conditional stable 中文意思是什麼
conditional stable
解釋
條件穩定- conditional : adj 1 帶有條件的，有限制的；視…而定的。2 【語法】條件的，假設的。3 引起條件反射的。n 【語法】條件...
- stable : adj 1 穩定的；安定的；固定的。2 意志堅定的，有恆心的。adv bly ness n n 1 廄，馬廄，馬棚；〈罕用語...
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Because empirical distributions of rates of return on risky securities have characters of skewness and excess kurtosis, this article puts forward studying portfolio selection model conditional on non - normal stable distributions
摘要針對風險證券收益率的經驗分佈所具有的偏態和過度峰態等非正態分佈特徵，提出在非正態穩定分佈條件下研究投資組合模型。 -
2 ) by analyzing the information and conditional information description mechanism of system states, the problem of stochastic model reduction is investigated based on state aggregation. the information loss and conditional information loss between the full - and reduced - order models are measured by entropy, while the independence and conditional independence within me components of aggregated state are measured by kullback - leibler information distance. several model reduction methods for stable and unstable linear systems are derived by employing two criteria to get aggregation matrices : the minimal information loss and the maximal independence
2 ）分析了隨機系統狀態空間模型中的信息和條件信息描述機制，以shannon熵為手段描述線性系統模型降階過程中的信息和條件信息損失，以kullback - leibler信息作為衡量降階模型狀態向量各分量之間統計獨立性的測度，針對穩定和不穩定系統研究基於狀態集聚的模型降階問題：分別運用最小信息損失準則和最大獨立性原則，得出幾種狀態集聚的信息論方法，並討論降階模型的性質、階次的確定、系統噪聲分佈特性等問題。 -
We find that fitness of returns on stocks to non - normal stable distributions in china stock market is very good by fitness test ; study measurements of return and risk of a portfolio conditional on non - normal stable distributions and put forward mean - scale parameter model ; find that mean - scale parameter model can explain asset allocation puzzle by empirical analysis
通過擬合優度檢驗發現我國的股票收益率與非正態穩定分佈的擬合效果非常好；研究了非正態穩定分佈條件下投資組合收益和風險的度量，建立了均值尺度參數投資組合模型；通過實證分析發現均值尺度參數模型能夠解釋資產配置之謎。
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