion test.为了探讨我国封闭式基金折价率的均值回归性质对基金投资者投资策略的影响,本文通过对封闭式基金价格与净值的协整分析,以及折价率均值回归检验,证实了我国封闭式基金价格与净值的变动之间不存在长期稳定关系;进一步,我国封闭式基金折价率不具有均值回归性质,而呈现明显的持续性特征。
4)Asymmetric Mean Reverting非对称均值回归
5)equilibrium return均势回归
6)mean square regression均方回归
延伸阅读

均值不等式几个重要不等式(一)一、平均值不等式设a1,a2,…, an是n个正实数,则,当且仅当a1=a2=…=an时取等号1.二维平均值不等式的变形(1)对实数a,b有a2+b2³2ab          (2)对正实数a,b有(3)对b>0,有,   (4)对ab2>0有,(5)对实数a,b有a(a-b)³b(a-b)                (6)对a>0,有(7) 对a>0,有                   (8)对实数a,b有a2³2ab-b2(9) 对实数a,b及l¹0,有二、例题选讲例1.证明柯西不等式证明:法一、若或命题显然成立,对¹0且¹0,取代入(9)得有两边平方得法二、,即二次式不等式恒成立则判别式例2.已知a>0,b>0,c>0,abc=1,试证明:(1)(2)证明:(1)左=[]=³(2)由知同理:相加得:左³例3.求证:证明:法一、取,有a1(a1-b)³b(a1-b), a2(a2-b)³b(a2-b),…, an(an-b)³b(an-b)相加得(a12+ a22+…+ an2)-( a1+ a2+…+ an)b³b[(a1+ a2+…+ an)-nb]³0所以法二、由柯西不等式得: (a1+ a2+…+ an)2=((a1×1+ a2×1+…+ an×1)2£(a12+ a22+…+ an2)(12+12+…+12)=(a12+ a22+…+ an2)n,所以原不等式成立例4.已知a1, a2,…,an是正实数,且a1+ a2+…+ an<1,证明:证明:设1-(a1+ a2+…+ an)=an+1>0,则原不等式即nn+1a1a2…an+1£(1-a1)(1-a2)…(1-an)1-a1=a2+a3+…+an+1³n1-a2=a1+a3+…+an+1³n…………………………………………1-an+1=a1+a1+…+an³n相乘得(1-a1)(1-a2)…(1-an)³nn+1例5.对于正整数n,求证:证明:法一、>法二、左==例6.已知a1,a2,a3,…,an为正数,且,求证:(1)(2)证明:(1)相乘左边³=(n2+1)n证明(2)左边= -n+2(= -n+2×[(2-a1)+(2-a2)+…+(2-an)](³ -n+2×n