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mean-reversion

  • 均值回归

网络释义专业释义英英释义

  均值回复

均值回复

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短语

Mean reversion 均值回归 ; 均值回复 ; 均数复归

mean- reversion model 均值回复过程

mean-reversion process 均值回归过程

mean-reversion equation 平均回帰式

Geometric Mean Reversion 几何均值回复随机

asymmetric mean-reversion 非对称均值回归

mean-reversion jump diffusion 均值自回归跳散

Reversion to the Mean 均值回归 ; 均值回复 ; 回归平均数

a reversion to the mean 确实是均值回归的意思

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  • 均值回复 - 引用次数:10

    By the time-discretization approach, this paper derives a stochastic difference equation from the geometric mean-reversion process and then a nonlinear regression model is established. By this way, the paper obtains the distribution and estimation for each parameter by Bayesian inference.

    针对连续几何均值回复模型,通过时间离散化导出对应的随机差分方程,从而得到一个非线性回归模型,进而利用贝叶斯推断得到各个参数的估计及后验分布。

    参考来源 - 几何均值回复模型的估计及应用—《湖南大学学报·自然科学版》—2010年第6期—龙源期刊网

·2,447,543篇论文数据,部分数据来源于NoteExpress

Mean reversion

  • abstract: Mean reversion is a mathematical concept sometimes used for stock investing, but it can be applied to other assets. In general terms, the essence of the concept is the assumption that both a stock's high and low prices are temporary and that a stock's price will tend to move to the average price over time.

以上来源于: WordNet

双语例句权威例句

  • In other words, Eckhardt was saying that they were not mean reversion traders.

    话说,埃克哈特的意思是,他们不是均值回归交易者。

    youdao

  • And "pigweed" all started with "mean reversion."

    野草意味着均值回归。

    youdao

  • Under the guidance of the philosophy of the mean - reversion, we are able to achieve risk management successfully through dynamic asset allocation.

    成功风险管理均值回归哲学指导通过资产配置动态优化实现的。

    youdao

更多双语例句
  • In other words, because of the European-style exercise and the mean-reversion of volatility, VIX options will often trade at lower value than what seems appropriate during periods of high volatility (and vice versa in low volatility periods), particularly early on in the term of the option.

    FORBES: Profiting From Fear With Exchange-Traded VIX Notes

  • It is also worth noting that in order for mean-reversion-based strategies to work, it is not required that the mean be realized for long periods of time, but that markets continue to behave as they always have, swinging pendulum like between the depths of despair and irrational exuberance , or, from risk-on to risk-off.

    FORBES: Forget New Normal, Old Rules Are Alive And Well

  • Long-term mean reversion is a powerful tool that investors can use to help them attain their long-term goals.

    FORBES: From The Abyss Come Great Opportunities In Gold, Stocks

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