random-walk 中文意思是什麼
random-walk
解釋
無規則運動-
Frb had abandoned the traditional random walk and simple rules, but carried out the neutral rules to achieve the economy growth and price stability with casual steps
美聯儲摒棄傳統的相機抉擇或簡單單一規則，選擇以嚴謹的方式來實現經濟增長與物價穩定的「中性貨幣政策」 。 -
The usual diffusion random walk treatment does not consider any interaction between the particles.
一般的擴散無規則運動理論並不考慮粒子間的任何作用。 -
Random walk theory of stock market prices
股市價格的隨機行走理論 -
The limits of random walk with resting state in random environment
隨機環境中可逗留隨機游動的一些極限性質 -
Random - walk model for photon migration in turbid biological media
生物組織中光傳輸的隨機行走模型 -
Spatial distribution and time scales of atmospheric diffusion over beijing area are revealed by means of a random walk simulation model and practical meteorological data with a specified emission source from the city. results show a southward transport pattern for wintertime while a northwest transport of pollutants in summer. the area is the least evidently influenced by the emission source in spring, while the largest in autumn. the time spent for instantly emitted material removing from the model domain varies from winter - spring to summer - autumn. the former was shorter one of less than 20 hours ; the latter was longer one of approximately 30 hours. distribution of occurrence probability for different removal times was not symmetry. reducing slowly at the end of longer removal time, probability exists for pollutants remaining in this area a long time
結果表明，冬季示蹤物偏南夏季偏西北的輸送明顯春季擴散影響范圍最小秋季最大。示蹤物從200km200km模式區域輸出的平均時間去除時間明顯分為冬春季和夏秋季兩組，前者較小，平均在20h以下，後者較大，平均約30h 。不同去除時間出現的頻率分佈是非對稱的，在長去除時間一側，出現頻率下降緩慢，顯示污染物有在該區域內長時間滯留的可能。 -
We analyse the dispersion of stock returns and have the tests of serial correlation. the results show that the trading mechanism has a significant effect on a number of characteristics of stock returns. first, the distribution of open - to - open returns has greater variance than that of close - to - close returns. second. the serial correlation pattern is quite different in the two return series. the open - to - open returns have negative autocorrelation coefficient, but the close - to - close returns is positive. further, employing an arma ( 1, 1 ) model we find that in the opening. returns exhibit higher residual noise and stronger dependence on past returns, reflecting stronger deviations from the random - walk form of the market efficiency hypothesis
主要表現為：一，開盤收益序列比收盤收益序列具有更大的方差。二，兩種收益序列的序列相關形式不同，開盤收益序列表現為負相關，而收盤收益序列表現為正相關。而且我們通過arma （ 1 ， 1 ）模型的進一步檢驗，發現開盤收益序列比收盤收益序列具有更大的殘差，更依賴于過去的收益序列，也更偏離於市場有效的隨機遊走形式的假設。 -
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。 -
Consequently, i applied the r / s analysis on the composite index of shanghai stock exchange and component index of shenzhen stock exchange from 1996 to 2001, to study the fractal structure of csms. the result of the analysis shows that the returns of the indexes do not obey brownian motion, but follow a biased random walk with hurst exponent being 0. 63 and 0. 65 respectively. hence, we can conclude that the china ' s stock markets are not yet efficient informationally
本文進一步運用重標極差分析法，分別對進入規范發展階段后的滬、深兩市股價指數日收益率和周收益率進行了分形檢驗，發現上海股票市場和深圳股票市場均具有分形結構，赫斯特指數分別為0 . 63和0 . 65 ，長期記憶周期分別為362天和2犯天，進而得出中國股票市場有效性水平較低的結論。 -
In order to meet the needs of recent research in applied probability, such as finance and insurance, risk theory, random walk theory, queueing theory and branching processes and so on, the concepts of heavy - tailed random variables ( or heavy - tailed distributions ) are introduced. they are one of the important objects many scholars are concerned on. on the other hand, in a risk process, the number of these heavy - tailed variables " occurrence until the time t, i. e. all kinds of counting process, is one of the important objects, which many scholars are studying
在應用概率的許多領域，如金融保險、風險理論、隨機游動理論、排隊論、分支過程等，重尾隨機變量或重尾分佈都是重要的對象之一，另一方面，在一個風險過程中，到t時刻時，這些重尾變量出現的個數，即各種記數過程，也是人們研究的主要對象之一，本文主要對重尾分佈的控制關系與極值過程的跳時點過程的精緻漸近性進行深入的討論。 -
Firstly, from the viewpoint of graph theory, we analyzed fitness landscapes, and described the random walk correlation function, then we deduced the equation to compute the correlation length
從圖論的角度對遺傳演算法適應值曲面進行了分析，描述了適應值曲面上的隨機遊走相關函數，詳細推導了相關長度計算公式。 -
Diffusion patterns ; time scales ; random walk simulation ; beijing area ; historical state
擴散模態時間尺度隨機遊走北京地區歷史背景 -
In this paper, optic gyro is viewed as the object of investigation and several aspects is investigated as follows. two important indexes - bias instability and scale factor were measured and investigated, including bias, its repetitiveness, temperature sensitivity, random walk coefficient and scale factor, its nonlinearity, asymmetry, repetitiveness. we make use of the allan variance method to separate the noise factors which affect the performance of the optic gyro, such as the angle random walk, bias instability, rate random walk, rate ramp, quantization noise, markov noise and sinusoidal noise
本文以光學陀螺為研究對象，開展了以下幾方面的研究工作：本文對光學陀螺性能的兩個重要指標?標度因數和零偏穩定性進行了較為詳細的研究，其中包括陀螺的零偏b _ 0 、零偏重復性b _ r 、零偏溫度靈敏度b _ t 、隨機遊走系數rwc和標度因數k 、標度因數的非線性k _ n 、標度因數不對稱性k _ h 、標度因數重復性k _ r等等。 -
Problem set 2 : continuum approximations of non - stationary random walks, random walk in a harmonic well, steps with fat tails, saddle - point asymptotics
問題2 ：非穩定型隨機漫步的連續極限，具調合井的隨機漫步，具備巨大尾部的漫步，鞍點近似解。 -
Problem set 3 : asymptotics of percentile order statistics, non - reversing random walk, self - trapping random walk, self - avoiding random walk
問題3 ：有序統計百分數的近似、非可逆隨機漫步、自已誘捕隨機漫步、自已避免隨機漫步。 -
Then expatiate the key role of rational expectations in the below theories : share prices " random walk " / ' efficiency markets ", " permanent income hypothesis " " life - cycle " of consumption, " super inflation theory ", " tax smoothing " and the design of economic stabilization policies
然後簡要闡述了理性預期在以下理論中扮演的關鍵角色：股票價格「隨機行走」 、 「有效市場理論」 ， 「超級通貨膨脹理論」 ， 「消費的永久收入」和「生命周期」理論， 「稅收平滑」理論，以及經濟穩定政策設計理論。 -
First, we examine whether the momentum strategies and contrarian strategies can create significant profits under different formulation horizons and holding horizons, whether past factors ( market return, characteristic of individual stock ) can provide an important implication about the profits of momentum and contrarian strategies. second, we discuss the reasons for the significant profits of momentum or contrarian strategies, including seasonality, cross - sectional risk factors, time - varying risk premium, industry momentum, and stock underreaction, overreaction, and random walk. third, we discuss the link of time series predictability of stock returns and momentum profits, including stock underreation, overreaction, delayed reaction, and time - varying risk premium
研究目的有四：其一，探討中國股市執行慣性策略或反向策略的顯著獲利模式及與各狀態因子（市場及個股狀態）的關系；其二，全面分析中國股市慣性與反向效應之潛在成因，包括截面風險因素、季節因素、時變的風險溢價、行業慣性效應以及行為金融模型與conradandkaul （ 1998 ）的隨機遊走觀點之爭論；其三，構建非效率市場之股票價格運動方程，並基於此，規范地演進慣性效應之時序生成途徑，包括反應不足、過度反應、滯后反應以及風險溢價的時變性；其四，探討中國股市中投資者的特殊信息反應模式，並以此來解讀中國股市的中短期過度反應與反應不足的現象，以及個股間的超前一滯后關系的表現模式及形成機理。 -
In this paper, by using monte carlo method with irregular grid random walk in time - space domain the problem of mass concrete transient temperature field was solved
摘要利用求偏微分方程的蒙特卡羅演算法，通過在時空域中不規則網格隨機游動來求解大體積混凝土不穩定溫度場。 -
This part mainly discusses the statistical distribution of the price and the returns rate, including random process and the returns rate model, gaussian process, measuring returns rate with discrete random process, white noise process, auto regression process, moving average process, auto regression moving average process, random walk, continuous random process, leptokurtic distribution, conditional mixed distribution, garch model and fractal distribution
在這一部分中，我們主要討論價格和收益率的統計分佈：隨機過程和收益率模型、高斯過程、收益率計量中的離散隨機過程、白噪聲過程、自回歸過程、移動平均過程、自回歸移動平均過程、隨機行走、連續隨機過程、尖峰分佈、條件混合分佈、 garch模型以及分形分佈。 -
But the most common noise is angle random walk, bias instability, rate random walk, rate ramp and quantization noise. in this paper, the random error model including the most common five noise as above
對常見的五種噪聲因素包括角度隨機遊走、零偏穩定性、速率隨機遊走、速率斜坡和量化噪聲建立了陀螺隨機誤差模型。
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