threshold margin 中文意思是什麼
threshold margin
解釋
門限余量-
The threshold differentiate two classes, that is concentration and trend, they contain nomorl and margin and abnormal separately
界限值分為濃度和趨勢兩類，分別包括正常、臨界和異常3個等級。 -
To make use of the maximum signal margin with the maximum scanning distance tolerance, the switching threshold should be set at the mid - way point between the background and mark signals
在使用具有最大掃描距離偏差的最大信號邊限時，轉換門限應該設置在背景與標識信號的正中間？ -
( 4 ) the proxy of the appropriate threshold using an expected shortfall can capture well the extreme price movements and can be an excellent risk measure instrument to set the prudent margin level. ( 5 ) controlling risks using a perspective of portfolio through applications of copula function should be included in the margin policy
在股指期貨保證金方面，簡單介紹了目前兩種主要的設置保證金水平的方法:第一種設置方法是將保證金作為外生變量「建立一個經濟模型來決定保證金水平」 ，例如， brennan （ 1986 ）提出一個
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