conservative character 中文意思是什麼
conservative character
解釋
保守性狀- conservative : adj 1 保守的，守舊的；有保存力的。2 〈C 〉 保守黨的 （opp Liberal Radical）。3 穩健的；（估計等）...
- character : n 1 性格，品格；特性，性狀，特徵；【生物學】形質。2 身分，地位，資格。3 名聲，聲望。4 （戲劇、小...
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When we research the chaotic character of conservative system in classical mechanics, the easiest and most effective method is the poincare surface of section ( pos ) of the orbits in phase space which abide by the classical hamiltonian
人們研究經典保守系統的混沌特徵時，最簡便有效的方法是計算相空間軌道的龐加萊截面。 -
So it can avoid risk of model and computer rightly the var of extreme event. this article presents the theory of extreme value and character of tail of distribution and gives the example of var with index of shanghai stock market by evt, then compares the var result of different computation methods and concludes that traditional var method is static state model and var with evt is dynamic conservative model and has the ability of forecasting risk out of sample comparing to historical simulation method
本文系統地闡述了極值理論和極值分佈特徵，以上證指數為例，將極值理論應用於風險價值的計算，並將應用結果與傳統var方法計算的結果進行了比較分析，最後得出結論：傳統的var計算模型是靜態的模型，應用極值理論計算var的模型是動態的、相對保守的模型；與歷史模擬法相比較，極值理論具有超越樣本的預測能力。
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