metric coefficient 中文意思是什麼
metric coefficient
解釋
度量系數- metric : adj. 1. 公制的，米制的；十進制的；習慣于用公制的。2. 度量的。
- coefficient : adj. 共同作用的。n. 1. 共同作用；協同因素。2. 【數，物】系數，率；程度。
-
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。 -
As a metric of bss algorithms ' performance, the similitude coefficient is widely used
摘要為了評價盲源分離（ bss ）效果，目前普遍採用的檢驗指標是相似系數。
分享友人