And so what you want to do and again we'll come back to this later in the term, is something called regression testing.
却又出问题了,然后你想怎么办呢?,我们会在这学期晚些时候,讨论这个被称为回归测试的东西。
Also, we need to know how much individual stocks are correlated with rm; we measure that by the regression coefficient.
我们必须清楚,有多少个股与市场总体收益率相关;,我们用回归系数,即β系数来表示。
And finally, there is regression, which is returning to an earlier stage of development.
最后,来说说退行,意思是回归到发展的某个早期阶段。
This has nothing to do with linear regression.
这跟线性回归没什么关系。
The concept of regression goes back to the mathematician Gauss, who talked about fitting a line through a scatter of points.
回归这个概念要追溯到数学家高斯,讨论的是从若干散点中切合出一条直线
What Gauss did was said, let's fit a line through the point-- the scatter of points--and that's called the regression line.
高斯说,做这样的一条直线,切合所有散点,这就是回归直线
I want to move to regression.
下一个部分是回归
That's called the regression line and the intercept is called alpha--there's alpha.
这就是回归直线,这个是截点,用alpha表示...这里是alpha
Again, I'm not going to spend much time on this, of the ith asset is the regression coefficient when you regress the return on the ith asset on the return of the market portfolio.
再强调一次,我不打算花太多时间在这个等式上面,但要注意的是当你想将市场组合收益,but,the,β,回归到第i资产收益中去,第i资产β系数是线性回归方程的,回归系数。
应用推荐