Chinese translation for "历史模拟"
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- historical simulation
Related Translations:
历史地质学: geochronic geologyhistoric geologyhistorical geology 历史文摘: historical abstracts 版本历史: itunes_version_history 摩洛哥历史: history of morocco 历史问题: problems of history 中国历史: chinese historyhistory of china 微软历史: history of microsoft
- Example Sentences:
| 1. | The var model could be formulated hi 3 ways : historical stimulation method , variance - covariance approach and monte - carlo simulation Var模型的建立有历史模拟法、方差?协方差法和蒙特卡罗模拟法,本文在j | | 2. | During the course of establishing this kind of system , we have adopted some advanced instruments and analyzing ways , and used var ( value at risk ) as the base of making models . we also have used regression and historical simulation to evaluate the risks existing during the course of commercial banks " operation , upgraded these ways to make them cooperate with china ' s economic practice , pointed out some indexes and concepts which have practical significance , expanded the academic fields , and connected the normal ways and practical ways together . in this thesis , we have paid more attention to the practical research 在进行风险评估体系的构建过程中,本文充分借鉴了国外先进的研究工具和分析方法,以var ( valueatrisk )方法作为相关模型构建的数理基础,采用了回归分析、历史模拟等系列研究工具,对我国商业银行经营过程中的风险情况进行了跟踪模拟与综合测评,并结合我国具体现实对所用方法进行了升级与改造,提出了一些具有较强使用价值的指标概念,并在此基础上进行了进一步的理论延伸,做到了规范研究与实证研究相结合,着重突出了现实意义。 | | 3. | It ' s in order to form the operation system of stock risk measurement and to promote the development of our stock market more stable . the article firstly makes the statement from the background of var , the history and ideology of var , then expatiate on the principle and method of var . there are three typical calculating method of var : history simulation method , analytic method and monte carlo simulation method 本文首先从var产生的背景、 var方法的历史沿革及var方法的基本思想三个方面对var模型的基本内容作了初步的叙述;其次,对var计算的基本原理与方法进行了全面的阐述,其中详细论述了三种典型的var计算方法:历史模拟法、解析法及montecarlo模拟法。 | | 4. | So it can avoid risk of model and computer rightly the var of extreme event . this article presents the theory of extreme value and character of tail of distribution and gives the example of var with index of shanghai stock market by evt , then compares the var result of different computation methods and concludes that traditional var method is static state model and var with evt is dynamic conservative model and has the ability of forecasting risk out of sample comparing to historical simulation method 本文系统地阐述了极值理论和极值分布特征,以上证指数为例,将极值理论应用于风险价值的计算,并将应用结果与传统var方法计算的结果进行了比较分析,最后得出结论:传统的var计算模型是静态的模型,应用极值理论计算var的模型是动态的、相对保守的模型;与历史模拟法相比较,极值理论具有超越样本的预测能力。 |
- Similar Words:
- "历史名人" Chinese translation, "历史名胜" Chinese translation, "历史名园" Chinese translation, "历史命令" Chinese translation, "历史命运" Chinese translation, "历史模式" Chinese translation, "历史模型" Chinese translation, "历史年表" Chinese translation, "历史年谱" Chinese translation, "历史派" Chinese translation
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