The value of the project, whose path is simulated and analyzed numerically, follows a Mean-Reverting process.
项目价值遵循均值返回过程,其路径采用数值模拟分析。
This model has nonlinear drift, has significant mean-reverting effect, and the volatility is highly sensitive to interest level.
此模型的漂移项为非线性形式,具有显著的均值回复效应,且利率波动对利率水平极为敏感。
These measures include random walk model, industry model, mean-reverting model, Jones and modified-Jones models, K-S model, margin model and so on.
应计利润模型主要包括随机游走预期模型、行业模型、平均数回复模型、琼斯及其扩展模型、K-S模型、边际模型和营运资金模型等。
One naysayer pointed out that these athletes were simply reverting to the mean.
一位反对者指出,这些运动员只不过是从巅峰状态回复到了平均水平。
Bring it on, say budget hawks: such a stalemate would mean reverting to the level of the 2010 budget.
反对预算案的鹰派对此的回应则是:这种僵持的局面,意味着要重回到2010年度的预算水平。
It displays mean reverting properties but is unbounded as of 1999.
它展示了平均的回复性质,但在1999年却是极大的。
As the presence of transactions costs, deviations from purchase power parity (PPP) may follow a nonlinear process that is mean reverting.
由于存在交易成本,偏离购买力平价可能呈非线性的均值回复特性。
The market is always reverting to the mean except when it doesn't.
市场总是在均值回归,但它也有不均值回归的时候。
The first model is a simple one-factor model in which the logarithm of the spot price of the commodity is assumed to follow o-u process which has a mean reverting character.
第二个模型称为双因子模型,它是在单因子模型的基础上加入了新的因子变量—便利收益率,并且假定便利收益率服从带有均值反转特性的O—U过程。
In the recent literature, several studies have been conducted to test if the leverage is mean -reverting or not.
在最近的文献中,一些研究已经进行了是否影杠杆作用意味着恢复或者没有恢复的测试。
Conversely, many also believe bad luck is sure to reverse itself not merely by reverting to the mean, as a statistician would predict, but to the extent that the gambler will recoup his losses.
相反,许多人也相信否极泰来,不仅仅像统计学家预测的那样,而且会让赌徒能够弥补自己的损失。
Conversely, many also believe bad luck is sure to reverse itself not merely by reverting to the mean, as a statistician would predict, but to the extent that the gambler will recoup his losses.
相反,许多人也相信否极泰来,不仅仅像统计学家预测的那样,而且会让赌徒能够弥补自己的损失。
应用推荐