隨機漂移率 的英文怎麼說
中文拼音 [suíjībiāoyílǜ]
隨機漂移率
英文
random drift rate- 隨 : Ⅰ動詞1 （跟; 跟隨） follow 2 （順從） comply with; adapt to 3 （任憑; 由著） let （sb do as he li...
- 機 : machineengine
- 漂 : 漂動詞[方言] （事情、帳目等落空） fail; end in failure
- 移 : Ⅰ動詞1. （移動） move; remove; shift 2. （改變; 變動） change; alter Ⅱ名詞（姓氏） a surname
- 率 : 率名詞（比值） rate; ratio; proportion
- 隨機 : random stochasticrandom
- 漂移 : 1 （漂流移動） be driven by the current; drift about2 [電子學] drift; shift; shifting; shunt runn...
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Following, making development study from the three directions : the first one is how to reduce calculation when to use markowitz model. this text has improved the efficient frontier of markowitz model utilizing free risk assets, and reduced calculation about revenue rates " co - variance matrix utilizing single or multiple factors, and so on. the second one is to add thinking factors about, such as transaction fee, fund limitation, lowest transaction unit ' s limitation, risk measures and exchange rate risk of international portfolio securities, so as to make markowitz model closer to our country ' s practice
接著，分三今方向對markowitz模型進行了拓展研究：第一個方向是運用markowitz模型時如何減少計算量，本文利用無風險資產來改進markowitz模型的有效邊界，利用單因子或多因子模型來減少收益率協方差的計算量等等；第二個方向是增加考慮因素，諸如交易費用、資金限制、最小交易單位限制，風險測度和國際組合證券的匯率風險，使markowitz模型更貼近我國的實際；第三個方向是對markowitz模型進行動態拓展研究，提出了將證券收益率看成是隨機序列時的投資決策模型，深入研究了m ? v有效邊界隨資產品種數增加而發生的漂移，並用解析方法和幾何圖形描述了漂移的軌跡和方向。Agrawal ' s theory model of soa ca n ' t simulate accurately the amplified signal pulse shape in soa when the pulse width is as short as several picosecond. so we simulate accurately the peak power, full width half maximum, rising time and falling time of amplified pulse after considering the gain compression, gain asymmetry, gain shift, gain variable with situation and time. with ultrahigh velocity dense wavelength division multiplexing ( dwdm ) and optical time division multiplexing ( otdm ) developing, we demand more and more short signal pulse and more signal channels
但當信號脈沖的寬度只有幾個皮秒時， soa傳統的agrawal理論模型已經不能完全準確地模擬soa對信號脈沖的放大情況，在此基礎上，我們在全面考慮soa的增益壓縮、增益非對稱和漂移、增益隨位置和時間變化的載流子壽命等物理機制的情況下，對皮秒超短高斯信號光脈沖經soa放大后的脈沖的峰值功率、脈沖半值全寬度、脈沖的上升時間和下降時間等重要物理參量進行了準確模擬和詳細研究。
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