predictive selection 中文意思是什麼

One is the evt - based var model ( including gev model and gpd model ), the other is the quantile regression var model. secondly, i evaluate predictive performance of a selection of var models for chinese stock market data. these var models include riskmetrics method, historical simulation, monte carlo method, and the three recent models based on quantile regression and extreme value theory

本文首先重點探討了極值分佈var模型（包括廣義極值分佈和廣義帕雷托分佈兩個模型）和分位數回歸var模型；然後在此基礎上將六個var模型（包括上述三種模型、歷史模擬法、 riskmetrics方法以及蒙特卡洛法）實證應用於估計上證指數、上證180 、深證成指、深證綜指95 var和99 var ；同時採用區間預測法、損失函數法和符號檢驗法對這些var模型進行了選擇評估。

Wide area with local area selection, af - a c s mf switchable, predictive focus control for moving subject, auto - tracking focus - point display

廣闊對焦框連局部對焦區選擇、可切換af - acsmf 、拍攝動態主體的預測對焦操控、自動追蹤對焦點顯示

Then, this paper empirically tested the validation and predictive accuracy of different var risk management model in the domestic financial market. finally, with the analysis of modem financial risk management development trend and the current domestic financial risk management situation, this paper made a prospect for the application of this model in the construction of domestic financial risk management system. through the analysis, the main conclusions are as follows : ( l ) the traditional mean - variance model is the special example of the portfolio selection based on the var risk management model for the case that the returns of the portfolio are assumed to be normally distributed ; compared with the mean - variance model, the var risk management model is more comprehensive and accurate in the measurement of the portfolio risk, so based on the var model, the investors can allocate the asset more effectively. ( 2 ) the var risk management model can provide the timely and comprehensive risk information for the top risk manager, so it is very helpful to the improvement of total risk management efficiency. ( 3 ) based on the var model, the raroc performance valuation approach can reflect the real performance of the portfolio manager and provide the coherent standard for the allocation of risk limitation and the construction of the incentive compatibility constraint mechanism in the financial instiutions

通過研究分析，本文主要得出如下結論： （ 1 ）傳統的markowitz均值? ?方差模型僅僅是在資產組合收益率正態分佈假設條件下基於var風險管理模型進行資產組合選擇的特例，與均值? ?方差模型中的方差風險度量方法相比， var風險管理模型能夠更全面、更貼切地衡量資產組合的風險，且基於此模型能夠更有效地進行資產配置決策； （ 2 ） var風險管理模型能夠滿足更高層次風險管理者對風險信息的需求，有助於整體風險管理效率的提高； （ 3 ）基於var風險管理模型的raroc績效評價能夠反映資產組合管理人的真實業績，從而為金融機構風險限額的分配和激勵約束機制的制定提供統一的標準； （ 4 ）國內證券市場資產組合收益率服從正態分佈的假設明顯不成立，實證檢驗表明基於資產組合收益率正態分佈假設條件下的方差? ?協方差模型對國內資產組合風險的預測存在較大的偏差，由於文中證明在收益率正態分佈假設條件下基於方差? ?協方差模型進行資產組合選擇的結果等價于markowitz的均值? ?方差模型，因此，均值? ?方差模型對國內資產組合風險的預測同樣會存在著較大的偏差，而半參數var風險管理模型則能夠取得較好的預測衡量效果； （ 5 ） var風險管理模型符合未來金融風險管理的發展趨勢，基於var風險管理模型建立內容提要風險限額內控體系、風險信息披露體系和業績評價體系，並進行金融監管，將有助於國內金融機構內部風險管理方法和外部監管技術跟上國際金融風險管理的發展潮流。

3. the basic principle of the model predictive control ( mpc ) is introduced, and several main model predictive controls ( mpc ) are also introduced. an introduction of the basic method of generalized predictive control ( gpc ), the evaluation of recurrence diophantine equation the adaptive algorithm and the selection of the parameters of generalized predictive control ( gpc ) is emphasized

3 、介紹了模型預測控制的基本原理，介紹了幾種主要的模型預測控制，重點介紹了廣義預測控制（ gpc ）的基本方法、遞推的diophantine方程求解、廣義預測自適應演算法及其參數選擇，並指出了各模型預測控制的特點。

Predictive research on psychological selection of cadets in military academy

初級軍官心理選拔的預測性

5 ) this dissertation presents new predictive models for the transient stability and small signal stability based on support vector machine theory that can solve the problems such as finite samples. a new method of feature selection and sample condensation is proposed to build predictive model which improves the practicability of the model greatly

5 ）論文首次利用基於小樣本技術的支持向量機理論，設計了新的暫態穩定、小擾動穩定特徵值預測模型，提出了新的適合預測模型構建的特徵選擇、數據采樣策略，提高了模型的實用性。