企业利润向来都有均值回归(mean-reverting)的特性,虽然背后原因不一而足,但无论如何,当前利润占GDP百分比空前高企的现象,相信不会成为长久持续的新常规(New
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此外,如果噪音是趋中/平均数复归(mean-reverting)的,那么随着计量时窗的扩大,噪音方差与价值相关部分盈利的方差之比也将减小(噪音趋中时,n期噪音之和的方差小于n乘上单期噪音...
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Mean-reverting Strategies 均值回归策略
The Mean-Reverting Gaussian Process 采用均值回复高斯过程
mean reverting 平均值回复
fast mean-reverting 快速均值回复
mean reverting effect 均值回复效应
mean-reverting process 均值回复过程
mean reverting process 均值返回过程
mean reverting processes 均值回复过程
asymmetric mean reverting 非对称均值回归
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。
参考来源 - 几个投资期权评价模型及其仿真研究·2,447,543篇论文数据,部分数据来源于NoteExpress
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。
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