風險加權數 的英文怎麼說
中文拼音 [fēngxiǎnjiāquánshǔ]
風險加權數
英文
risk weight- 風 : Ⅰ名詞1 (空氣流動) wind 2 (風氣; 風俗) practice; atmosphere; custom 3 (景象) scene; view 4 ...
- 險 : Ⅰ名詞1 (險惡不容易通過的地方) a place difficult of access; narrow pass; defile 2 (危險) dange...
- 權 : Ⅰ名詞1 [書面語] (秤錘) counterpoise; weight (of a steelyard)2 (權力) power; authority 3 (...
- 數 : 數副詞(屢次) frequently; repeatedly
- 風險 : risk; hazard; danger
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So we consider five financial indexes includes stock b / p, e / p, current stock size, current stock stru and financial levge by the international tradition, then descriptive statistical test method and cross section statistical test method proved that b / p and current stock size have marked effect on the securities yield besides coefficient b. in the third chapter, the article fut forward a risk factor model, estimates yield sequences of every risk factor by weight regression, and then estimates each risk factor coefficient of different stock by time sequence regression, at last we can reckon the portfolio risk o2p and yield rp which consists n stocks
結合國際慣例,文章考慮了股票的凈值市價比( b p ) ,市盈率倒數( e p ) ,流通規模( size ) ,流通比例( stru )和財務杠桿( levge )等五個財務指標,應用描述性統計檢驗和橫截面統計檢驗等多種方法,結果表明,除系數以外,凈值市價比( b p )和流通規模( size )對證券收益率部有重要的影響。在論文的第三章,提出了一個基於多因素的風險因子模型,並用加權回歸和時間序列回歸等方法估計出了不同證券的各風險因子系數(類似於單指數模型中的系數) ,據此,即可衡量出一個包括n只股票的組合的風險_ p ~ 2和收益率r _ p 。A modified svm model, which can predict peak recognition theory, was proposed in this paper. this model can increase the weight of peak error in the loss function of structural risk minimization, thus improve prediction accuracy of hourly water demand peak
本文提出一種能夠進行峰值識別的改進svm演算法,該演算法在結構風險最小化準則的目標函數中加大峰值誤差的權重,從而提高時用水負荷峰值的預測精度。Firstly, the author evaluated the fund through the technology and tested it with examples. basted on the capital asset pricing model and the theory of portfolio, the paper used the ratio of profit according time to evaluate the profit ; used the a and 3 to evaluate the risk ; used the sp, tp, a p to evaluate the profit according to the risk ; used the ability of liquid and so on to evaluate the fund portfolio. otherwise, the author corrected the asset of fund according to the specialty of our country
技術面評價以證券投資組合理論和資本資產定價模型為基礎,運用時間加權收益率對基金收益進行評價;運用系數、系數對基金風險進行評價;運用夏普指數、特雷納指數、詹森指數、積極投資效率指數對基金進行收益和風險配比評價;運用基金平均市盈率、股票集中度、股票日換手率、基金流動性和基金平均漲幅對基金進行組合質量評價;並根據我國股市的特點對基金凈值進行修正計算,對基金實際價值進行評估。In last chapter, a new conception and model for var, based on prediction are brought forward. finally, a kind of new kernel density estimating function, adapting to financial time series is employed to extend time series kernel density estimating model
文中最後一部分,從風險價值預測的角度出發,建立了基於var預測的概念和模型,提出了一種適合估計金融時間序列分佈的核密度函數,並採用加權法推廣了時間序列核密度估計模型In the areas with greater probability, however, preference over the allocation systems differs between agricultural users and industrial users such that the former prefer the priority rule and the later the capacity - sharing approach
此外,風險趨避態度(或風險規避系數)與水權人的確定性當量密切相關,無論在何種水權制度下,各標的水權人的確定性當量皆會隨風險趨避度的增加而下降,表示越風險趨避的用水人,其確定性當量愈低。Using the f - ahp model algorithms that based on fuzzy number and interval arithmetic solve the multi - attributes and fuzzy problems of agricultural project appraisal. using entropy weight ranking of f - ahp is more efficiency. using a - cut and index of optimism x. estimate the uncertainty and preference of decision makers
用基於模糊數、區間數運演算法則的f - ahp模型解決了農業項目投資評估的多屬性及模糊性問題;採用熵權使得排序更加科學;通過置信度與樂觀指數考慮了不確定性及決策者的風險態度。The basle accord ii encourages the bank to establish irb and develop risk measurement and management model. the bank can input risk elements that include probability of default, loss given default, maturity and exposures into the risk weight functions that are provided by basel committee and obtain the capital requirement
2004年6月,巴塞爾銀行監管委員會公布了最終定稿的新協議,在保留銀行資產外部評級方式的同時,鼓勵大銀行建立內部評級體系和開發風險度量模型,允許銀行通過內部評級確定風險函數計量加權風險資產。Aiming at product development process, three detail problems are analyzed and investigated deeply, namely a method for the choice of product development project, risk analysis in the concurrent product development process, and the policy of market entry. firstly, a new integrated method for the choice of product development project is presented , integrating absolute concentration curves and analytic network process. the paper establishes a model for the choice of product development project including network subsystem, emphasizes the product portfolio management, especially the relativity of the presented product and the new product
針對產品開發項目的選擇方法提出了一種綜合評判方法,集成絕對優勢曲線方法和網路分析法,建立具有網路子系統的產品開發項目評價選擇系統模型,著重考慮了新產品與現有產品的相關性;在產品并行開發中的風險分析方面,以分析兩階段并行開發的時間函數和成本函數為基礎,建立時間風險和成本風險模型,以兩者的加權和為目標函數;在產品投放市場策略方面,從分析投放時機和投放市場的規模選擇入手,建立了綜合投放策略模型,提出四種投放策略分別適用於四種類型的企業,並且指出市場投放策略要兼顧投放后的應對策略,包括資源供給問題和后繼產品開發問題。The author discusses the procedure of rac and some issues that should be attention - giving, study the guidelines to set rac degrade, brings forward the means to set risk code using weighted index. the procedure of pra, three - level risk profile and the manner to express the result of pra is also studied. to supplement safety analysis, the author studies risk management from the aspects of decision, control and organization
在風險評價方法方面,討論了風險評價指數法( rac )實施的步驟,研究了rac等級確定的原則,提出了用加權指數法來確定風險評價矩陣的方法;針對gjb900沒能很好地將定性和定量風險評價結合的問題,研究了概率風險評價( pra )實施的步驟、三級pra風險剖面和pra結果表達的方式等問題。Before poltrona frau went public last week, it issued a prospectus containing seven pages of risk factors, including warnings about potential difficulties in enforcing intellectual - property rights and the highly competitive nature of the industry
波爾托那?弗勞本周上市前發布了一份內含七頁風險指數的招股說明書,對知識產權權利的加強和本行業存在的高競爭性等潛在困難提出預先警告。Classification and decision - making function is established to solve the product instance. the minimum weighted distance classifier and the maximum system similarity classifier is designed to enhance the precision of classification. the minimum risk decision - making based on system similarity is founded to minimize the loss brought by decision - making
針對機械產品實例建立分類決策函數,設計了最小加權距離分類器和最大系統相似度分類器,在保證適用范圍的前提下提高分類的精度,並提出基於系統相似度的最小風險決策,確保決策帶來的損失最小。分享友人