隨機遊走 的英文怎麼說

中文拼音 [suíjīyóuzǒu]
隨機遊走 英文
arw
  • 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
  • 遊 : Ⅰ動詞1 （人或動物在水裡行動） swim 2 （各處從容地行走; 閑逛） rove around; wander; travel; tour 3...
  • 走 : 動詞1 （人或鳥獸的腳交互向前移動） walk; go 2 （跑） run 3 （移動; 挪動） move 4 （離開; 去） lea...
  • 隨機 : random stochasticrandom
  • 遊走 : idling
  1. We analyse the dispersion of stock returns and have the tests of serial correlation. the results show that the trading mechanism has a significant effect on a number of characteristics of stock returns. first, the distribution of open - to - open returns has greater variance than that of close - to - close returns. second. the serial correlation pattern is quite different in the two return series. the open - to - open returns have negative autocorrelation coefficient, but the close - to - close returns is positive. further, employing an arma ( 1, 1 ) model we find that in the opening. returns exhibit higher residual noise and stronger dependence on past returns, reflecting stronger deviations from the random - walk form of the market efficiency hypothesis

    主要表現為：一，開盤收益序列比收盤收益序列具有更大的方差。二，兩種收益序列的序列相關形式不同，開盤收益序列表現為負相關，而收盤收益序列表現為正相關。而且我們通過arma （ 1 ， 1 ）模型的進一步檢驗，發現開盤收益序列比收盤收益序列具有更大的殘差，更依賴于過去的收益序列，也更偏離於市場有效的隨機遊走形式的假設。
  2. Specially, based on risk - metric and factor variables, the author discusses multi - factor asset pricing model. in theoretical analysis, the author attempts to release the assumption of index ' s random walk, proves a portfolio selection model suitable for the linear index level moreover, based on assets un - exchangeable, the author brings forward asset pricing models for b - shares, h - shares and non - circulated - shares. the author also brings forward multi - factor asset pricing model based on risk - metric indices, such as coefficient of beta, standard variance, standard semi - variance, average absolute deviation, value at risk, and factor variables, such as circulated market equity, exchange ratio, short - term historical return

    在理論分析時，作者嘗試放鬆指數水平滿足隨機遊走過程的假設，推導出指數水平呈線性趨勢的資產組合選擇模型；此外，作者基於資產不可交易這一假設，提出了b股、 h股和非流通股等情形的資產定價模型，並基於系數、標準差、標準半方差、平均絕對離差和風險價值等風險度量指標以及流通市值、換手率、短期歷史收益率等因素變量提出了四因素資產定價模型。
  3. Firstly, from the viewpoint of graph theory, we analyzed fitness landscapes, and described the random walk correlation function, then we deduced the equation to compute the correlation length

    從圖論的角度對遺傳演算法適應值曲面進行了分析，描述了適應值曲面上的隨機遊走相關函數，詳細推導了相關長度計算公式。
  4. Diffusion patterns ; time scales ; random walk simulation ; beijing area ; historical state

    擴散模態時間尺度隨機遊走北京地區歷史背景
  5. In this paper, optic gyro is viewed as the object of investigation and several aspects is investigated as follows. two important indexes - bias instability and scale factor were measured and investigated, including bias, its repetitiveness, temperature sensitivity, random walk coefficient and scale factor, its nonlinearity, asymmetry, repetitiveness. we make use of the allan variance method to separate the noise factors which affect the performance of the optic gyro, such as the angle random walk, bias instability, rate random walk, rate ramp, quantization noise, markov noise and sinusoidal noise

    本文以光學陀螺為研究對象，開展了以下幾方面的研究工作：本文對光學陀螺性能的兩個重要指標?標度因數和零偏穩定性進行了較為詳細的研究，其中包括陀螺的零偏b _ 0 、零偏重復性b _ r 、零偏溫度靈敏度b _ t 、隨機遊走系數rwc和標度因數k 、標度因數的非線性k _ n 、標度因數不對稱性k _ h 、標度因數重復性k _ r等等。
  6. First, we examine whether the momentum strategies and contrarian strategies can create significant profits under different formulation horizons and holding horizons, whether past factors ( market return, characteristic of individual stock ) can provide an important implication about the profits of momentum and contrarian strategies. second, we discuss the reasons for the significant profits of momentum or contrarian strategies, including seasonality, cross - sectional risk factors, time - varying risk premium, industry momentum, and stock underreaction, overreaction, and random walk. third, we discuss the link of time series predictability of stock returns and momentum profits, including stock underreation, overreaction, delayed reaction, and time - varying risk premium

    研究目的有四：其一，探討中國股市執行慣性策略或反向策略的顯著獲利模式及與各狀態因子（市場及個股狀態）的關系；其二，全面分析中國股市慣性與反向效應之潛在成因，包括截面風險因素、季節因素、時變的風險溢價、行業慣性效應以及行為金融模型與conradandkaul （ 1998 ）的隨機遊走觀點之爭論；其三，構建非效率市場之股票價格運動方程，並基於此，規范地演進慣性效應之時序生成途徑，包括反應不足、過度反應、滯后反應以及風險溢價的時變性；其四，探討中國股市中投資者的特殊信息反應模式，並以此來解讀中國股市的中短期過度反應與反應不足的現象，以及個股間的超前一滯后關系的表現模式及形成機理。
  7. Plenty researchers worldwide try to forecast security market, but if security market is efficient all the forecast are null

    在證券市場有效的前提下，證券價格隨機遊走，任何對證券的預測都是無效的。
  8. But the most common noise is angle random walk, bias instability, rate random walk, rate ramp and quantization noise. in this paper, the random error model including the most common five noise as above

    對常見的五種噪聲因素包括角度隨機遊走、零偏穩定性、速率隨機遊走、速率斜坡和量化噪聲建立了陀螺隨機誤差模型。
  9. If the contractual model were chosen, it would be necessary to provide either a mechanism for the election and operation of a board of directors in the contractual fund or that the independent directors constitute a special class of directors of the management company who would represent the interests of, be answerable to and removable by the shareholders of the funds under management and have defined responsibilities within the management company

    在emh理論形成的過程中，奧斯本osberne和法瑪fama的貢獻最大。奧斯本提出了關于股票價格遵循隨機遊走的主張，認為投資者是根據他們的期望價值或收益率來估計股票的，而期望價值是可能的收益率的概率加權平均值，所以投資者在奧斯本定義上的理性是以無偏的方式設定其主觀概率。
  10. The models of the stock price fluctuation is a mathematics model discribing the fluctuation of the stock price, it is all along the question financial scholars research over a long period of time, the models existing at present are mainly the model of randonm walk and the model of lognormal distribution etc. economists analyse the two models by authentic proof, which indicates that this two models do not fully qualify the actual stock market. in view of the above - mentioned facts, at the time some scholar have studied a new model of the stock price that even conforms to the actual stock market - that is the model of lognormal distribution

    股票價格波動模型是用於描述股票價格波動的數學模型，一直是金融學者們長期研究的問題。目前存在的模型主要有隨機遊走模型、對數正態模型等，鑒于股價波動的隨機遊走模型和對數正態模型均經過實證分析，表明不完全符合現實的股票市場，目前理論研究者提出一種更符合實際股票市場的股價模型-股價波動源模型（文[ 5 ]的作者將股價異常變化帶來的短期收益率函數附加在幾何brown運動上，推廣了對數正態模型）及研究出了另一種混合形式下（見文[ 15 ] ）的期權定價方程。
  11. It is difficult to refuse null hypothesis of random walk when employing monthly data in empirical test

    （ 2 ）採用月數據分析很難拒絕隨機遊走假設。
  12. Emh is established on the following three presuppositions : rational investor, efficient market and random walk process

    Emh是建立在理性投資者、市場有效和隨機遊走過程這三個核心前提假定基礎上的。
  13. Chapter five analyzes the relation between the fractural theory and the informational efficiency andcalculates the hurst exponent of our market by r / s

    最後用r / s分析法研究市場收益的持久性特徵，檢驗市場是否遵循有偏的隨機遊走過程或分形布朗運動。
  14. Finally, these estimated models are used to forecast rmb ' s real exchange rate. out - of - sample forecasts is extend to forward six steps

    最後，在這些被估計出來的模型的基礎上對人民幣實際匯率進行向前六步的樣本外預測分析，並與隨機遊走模型的預測能力相比較。
  15. These measures include random walk model, industry model, mean - reverting model, jones and modified - jones models, k - s model, margin model and so on

    應計利潤模型主要包括隨機遊走預期模型、行業模型、平均數回復模型、瓊斯及其擴展模型、 k - s模型、邊際模型和營運資金模型等。
  16. The allan variance ( av ) analysis method is used to evaluate the hrg signal. the result indicates that the main random error of hrg is angle random walk ( arw )

    論文採用allan方差法對半球諧振陀螺的信號進行隨機誤差分析，分析結果表明，半球諧振陀螺的角度隨機遊走誤差是陀螺隨機誤差的主要部分。
  17. The results show that the ionosphere - weighted model or the tropospheric estimation, integrated with the partly - weigthed least squares, can improve, the success rate and the reliability of ambiguity resolution ; however, if the ionospheric delay or the tropospheric delay, which is modeled on random walk process or first - order gauss - markov process, is estimated with the kalman filter, it will reduce the success rate and the reliability of ambiguity resolution

    將電離層延遲作為零均值的隨機遊走過程（電離層加權模型） ，將對流層延遲作為靜態參數，採用非遞推形式的加權最小二乘法來估計，可以提高模糊度解算的成功率和可靠性。
  18. After keynes ’ s absolute income hypothesis, western proposed relative income hypothesis, random walking hypothesis, life cycle theory and permanent income hypothesis in succession, these theories were pervasively used in practice

    繼凱恩斯的絕對收入假說之後，西方經濟學家又提出了相對收入假說、隨機遊走假說、生命周期理論和持久收入假說等一系列理論，這些成果在實踐中得到比較普遍的應用。
  19. Empirical analysis shows that changes in exchange rates do not follow normal distribution but fractal distribution ; fractal r / s analysis indicates that changes in exchange rates are not a random - walking process, but a biased random process, that exchange prices are not independent of each other, but continuous in state, and that changes in exchange prices are cyclical

    實證分析表明，外匯匯率變化不服從正態分佈，而是服從分形分佈；運用r / s方法對匯率變化進行分形分析后得出，外匯匯率變化不是一個隨機遊走的過程，而是一個有偏的隨機過程，匯率價格之間不是相互獨立的，而是具有狀態持續性的，匯率價格的變動具有周期性。
  20. Secondly, we performed the time series analysis for the random walk model on the fitness landscape to discover more information about the fitness landscape, and demonstrated the modeling process based on the nk - landscapes

    對適應值曲面上的隨機遊走模型進行了時間序列分析，以獲得關于適應值曲面的更多的信息，並基於nk -適應值曲面進行了實證研究。
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