組合指數變數 的英文怎麼說
中文拼音 [zǔgězhǐshǔbiànshǔ]
組合指數變數
英文
combined index variables- 組 : Ⅰ名詞1 (由不多的人員組成的單位) group 2 (姓氏) a surname Ⅱ動詞(組織) organize; form Ⅲ量詞(...
- 合 : 合量詞(容量單位) ge, a unit of dry measure for grain (=1 decilitre)
- 指 : 指構詞成分。
- 數 : 數副詞(屢次) frequently; repeatedly
- 組合 : 1 (組織成為整體) make up; compose; constitute 2 (組織起來的整體) association; combination3 [...
- 指數 : 1. [經] (比數) index number; index 2. [數學] exponent
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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。On the one hand, the author discusses markowitz ' s mean - variance portfolio selection model, single - index portfolio selection model, and simplified model of optimal portfolio selection. at the same time, based on the rules of optimal portfolio selection and other risk - metric indices, the author also discusses mean - absolute deviation model, mean - semivariance model and mean - value at risk model. on the other hand, the author discusses the asset pricing model, including the capital asset pricing model ( capm ), the multi - factor asset pricing model, and the arbitrage pricing model ( apt )
一方面,作者討論了馬科維茲的均值-方差資產組合選擇模型、單指數資產組合選擇模型、最優資產組合選擇的簡化模型,同時根據最優資產組合選擇原則和其他風險度量指標,討論了均值-絕對離差、均值-半方差和均值-風險價值資產組合選擇模型;另一方面,作者討論了資產定價模型,包括多因素資產定價模型和套利定價模型,特別是在四種因素變量的基礎上,探討多因素資產定價模型。The empirical results show : it is weak to explain the portfolios " return for 6 risk - metric indices, however, the two factor variables, the natural logarithm of average circulated market equity and the average of short - term ( one year ) historical return, are able to expla
實證研究結果發現: 6種風險度量指標對股票組合收益率的解釋能力十分微弱,而平均流通市值的自然對數和平均短期( 1年)歷史收益率2個因素變量對股票組合收益率的解釋能力達到76 . 2 % 。In this article, firstly the background of the textile trade conflicts within sino - us or sino - euro are introduced, thus learn that how to discern and dodge the foreign trade risks, how to choose the appropriate investment projects have already become one of the most important questions for exporting companies on foreign trade affairs well - known as high investment and high risk. so the main text makes a risk analysis qualitatively and quantitatively on a textile - exporting trading company from three angles of statistic 、 game theory and portfolio theory, which is the main content that we studied. firstly, the statistic article adopts data of the transaction closing price of the textile clothing index in shenzhen stock exchange at the end of each quarter as well as several other kinds of data reflecting the macro - economic changes, performs an empirical analysis of these data according to the theory of co - integration test 、 granger cause test and impulse response function of time series in economitric, and learn that the impact to ti is more obvious by the economic index reflecting local commodity price level and economic prosperity degree home and abroad, as well as the impact degree and the time lag degree, and knows the macro - economic risks faced by textile business enterprises ; after that by the game theory angle we analyze exactly the managing risks faced by one textile export corporation named beauty. from the game expansion chart the system arrangement between censor ways by exportation goal countries and exporting strategies by the exporting enterprises has been analyzed. involving the benefit assignment between them both the limited rounds and infinite rounds negotiations of cooperation games have been studied, and then country responsibility and the enterprise managing risks on foreign trade affairs and so on have been analyzed exactly ; in order to realize the investment multiplication in the certain degree to disperse the risk, the
本文首先介紹了中美、中歐紡織品貿易爭端的來龍去脈,由此可知在涉外貿易這種以高投入、高風險著稱的行業里,如何甄別和規避外貿風險、如何選擇合適的投資項目已經成為外貿企業的首要問題。因此,正文分別從統計學、博弈論和投資組合三種角度對涉外紡織品貿易公司風險進行了定性和定量的分析,這也是本文的主要研究內容。首先,統計學篇選取了深圳證券交易所行業分類指數?紡織服裝指數( ti )每一季度末的交易收盤價和若干種反映宏觀經濟變化的指標,利用計量經濟學中時間序列的協整檢驗、 granger因果檢驗和脈沖反應函數等理論做實證分析,從而得知反映國內物價水平和國內外經濟景氣程度的經濟指標對紡織板塊上市值的沖擊比較明顯,且可知沖擊程度和時滯度,進而分析出涉外紡織企業所面臨的宏觀經濟風險;接著,從博弈論的角度具體分析一家紡織品出口公司( beauty )的外貿活動所面臨的各種經營風險,該篇從博弈擴展圖入手,分析了出口目的國審查方式與本企業出口策略之間的制度安排;並圍繞雙方的利益分配,研究了有限回合和無限回合合作談判博弈,然後具體論述了國家責任和企業涉外經營風險等問題;在一定程度上為了實現投資多元化來分散風險的目的,投資組合篇從經典的markowitz模型著手,在一些特定條件的限制下,給出了一個相應的投資組合模型。This variant also specifies standard structures such as arrays and tables for improved compound object management
這種變體還指定了數組和表等標準結構以改進復合對象的管理。This article is divided into four parts : part one emphasizes the common theory that corporate governance structure figures out the agent problems caused by the separation of ownership and control power, and sets forth correlative research done by domestic and foreign scholars from the relationship between centralization degree of ownership and performance, the relationship between incentive of senior managers and performance, and the relationship between board and performance. and puts forward some deficiencies in domestic research, for example, the select of performance is bald ; most research methods are cross section analysis, there is little research basing on both time serial and cross section datum ; and there is little research have the inside and outside corporate governance factors in the selection of corporate governance structure indexes
描述性分析介紹了我國上市公司治理結構的現狀;通過公司治理變量的線性組合,採用主元分析法來構造反映公司治理水平的指標z ,並由此z指標回歸經營績效指標得出公司經營績效與公司治理的整體效果有相同方向變化的結論;變量之間的相關關系揭示了這些變量之間關系的合理信息;面板數據結果顯示:第一大股東持股比例、國有控股虛擬變量與經營績效負相關;第二至第十大股東股權集中度、董事會持股比例和總經理持股比例與經營績效正相關。According to the guidline, two nd : yag lasers have been designed and set up, one is end - pumped by lower output power ld using a selfoc micro lens, and the other is end - pumped by high output power ld using a pair of lenses are designed, and the characteristics such as output power and power stabilization of both solid - state lasers are investigated. thirdly, when an empty liquid crystal cell is inserted in the cavity of the nd : yag laser pumped by high power ld, the laser can operates in single axial mode. finally, according to the relationship between the laser output power and the longnitudinal a ld - end - pumped nd : yag laser sensor for displacement measurement has been investigated theoretically and demonstrated experimently, the results indicate that when the mean radius of pumping inside the laser cavity is far less than that of the oscilating laser mode, the exponential of the output power is a gauss function of the longitudinal positon of focused spot of ld pumping beam, both the measurement range and the sensitivity are dependent on the incident pumping power, as the incident pumping power is increased, the measurement range is enlarged and the sensitivity is improve d
本文首先介紹了ld泵浦nd : yag激光器的發展狀況、主要特性及其應用,從四能級速率方程出發,推導了ld泵浦nd : yag激光器的閾值、輸出功率和斜效率的表達式,並簡述了激光器的工作原理、結構型式和倍頻方法;其次,以空間相關的速率方程為基礎,提出了ld端面泵浦nd : yag激光器的設計方法,給出了一定泵浦耦合方式下,振蕩光模尺寸、最佳輸出耦合率、泵浦光模尺寸、泵浦光焦斑位置等參數的選取依據,以此為依據,設計了自聚焦透鏡耦合小功率ld泵浦nd : yag激光器和透鏡組耦合高功率ld泵浦nd : yag激光器,對激光器的輸出功率和功率穩定性等特性進行了實驗研究;再次,在帶尾纖輸出的高功率ld泵浦nd : yag激光腔內插入一隻空液晶盒,觀察到了激光器以單縱模運轉;最後,根據泵浦光焦斑端面位置對激光輸出功率的影響規律,提出了ld端面泵浦nd : yag激光位移傳感新方法,並進行了理論和實驗研究,研究結果表明:當激光晶體內泵浦光平均光斑半徑遠小於振西安理工大學碩士學位論文蕩光束腰半徑時,激光輸出功率的自然指數與泵浦光焦斑的縱向位置成高斯變化規律,測量范圍和靈敏度依賴于泵浦功率,隨著泵浦功率的增加,測量范圍擴大,靈敏度提高,當端面泵浦功率為7 . 24w (最大輸出功率為1 . 926w )時,激光位移傳感器的測量范圍和靈敏度分別是13 . 045mm和0 . 148mw / pm 。Two indexes was calculated to estimate the best bands union for color combination, one is optimum index factor ( oif, the sum of standard deviation divided by the sum of correlation coefficient. ), the other is the determinant of the co - variance matrix. it can be seen from the result that for color combination the original optimal bands were tm 4, 3, 7 and tm 4, 3, 5, the best mixed images were mnf1, br and ndvi
以協方差矩陣行列式值和最佳指數值(組合波段標準差之和除以相關系數之和)為評價標準,得出對于tm原始波段而言,最佳的彩色合成組合是tm4 、 3 、 7和tm4 、 3 、 5 ;綜合幾種變換圖像的彩色合成的最佳組合是mnf1 、 br 、 ndvi 。The model of variability of submergence depth is established based on the law of volume balance, and the changing trends of parameters like submergence depth etc are analyzed. according to the principle of supply and discharge balance, the method to predict oil yield is presented. subject to different objective functions, the corresponding optimum combinations of suction parameters are analyzed, and the importance of choosing objective function to optimum combination of suction parameters is emphasized
本文研究了油井流入動態關系,根據井筒內液量平衡原理,建立了沉沒度變化的數學模型,分析了沉沒度等參數變化規律;根據油井供、排平衡原則,得出了抽油泵排量系數相對穩定狀態下產量預測的關系;分析了不同目標函數下,油井抽汲參數的組合效果,指出了目標函數選取對參數合理組合的重要性。In views of hebei province ' s existing situation of rural economy, and with reference to the civil and abroad achievements in scientific research on the field, this thesis choose two sample groups - 11 cities and 138 counties of hebei province in light of division into districts and analyses the rural economy difference of hebei by using total and mean index, the social product gross of rural, rural labor productivity, the mean net income of rural, and methods of variation coefficient, comprehensive index and so on.
針對河北省農村經濟發展的現狀,本文借鑒國內外區域經濟差異的有關研究成果,以現行行政區域為基礎,通過截取河北省11個地市和138個縣(市)兩組不同的樣本,選取總量指標農村社會總產值,人均指標農村人均社會總產值、農村勞動生產率、農民人均純收入,運用變異系數、綜合指數等方法對河北省農村經濟的差異進行分析。Based on geometry alignment data and speed difference, by stat. formula are established about the relation between downgrade, curve radius and deflection and speed change. then method to establish speed characteristic curve is present
依據樣本路段的幾何線形數據和速度變化特徵,利用統計手段得出了縱坡坡度、平曲線半徑和偏角等線形指標與速度變化之間的關系公式,根據這些公式,給出了一定線形組合求解速度特徵曲線的方法。In the light of field features in desertification areas, the data quality and band combination of different bands are assessed, the indicators, principles and methods for data assessment and band option are put forward to, and optional band combination for desertification monitoring is determined primarily. the data pre - treatment model for desertification monitoring is developed after studying the pre - treatment algorithm of restoration and rebuilding of hyperspectral resolution data. the spectral features and variation rules of different objects in experimental areas are understood and analyzed
針對荒漠化地區的地物特徵,對高光譜數據不同波段的數據質量、波段組合進行定性和定量的評價,提出用於數據評價、波段選擇的指標、原則和方法;初步確定一個適用於荒漠化監測的優化波段組合,建立適合於荒漠化監測的數據預處理模式;初步分析、掌握研究區內各類地物的光譜特性及變異規律;針對荒漠化地區特點對多種分類方法進行探討分析;建立荒漠化監測主要評價因子的定量反演模型。The sensitivity analysis of design parameter of subgrade and pavement are used to confirmed the degree of impact on working state with change of the design parameter, it is the rational and economy that the range of design parameter are proposed. structure combination design is used to proposed basic structure of qinhuangdao ' s asphalt pavement in view of local natural environment, build material, traffic classification and soil grades. this paper puts forwards suiting 39 kinds of typical structure of qinhuangdao ' s asphalt pavement according to the actual structure, experimental section long - term observation, extensive surveys, structure theory ' s analysis and calculation
在公路等級、交通量等級、土基等級及路面材料參數研究的基礎上進行路基路面設計參數敏感性分析,用以確定設計參數的變化對路基路面工作狀態的影響程度,並據此給出了經濟合理的路基路面設計參數范圍;結合本地自然環境、築路材料、交通狀況及土質情況進行路面結構組合設計,提出了適宜於秦皇島地區公路瀝青路面的基本結構;最後根據實際路面結構、試驗路的長期觀測、大量調查與路面結構理論分析計算相結合,提出並推薦適合秦皇島地區的39種瀝青路面典型結構,這是本課題的主要宗旨,其研究成果將直接指導設計人員的工作,並避免隨意性和盲目性,對加快秦皇島地區公路交通事業的發展將具有十分重要的意義,對其他地區也有一定的指導意義。Discusses the characteristic values on individual stock risk with the standard deviation, variance ( 2 ), standard deviation coefficient ( cv ) and coefficient measurement, construct the individual on stock ' s statistics index system on investment risk. 2. discuss the characteristic of standard deviation, variance, variance - covariance matrix to measure the investment risk of stock portfolio
第二章「證券投資風險的度量」分為三個小節: 1 、討論單個證券風險用標準差( ) 、方差( ~ 2 ) 、變差系數( cv )以及系數度量,構造了單個證券的投資風險統計指標體系; 2 、討論了用標準差和方差、方差?協方差矩陣、方差?協方差矩陣的特徵值來度量組合證券的投資風險; 3 、計算了衡量證券組合系統性風險的系數值,並分析了系數的含義和預測能力的可靠性。In this paper a new method based on sa4828 is proposed and realize through dsp, in order to solve the shortcoming which use more hardware resouces, and the problem in precision and stabilization, which is produced spwm using hardware or software simplie, the experiment shows that this method not only use littler hardware resources but also improve the precision and the stabilization. the tradition pid control can not adapt the change of parameter over the control object, and it can not solve the conflict between dynamic index and the static index. this paper introduced the principle of real time operation systerm uc / os - ii firstly. then analyzed the works in porting to dsp, and give the method to resolve the problems to porting it
此外,這些調節規律本身不能很好的解決系統的動態與穩態指標間的矛盾,也就是說採用傳統的pid難以組成諸如機器人那樣需要完成快速跟蹤、高精度力矩綜合控制的伺服系統。為了解決控制對象參數變化時傳統pid適應性差的問題,本設計採用變論域的模糊pid ,提高了精度、改善了其調節性能。本文主要作了如下的工作,並取得了成就:利用集成晶元ad2s80來求取空間角度,提高了精度,簡化了控制的復雜性。Part two : organizing strategy of cooperative learning in implementation of new mathematical curriculum this part analyzes the problem in the process of implementing of cooperative learning in new mathematical curriculum by observing in classroom and studying case. six problems is : ( 1 ) the group activity stay on the formal, and lack the material cooperation ( 2 ) individual duty diffuse, " take a ride " phenomenon have the occurrence ; ( 3 ) student social intercourse technical lack. ( 4 ) no change in teacher ' s role, lacking guidance to student ; ? ividing group difficultly for big class formation, fulling of too much noisy in classroom ; ? valuation system is not well, group cooperation exist in name only, provides six suggestions for these problems : ( 1 ) dividing group scientificly and vividly ; ( 2 ) leading student active cooperative learning ; ( 3 ) increasing the individual duty ; ( 4 ) cultivating students " cooperative method and social intercours technical ; ( 5 ) enhancing management in classroom ; ( 6 ) handling a few relations rightly ; finally, puts forward the principle and program of orgnizing cooperative learning in new mathematical curriculum
二、新數學課程實施中合作學習的組織策略本部分在對實驗區數學課堂觀察和個案研究的基礎上,分析得出了新數學課程實施中合作學習存在的6個問題:小組活動留于形式,缺乏實質性合作;個體責任擴散, 「搭車」現象時有發生;學生社交技能欠缺,合作效率低下;教師對自己角色轉變認識不清,指導作用沒有跟上;大班額分組困難,課堂過于喧嘩混亂;評價體系沒有跟上,小組合作名存實亡。針對這些問題,對新數學課程實施中開展合作學習提出了6方面建議:科學靈活地分組;引導學生主動合作學習;提高個體責任:重視對學生合作方法、社交技能的培養;加強合作學習中課堂管理;正確處理幾對關系。最後提出了新數學課程實施中合作學習的組織的原則和組織序列。3. based on the dynamic response of all damage cases, it discusses the indexes including frequencies, modal curvatures and their compounded index used in rbf networks. it is found that the method can identify the location and severity of the damage accurately and effectively and the compounded index is better than others
3 .根據簡支工字鋼梁各損傷工況下的動力特性,分別研究了將頻率變化率、模態曲率變化及其組合參數作為徑向基網路的輸入指標時進行結構損傷識別的效果,發現基於徑向基網路的梁式結構損傷識別方法能夠正確識別損傷,且組合參數作為輸入指標時的識別效果更好。Nowadays the research on the performances of security investment funds in china is mainly concerned with two aspects. the one is the feasibility of the theoretical model of performances and the simple computation by means of indicator formulation, which can be used to compute certain performance indicators, such as average profit rate per week, p coefficient, johnson coefficient, sharp ratio, var, average profit rate per week / var and etc. the other one is the research on the degree to which funds holdings are concentrated and research on the tendency of industry selection in the portfolios of funds managers. every part of market is trying to connect the portfolios selection of funds managers with the mar ket focuses and development directions, hoping that it can lead to the conversion and maturity of the ideas of market investment
目前,對于中國證券投資基金績效的研究與評估,基本上圍繞著兩個方面,即績效理論模型的可應用性探討或簡單的指標公式套算,計算某些績效指標,如平均周收益率,貝塔系數,詹森系數,特雷諾系數,夏普系數, var和平均周收益率var等幾項指標;和對基金持股集中度的研究,以及由此引伸的對基金經理的投資組合中的行業選擇傾向的研究,市場各方一直在試圖將基金經理的投資組合選擇與市場熱點和發展方向連接起來,並希望籍此引導市場投資理念的轉變與成熟。System design means that the professional technologists conduct structure design on products of some kind according to their professional knowledge. the parameter design aims that the steady design scheme which is not disturbed by inside and outside factors could be found by studying general fluctuation produced by inside and outside interference, when controllable factors disturbing quality speciality of products change greatly, acceptance to lerance design is to make sure the calculation method of acceptance tolerance after confirming the central value of each parameter
系統設計是指對某種性能的產品,專業技術人員利用專業知識進行的結構設計,參數設計的目的在於,當影響產品質量特性的可控因素大幅度,變化研究內、外干擾的綜合波動究竟有多大變化,從而找出盡可能不受內外干擾影響、穩定性好的設計方案(參數組合) ;容差設計的目的是在確定了各參數的中心值后,進一步確定容差的計算方法。The results show that the three parameters, i. e. the maximum allowable flow rate of the drain tank, the drain tank pres - sure, and the pressure of the water separator, are supporting and restraining each other, and the variations of the pressure and flow rate are reasonable
模擬結果表明:疏水箱的最大允許流量、疏水箱壓力以及汽水分離器的壓力三參數是相輔相成,相互制約的;壓力和流量等參數變化趨勢合理,模擬結果對外高橋電廠機組啟停有一定的指導意義。分享友人