And "pigweed" all started with "mean reversion."
野草意味着均值回归。
Stock market returns, however, do tend to exhibit mean reversion.
但股票的回报率却呈现出均值回归的特性。
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。
Furthermore, hyperbolic model characterize the mean reversion of interest rates better than AG model.
双曲模型在刻画利率的均值回复特征方面还克服了AG模型的不足。
Whether the stock market has the properties of mean reversion or not is still a very controversial issue.
证券市场是否具有均值回归特性仍是个十分有争议的问题。
It also is shown that mean reversion and stochastic volatility can have a major impact on derivative prices.
结果表明,均值回复和随机波动率在衍生品定价中起重要影响。
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。
Mean reversion is a tendency for a stochastic process to remain near, or tend to return over time to a long-run average value.
均值回归是指随着时间的向前推进,一个随机过程向其均值靠近的趋势。
While the literature commonly agrees that leverage exhibits mean reversion, there is no consensus in the literature about the speed of adjustment.
然而文献普遍认同杠杆展览意味着均值回归,这在文献中没有达成关于速度调整的共识。
Many scholars have found that the stock market average return of property; However, there are some scholars find mean reversion theory against the evidence.
许多学者发现股票市场具有均值回归特性,但是,也有一些学者找到了反对均值回归理论的证据。
According to the mean reversion theory, in the long term, the yield rate of stock price appears to follow the rule of mean reversion and negative autocorrelation.
均值回归理论认为,从长期来看,股票收益率呈均值回归,即长期收益率呈负自相关。
The Empirical research result certificate the price-earnings ratio index time series of Shenzhen composite B-share index having the mean reversion characteristic.
实证研究的结果证明深证综合B股指数的指数市盈率时间序列具有均值回归特性。
According to the mean reversion theory, one of two things should happen: the price of gold should fall from its current levels or the Dow has to rise considerably.
根据“均数复归”理论,以下两件事的其中一样应该发生︰金价会由现水平下跌、或道指会显著上升。
Interest rates exhibit complex stochastic behavior, is mean reversion and are not directly tradable, which means that the dynamic replication strategy is more complex.
利率具有复杂的随机行为,均值回复且不可直接交易,这意味着动态复制策略更复杂。
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.
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。
Stock value is represented by stock price directly or indirectly. After market price deviates from its intrinsic value, it will follows a dynamic moving process, either bubble or mean reversion.
股票价值直接或间接表现为股票价格,股票市场价格偏离内在价值一般呈现两种动态演变过程,即价格泡沫和均值回复。
There is a formula that applies to almost everything and it is called reversion to the mean, also regression to the mean.
有一个公式,适用于几乎所有的东西它被称为回归的意思,也均值回归。
Under the guidance of the philosophy of the mean - reversion, we are able to achieve risk management successfully through dynamic asset allocation.
成功的风险管理是在均值回归的哲学指导下通过资产配置的动态优化实现的。
Considering the characteristics of regimes switching, the real interest rates is generally stable, with mean-reversion tendency. While in the past app...
而以往的应用中,忽略了这种区制转换特征可能导致对真实利率预测值的系统性偏差。
Considering the characteristics of regimes switching, the real interest rates is generally stable, with mean-reversion tendency. While in the past app...
而以往的应用中,忽略了这种区制转换特征可能导致对真实利率预测值的系统性偏差。
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