因子模型 的英文怎麼說

中文拼音 [yīnzimóxíng]
因子模型 英文
factor model
  • 因 : Ⅰ動詞[書面語] （沿襲） follow; carry on Ⅱ介詞1 [書面語] （憑借; 根據） on the basis of; in accord...
  • 子 : 子Ⅰ名詞1 （兒子） son 2 （人的通稱） person 3 （古代特指有學問的男人） ancient title of respect f...
  • 模 : 模名詞1. （模子） mould; pattern; matrix 2. （姓氏） a surname
  • 模型 : 1 （仿製實物） model; pattern 2 （制砂型的工具） mould; pattern3 （模子） model set; mould patter...
  1. So we consider five financial indexes includes stock b / p, e / p, current stock size, current stock stru and financial levge by the international tradition, then descriptive statistical test method and cross section statistical test method proved that b / p and current stock size have marked effect on the securities yield besides coefficient b. in the third chapter, the article fut forward a risk factor model, estimates yield sequences of every risk factor by weight regression, and then estimates each risk factor coefficient of different stock by time sequence regression, at last we can reckon the portfolio risk o2p and yield rp which consists n stocks

    結合國際慣例，文章考慮了股票的凈值市價比（ b p ） ，市盈率倒數（ e p ） ，流通規模（ size ） ，流通比例（ stru ）和財務杠桿（ levge ）等五個財務指標，應用描述性統計檢驗和橫截面統計檢驗等多種方法，結果表明，除系數以外，凈值市價比（ b p ）和流通規模（ size ）對證券收益率部有重要的影響。在論文的第三章，提出了一個基於多因素的風險因子模型，並用加權回歸和時間序列回歸等方法估計出了不同證券的各風險因子系數（類似於單指數模型中的系數） ，據此，即可衡量出一個包括n只股票的組合的風險_ p ~ 2和收益率r _ p 。
  2. 3 gray factor analysis ? common factor model let random vector be written as common factors, they are unobservable random variables. s1, s2, . . sp are said to be specific factors. from ( i x ( ii ), the common factors are independent with each other, st only act on yi, the aij of matrix is called loading of factor, a = ( aij ) is called the loading matrix of factors ; because cov

    二l一一一一一一一一一一一一一一一一一一一一一一一一一一一一一卜一一一一一一一一一一一一一一卜一一一一一一一一一一一一一一一一一一一一一一一一一一j刁日d乞口6刁a司701刁刁70刁19 o0 1 8031 01刁90320000刊20000z20m01圖123灰色因子分析今公因子模型假定隨機變量p二（ ，鄉… ， p倆足ypxl a l屍」 qq 。
  3. Applications of factorial analysis model in analyzing male role expectations among middle school students

    中學生男性性別角色期望的因子模型與應用
  4. The evaluation models of war industry institutes " financial affairs based on the theoretical analysis of factorial analysis are presented creationarily

    然後在對因子分析法進行理論探討的基礎上，提出並建立了軍工科研單位財務狀況綜合評價的因子模型。
  5. ( 2 ) for cross - sectional risk factors, both capm and fama & french three - factor model cannot account for profitability of medium and short term momentum strategies, but for long - term strategies, may explain a little

    （ 2 ）截面風險補償方面： capm與fama - french三因子模型皆無法完全解釋中短期慣性策略之利潤表現，而對較長期的策略獲利的解釋力有所增強。
  6. On the other hand, the research of " forests and water " is from the aspects of the eco - hydrological models of forest ecosystem from, the viewpoint of forest ecosystem and combining with the research on forest structure, function, productivity, energy and material circulation, to explore the laws and internal relation of various forest hydrological phenomenon is the basic topic of research

    另一方面在祁連山水源林生態系統長期定位研究的基礎上，以祁連山青海雲杉為代表運用森林生態學、森林水文學、生態經濟學、生態水文學等學科理論，通過建立單一因子的水文環境因子模型研究森林水文效應；從生態系統觀點出發，結合森林的結構和功能以及生產力和系統能量及物質循環的研究，揭示各種森林水文現象發生和發展的規律及其內在聯系。
  7. In chapter five, the author adopt new risk indices to construct multi - factor models to explain the anomalous return produced by vcis

    在第五章，作者引入了新的風險因子，利用多因子模型來解釋價值投資策略的超額利潤。
  8. The paper includes four sections followed here : the first section studies the modeling of signals of pulse doppler radar seeker, and establishes a radar signal simulation model, including radar emitting signal model, receiving signal model, receiving echo signal model, clutter model, noise model, sum channel directional pattern of antenna model, difference channel directional pattern of antenna model, sheltering model, rcs model, glint noise model, etc. the second section studies signal processing of pulse doppler radar seeker, and establishes radar signal processing mathematical model and data processing mathematical model for simulation, including windowing, doppler filtering, envelope demodulation, pdi, cfar, centering, velocity tracking, angle tracking, a - b filtering, etc. the third section studies the modeling of modified proportion guiding, and establishes guiding model, then dynamic simulation results is provided

    論文的主要工作包括四部分：第一部分研究了脈沖多普勒雷達導引頭的信號建模問題，建立了雷達信號模型，主要包括：發射信號模型、接收信號模型、目標回波信號模型、雜波模型、噪聲模型、和差通道天線方向圖模型、遮擋因子模型、接收機噪聲模型、目標雷達截面積統計性模型、目標角閃爍模型等。第二部分研究了脈沖多普勒雷達導引頭的信號處理模式，建立了信號和數據處理模型，主要包括：加窗和多普勒濾波、包絡檢波、檢波后積累、頻域cfar處理、速度定心、速度跟蹤、角跟蹤、 ?濾波等，然後給出了信號處理流程。
  9. Following, making development study from the three directions : the first one is how to reduce calculation when to use markowitz model. this text has improved the efficient frontier of markowitz model utilizing free risk assets, and reduced calculation about revenue rates " co - variance matrix utilizing single or multiple factors, and so on. the second one is to add thinking factors about, such as transaction fee, fund limitation, lowest transaction unit ' s limitation, risk measures and exchange rate risk of international portfolio securities, so as to make markowitz model closer to our country ' s practice

    接著，分三今方向對markowitz模型進行了拓展研究：第一個方向是運用markowitz模型時如何減少計算量，本文利用無風險資產來改進markowitz模型的有效邊界，利用單因子或多因子模型來減少收益率協方差的計算量等等；第二個方向是增加考慮因素，諸如交易費用、資金限制、最小交易單位限制，風險測度和國際組合證券的匯率風險，使markowitz模型更貼近我國的實際；第三個方向是對markowitz模型進行動態拓展研究，提出了將證券收益率看成是隨機序列時的投資決策模型，深入研究了m ? v有效邊界隨資產品種數增加而發生的漂移，並用解析方法和幾何圖形描述了漂移的軌跡和方向。
  10. Thus clean factor has good adaptability to boiler load, coal quality, excess air coefficient, working medium flow, and boiler efficiency etc. the calculated result gained by inputting the data of history database of the object boiler validates the correctness and adaptability to boiler load of clean factor model

    基於穩態傳熱的清潔因子灰污監測模型，對鍋爐負荷、燃煤品質、過量空氣系數、各類工質流量、燃煤量和鍋爐熱效率等的波動變化有很好的適應性。以北侖電廠1 #爐歷史庫中數據為輸入數據，驗證了清潔因子模型的正確性和對穩定負荷的適應性。
  11. In general, three developing phases of models of lake eutrophication have been arisen : ( 1 ) single limited factor models, such as the phosphorus model. ( 2 ) models of multiple limited factors, such as models for predicting the primary production of phytoplankton. ( 3 ) eco - dynamic models, which are the main developing trend of lake models at present and for the future

    總的來說，湖泊富營養化模型大概經歷了以下三個發展階段： （ 1 ）單限制因子模型，如磷模型； （ 2 ）多限制因子模型，如浮游植物初級生產力估測模型； （ 3 ）生態動力學模型，它是目前也是以後發展的主流。
  12. Therefore, according to the two contributory factors, the model for determining the pricing profit margin was given. secondly, underwriting profit margin and investment rate of return were expounded in detail

    本文首先對定價利潤因子進行了分析，指出承保利潤率和投資收益率都會影響定價利潤因子，因此，本文根據這兩個隨機影響因素給出了定價利潤因子模型。
  13. It is hopeful that the model can determine a reasonable profit margin. and then, this paper tested for effects on the pricing profit margin from underwriting profit margin and investment rate of return. firstly, the profit margin was introduced in the article, and it pointed out that underwriting profit margin and investment rate of return would have effects on the pricing profit margin

    本文嘗試在定價利潤因子模型中加入了具有隨機影響效果的承保利潤率和投資收益率這兩個影響因素，希望通過這個模型來確定定價利潤因子，並通過敏感性分析來測試承保利潤率和投資收益率對定價利潤因子的影響程度。
  14. In this paper, the basic principles of pso are introduced. the research progress on pso algorithm is summarized such as parameter selection and design, population topology, hybrid pso algorithm etc. linearly decreasing inertia weight ( ldw ) and constriction factor model ( cfm ) are two standard pso algorithms

    本文從pso演算法的基本原理、參數選取、拓撲結構、混合演算法及應用等方面做了較為系統的論述，重點討論了pso的兩種標準演算法:慣性權重線性下降演算法（ ldw ）和收縮因子模型（ cfm ） 。
  15. Secondly, revise factor coefficient with probability distribution, which given by experienced experts. thirdly, use bayes statistic deducing method to bind together the income rate of prior distribution and sample in formation, which makes forecast stocks in shenzhen stock market as samples. work out the series of weakly income rate

    （ 2 ）對多元回歸的因子模型的各因子權重重做修正，將一些對金融市場有較透徹了解和豐富經驗的專家提供的信息引入，作出因子系數的概率分佈（並非隨意的主觀臆造） ，對模型的結果加以修正，以便提高模型的準確度。
  16. Chapter2 : traditional time series models and multivariate fuzzy time series models. the chapter introduces the vector arma model, transfer arima model, seasonal arima, and arima model of traditional time series models, and two - factors models, heuristic models, and markov models of multivariate fuzzy time series models. i devise the process of the model construction, and propose the findings

    本章介紹傳統時間數列模型（向量arma模型、 arima轉移函數模型、季節性arima模型以及arima模型）與多變量模糊時間數列三種模型?二因子模型（ two - factormodels ） 、引導式模型（ heuristicmodels ） 、馬可夫模型（ markovmodels ） ，模型建構步驟與流程，及傳統時間數列模型轉換為多變量模糊時間數列模型過程，並分別針對多變量模糊時間數列三種模型提出本研究不同於先前研究之處。
  17. This thesis explored the application of the forecasting methods of arima time series and multivariate fuzzy time series : two - factors models, proposed by chen and hwang ( 2000 ), heuristic models, proposed by huamg ( 2001 ), and markov models, proposed by wu et. al. ( 2003 ). this thesis employed five to sixteen intervals to instead of the method proposed by huarng ( 2001 )

    本文的研究重點在探究近期理論界提出的三種多變量模糊時間數列模型? ? chen和hwang （ 2000 ）所提出的二因子模型、 huarng （ 2001 ）所提出的引導式模型、 wu等（ 2003 ）所提的馬可夫模型，分別針對各模型的建構步驟、適用場合，及上述文獻未達到的部份，再做深入研究，並比較其結果。
  18. Change classification of topographic data based on four - factor model

    基於4因子模型的地形數據變化分類
  19. This study proposed a moderating model consisting of four constructs : a causal relationship between country of origin and product judgments with consumers ' openness and product knowledge served as moderators

    摘要:本研究提出一個四構面的調節因子模型：在產地國與產品判斷間的因果關系中，由消費者開放程度與產品知識做為兩個調節因子。
  20. The candidates of security analyst must past a series of strict exams, then they had been chartered to deal with invest conducts. of course they need to be enforced compliance with the code of ethics and standards of professional conduct

    並且用資本資產定價模型度量投資組合的風險，再採用ff三因子模型來檢驗推薦與提醒警惕股票的小公司效應和賬面市值比效應。
分享友人
分享到 Line

分享到臉書