Using Extreme Value Theory can be a good simulation of tail risks.
用极值理论可以很好得模拟尾部风险。
In the recent years, the extreme value theory has being widely used in financial risk management.
中文摘要近年来，越来越多的风险控管将极值理论纳入风险的考量当中。
Is also a function of extreme value theory, and many other mathematical theory of power series basis.
也是函数的极值、幂级数理论等众多数学理论的基础。
For the operational risk with low frequency but high danger, we use POTmethod of Extreme Value Theory.
对于低频高危操作风险，本文采用极值理论POT的方法对其进行度量。
Extreme Value Theory was supposed to do that, but that's just "rearranging the deck chairs on the Titanic."
“极限价值理论”就是为此而设计的，但这不过是相当于重新安排泰坦尼克船上的座椅而已。
This paper, based on the Extreme Value Theory (EVT), studies the way to measure and manage Banks' operational risk.
文章在操作风险管理日益重要的背景下，基于极值理论进行了操作风险度量和管理研究。
Based on ordered statistic and extreme value theory, we give the simplify calculating method for structure reliability.
利用有序统计理论和极值理论，给出了结构强度的可靠度简化计算方法。
Therefore the application of the extreme value theory in the bank credit risk quantification analysis is an ideal method.
所以把极值理论应用于银行信用风险量化分析不失为一种比较理想的方法。
One kind of heteroscedasticity testing method was proposed through extreme value theory and extreme value index estimator.
应用极值理论，通过极值指数估计量，提出了一种可行的对异方差的检验方法。
Extreme value theory (EVT) is one of the best choices, which can effectively forecast and guard against the financial risk.
极值理论(evt)正是这样一种方法，它能有效地预测和防范金融极端风险。
Extreme Value Theory has a wide range of applications in many fields. There are mainly two types of commonly used model: BMM model and GPD model.
极值理论在许多领域有着广泛的应用，主要有两类常用的模型：BMM模型和GPD模型。
Then this paper makes a brief summary on the concept of statistical arbitrage, co-integration theory, extreme value theory, which paves the way for the empirical research.
然后本文对将要利用的统计套利概念、协整理论、极值理论等进行了简短的总结，为后文的实证研究铺垫基础。
Some statistical test methods on "fat tail" distribution of time series are obtained by using properties of extreme value theory and extreme index estimator under large sample.
使用极值理论和极值指数估计量的性质，在大样本的情况下得到序列分布“肥尾”现象的检验方法。
Extreme value theory models the tail of the return distribution rather than the whole distribution. It can capture the tail risk which often causes large losses in financial institutions.
而应用极值理论计算风险时注重对分布尾部的近似表达，并不是对整个分布进行建模，能更有效地捕捉可能导致金融机构重大损失的尾部风险。
The paper studied how to apply the theory of extreme value to the VAR method to rise the degree of estimating precise, and made empirical analysis.
论文研究了如何将极值理论与VAR计算方法相结合进行应用以提高计量精度，并对其作了实证分析。
Only economism and economic determinism are the unreasonable value ideas which push the economic importance to the extreme in theory and reality.
唯经济主义、经济决定论就是理论上和现实社会中把经济的重要性推向极端的非合理性价值理念。
The paper gave disperse pattern of laplace function under in - uniform grid, which fulfills acceptance character and error maximization theory. it also has fulfills the character of extreme value.
本文在一个不规则网路上离散拉普拉斯运算元的差分格式，不但能满足相容性及极值原理，而且还具有误差极少性质。
The statistical model of frequency and intensity of anomalous microtherm events in Nanjing is established by means of the extreme value distribution theory of stationary time series.
本文借助于平稳时间序列的极值分布理论，对南京地区异常低温事件频次和强度建立统计模型。
This paper USES the theory of quadratic form to distinguish this problem, not only that, it enlarge to calculate extreme value for function of many variable.
本文使用二次型的理论进行判断，并将问题扩大为求任意多元函数的极值。
The economization is an irrational value sense while pushing the economic importance to its extreme in theory and reality.
经济至上论“是在理论上和现实中把经济的重要性推向极端的非合理性价值理念。”
The proposed model can be derived from the statistical theory of extreme-value, and has a similar asymptotic property to the deterministic Gompertz curve.
该模型来源于极值统计理论，并具有类似于确定性龚帕兹曲线函数的渐近性特性。
The proposed model can be derived from the statistical theory of extreme-value, and has a similar asymptotic property to the deterministic Gompertz curve.
该模型来源于极值统计理论，并具有类似于确定性龚帕兹曲线函数的渐近性特性。
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