風險數據應用 的英文怎麼說
中文拼音 [fēngxiǎnshǔjùyīngyòng]
風險數據應用
英文
risk data applications- 風 : Ⅰ名詞1 (空氣流動) wind 2 (風氣; 風俗) practice; atmosphere; custom 3 (景象) scene; view 4 ...
- 險 : Ⅰ名詞1 (險惡不容易通過的地方) a place difficult of access; narrow pass; defile 2 (危險) dange...
- 數 : 數副詞(屢次) frequently; repeatedly
- 據 : 據Ⅰ動詞1 (占據) occupy; seize 2 (憑借; 依靠) rely on; depend on Ⅱ介詞(按照; 依據) according...
- 應 : 應動詞1 (回答) answer; respond to; echo 2 (滿足要求) comply with; grant 3 (順應; 適應) suit...
- 用 : Ⅰ動詞1 (使用) use; employ; apply 2 (多用於否定: 需要) need 3 (敬辭: 吃; 喝) eat; drink Ⅱ名...
- 風險 : risk; hazard; danger
- 數據 : data; record; information
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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 。The paper indicates that, on the premise of the reform of property rights, the choice of modes of establishing a healthy credit system in china should follow the way of marketing. therefore a lot of work remains to be done such as opening credit inquiry data, founding the data base, establishing a scientific credit rating system, forming a credit punitive mechanism, etc. the bank should also play its role in the establishment by perfecting the existing credit management system, forming an effective credit risk precaution mechanism, and carrying out the work of interior credit rating
關於我國信用制度的具體建設,研究表明:在產權改革的前提下,我國信用制度建設的模式選擇應走市場化的道路,必須做好開放徵信數據、建立數據庫、制定科學的評級指標體系、建立失信懲罰機制等多方面工作,並且要完善銀行現有的信貸管理體制,建立有效的銀行信用風險防範機制,開展銀行內部資信評級工作,發揮銀行的作用。Both as the important applicative techniques of data warehouse, olap and data mining have notable differences. olap offers user a view of all angles in order to study the data deeply ; however, data mining analyzes the collecting data automatically, makes the including ratiocination and then helps the decision maker to adjust the strategy and to reduce the risk and gain the correct decision
Olap和數據挖掘技術作為數據倉庫的兩項重要應用技術有所不同: olap技術可以為用戶提供多角度、快速、直觀的視圖,以便深入觀察數據;而數據挖掘技術高度自動化地分析企業收集的數據,做出歸納性的推理,從而幫助決策者調整策略,減少風險,做出正確的決策。In the study on the method of risk decision in project bidding based on considering emulant, according to the contents and the characteristics of risk decision in the stage of bidding, based on considering the pure risks and the speculative risks, and setting out from monomial risk, internal number and internal probability were used in describing each risk element. then, the optimization of strategies for monomial risks was done. and the computation was used to sew up the scheme, the progress, the cost and the overall risk compensation
在工程項目投標階段的風險決策方法研究中,根據投標階段風險決策的內容和特點,在考慮純風險和投機風險的基礎上,從單項風險入手,運用區間數和區間概率的性質,先描述各個風險要素,然後進行單項風險對策間的對比擇優,並將其結果對應于方案、進度、成本費用及投標報價總風險補償費的確定,最終實現承包商的風險成本最小化。After analyzing the character of risk, i introduce data mining method into risk management, to solve the contradiction between great capacity of data and lack of information, the methods include mathematics statistics and artificial neural network ( ann ). then, i study on the methods of risk management in risk identification, risk evaluation and risk disposal, what is advanced, fault tree analysis method based on fuzzy probability, stochastic simulation method and the topsis method based on interval number all consider the characteristic of risk. finally, i discussed the application of information system ( mis ) in project risk management, and developed a risk management information system
論文在深入分析了風險特徵之後,將數據挖掘技術引入風險管理,用以解決海量數據與貧乏信息之間的矛盾,所採用的技術有數理統計和人工神經網路( ann )兩種方法;接著,論文對風險識別、風險評價、風險處理中的風險管理方法進行了研究,所提出的基於模糊概率的故障樹技術、隨機模擬技術和基於區間數的topsis方法都體現了風險管理的特點;最後,論文對信息系統( mis )在工程項目風險管理中的應用進行了探討,開發出一個風險管理信息系統。The paper point out that the most important risk is the redeem risk in the management of the open - ended fund, so the fund manager can reply on the management of redeem risk to the liquidity risk. according to the specialty management in the liquidity risk of the open - ended fund, there are three aspects : the first is that the fund holder structure problem ; the second is the restriction of the fund investment object and the problem assets assignment
然後利用我國開放式基金的數據,通過granger因果關系檢驗得出了股票指數對開放式基金贖回風險有顯著影響的結論;由此構建出開放式基金的贖回資金量函數和流入資金量函數,並且得出相應的留存現金的決策模型和應對贖回風險的策略,並指出基金經理可以通過資產和負債兩個角度來對開放式基金進行流動性風險的管理。Analysis the cause of china ’ s commercial bank ’ s operational risk. taking examples for shanghai pudong development bank and shenzhen development bank, it demonstrates operational risk measurement of our banking using income model of bottom - up. using the two bank ’ s annual data and other economic index approved that to apply operational risk measurement to our banking is feasibility
以「浦東發展銀行」和「深圳發展銀行」為例,選用「自上而下」的收入模型法,利用兩家上市商業銀行的年報數據和其它一些經濟指標進行了操作風險度量的實證分析,證實了操作風險度量方法應用於我國的可行性。On the basis of other researches this paper qualitatively expounds the risk and opportunity of china telecom equipments industry with a lot of detailed data and facts. and we use the risk - return model of the modern finance theory to quantitatively evaluate the risk of this industry and compare it with the american telecom equipment industry
筆者結合相關歷史文獻,以大量的數據和事實定性地分析了我國通信製造業的風險和機遇;運用現代金融理論提出的風險收益模型對行業風險進行了定量的測算,並與美國通信設備行業的相應指標進行了對比。In this paper, monte carlo ( mc ) method is used in the research of distributing of construction duration and computation of time parameter of pert network. according to probability viewpoint, critical line and key degree of activity in the network are also defined. aiming at the limitation of application of the mc in large scale the network, the simplified computational method for the network is presented with quantum probability theory and composite method of path in network
本文用mc ( montecarlo )方法研究了施工工期的分佈規律和pert ( programevaluationandreviewtechnique )網路的時間參數的計算;用概率論的觀點定義了pert網路主導線路和關鍵度;針對大型施工進度網路mc方法應用的局限性,採用線路合成方法,引進當量概率概念,提出了pert網路的簡化計算方法;根據工程搭接施工網路的特點,將其轉化為廣義pert網路,探討了其施工進度風險的計算。Result shows, the uncertainty of parameter leads to negative ( positive ) investment horizon effects when investor ' s risk aversion is more ( less ) than that of logarithmic utility ; the effects of parametric uncertainty will weaken when investor uses more past data in his estimation, or when his risk aversion increases ; the effect of the first order moment ' s uncertainty is stronger than that of the second order moment ' s uncertainty
研究表明,當投資者的風險規避程度大於(小於)對數效用時,參數不確定性將導致負(正)的投資期效應;當投資者在估計過程中運用較多的歷史數據、或者風險規避程度增加時,參數不確定性的影響將減弱;收益一階矩的不確定性影響較其二階矩強。Secondly in enterprise valuation cost method should proceed with book value of the financial statement, regard market value as adjusting orientation and reduce application range of cost method. when income method is adopted, four principles should be paid attention to : a : stage - by - stage income model should be used which is made by early stage income current value added by later stage income increase. b : net profit and net cash flow should be the majority of income volume
其次為:企業價值評估採用成本法應從財務報表的賬面價值入手、以市場價值為調整目標、減少成本法的應用范圍;採用收益法應以前期收益現值加後期收益額遞增的分階段收益模型,收益額以凈利潤、現金凈流量為主,收益預測以企業未來發展潛力分析為前提的銷售收入預測為主導,折現率堅持不低於無風險報酬率等四項原則,系數以回歸方程的測算為主;市場法中參照物企業選取應以同行業企業為基準、擴大數據來源,注重評估比率可靠性驗證、利用多種比率的配合等。Professor sir clive granger is a pioneer in the field of time series analysis and econometrics. he received the 2003 nobel prize in economics for his contributions to methods of analyzing long run relationships in economic time series, a discovery which was a major breakthrough. his models have become indispensable tools for macro - economic forecasts, evaluation of risks and analysis of the financial markets
格蘭傑教授是計量經濟學及時間序列分析的大師,他以研究經濟數據之間的長遠關系即:協整cointegration模型獲2003年諾貝爾經濟獎,為經濟學上一重大突破,他發明的分析模型被廣泛應用於宏觀經濟預測分析風險評估及金融市場的分析。Data encryption is of little use unless you apply it to specifically mitigate a risk or to address a legal requirement
數據加密用處不大,除非你把它應用於特定減輕風險或定位法律要件。Generally speaking, this paper studies the theoretical framework of accumulative cost effect of china ’ s capital market with modern statistical and econometric methods in terms of rational expectation theory and any other related theories. upon this framework, this paper makes use of real data of china ’ s securities market to analyze the problems of financial risk ; bubble economy and stock market cycles that are caused by accumulative cost effect
具體說就是,利用現代統計方法、理性預期理論、計量經濟方法以及相關的理論與方法對我國資本市場中的累積成本效應進行充分的理論探討,在此基礎上利用我國證券市場的實際數據,重點對由累積成本效應所引致的金融風險、泡沫經濟、股市周期等問題進行實證分析。Among these, the first part makes use of the second - hand information to carry out the research for the market demanding and the history prices of the end project products. the experience is relied on determine the price needed in the analysis of long - term investment decisions ; the second part analysizes the project investment decision by the way of using some long - term investment decision theories such as recovery period method, npu, net present index method and remuneration included methods, etc. meantime, it makes the risk analysis for the project and determines the risk elements and proposes some measures and guidance in risk management
其中,第一部分對企業及項目情況進行了介紹,並使用二手資料的方式對項目產成品的市場需求及歷史價格進行了調研,根據經驗法確定了長期投資決策分析中所需的產品價格;第二部分對進行長期投資決策分析的理論進行了闡述,利用回收期法、凈現值法、凈現指數法和內含報酬率法等長期投資決策理論對項目的投資決策進行分析,並對項目進行了風險分析,確定了風險因素,提出了風險管理中為避免風險應當採取的一些措施和方法。Hku s portimizer includes advanced data management, robust portfolio optimization, self - explanatory performance charts, a versatile customization framework for effective manipulation of assets and optimization of portfolios, as well as index tracking and performance evaluation of assets and portfolios. it was well recognized by microsoft and was deployed in the first microsoft high performance computing cluster in hong kong. the software was first developed as a teaching tool by the department of statistics and actuarial science with funding support from hku s teaching development grant, which is then jointly developed with and commercialized by versitech ltd. verstitech ltd is the technology transfer and commercialization arm of the university of hong kong
港大投資智庫系統拓展學界尖端科技,是為優化財務投資及風險管理而設計的應用工具,系統軟體包括先進的投資數據分析系統完備的投資組合優化程式簡明的投資表現分析圖及按個人投資需要而設計的多選項的模擬功能,並建立指數基金功能及投資組合表現評估,以達致有效的資產管理及優化投資策略。China marine oil spill contingency plan is now in the process of improvement. the inland waterway oil spill is another important area remain to be explored in term of increasing accident rate and booming shipping amount in yang tzi river. the need for inland waterway oil spill contingency plan is imperative. at strategic level, this paper compares several existing oil spill risk analysis methods including " historical date analysis " and " comparative risk indexes ", pointing out limitation of them, and then apply the " comparative risk indexes " approach to " river segment " spill risk analysis, developing " river segment oil spill comparative risk assessment framework " this paper also take new approach to collision and grounding in river by stochastic modeling tanker traffic in narrow waterway
本文在內河溢油反應戰略規劃層次上,分析現有的溢油風險評估方法,包括歷史數據統計法和比較風險評估法,指出相關方法的適用性和局限性;基於長江下游水道採用「區段」和「河段」雙層評估的思路,提出「長江下遊河段比較溢油風險評估模式」 ;將馬爾科夫狀態轉移的思想應用到船舶運動描述中,從隨機過程角度分析船舶在水道中的運行和事故發生,得出船舶事故概率計算模型。Can speak, and do getting well calculating analysis and the application of data to fortune capacity that being is in progress that the traffic is build and the design is worked starts a little, and is the foundation that project item construction scope and operation were economically appraised, is evaluation essential factor and the key of item risk
可以說,做好對運量預測數據的分析和應用,是進行交通建設和設計工作的起步點,是工程項目建設規模和運營經濟評價的基礎,是項目風險的評價要素和關鍵。遠期預測客流是一個變動較大的變量,對預測的準確性來說難以保證。2 ) we can do it by applying the dcf model and earning income scheme. second ly, whereas these theories are applied very well abroad, i will discuss the practicability of these theories when we use in chinese stock market, then i will draw a conclusion that there is some localization when these theories are applied in chinese stock market. finally, by studying the markov process, we can see the equity risk premium data which are derived from chinese stock market have characteristic of markov process, so i will establish the model based on the markov process and make a short time forecast about chinese equity risk premium
我們首先對諸多國外理論工作者在這方面的研究做一次總體的介紹與分析,國外的理論工作者在研究股權風險溢價,可以分為兩大類:一是運用歷史數據估計未來股票市場的業績;二是以運用dcf模型或收入收益方案為基礎進行的研究工作;其次,鑒于上述理論在國外良好的實用性,我們進一步討論這些國外的理論在研究中國股票市場股權風險溢價時的實用性,並得出這些理論應用於中國股票市場的局限性;最後,通過對馬氏鏈的研究得出中國股票市場上的股權風險溢價的樣本數據同樣滿足馬氏鏈的特徵,本文建立了基於馬氏鏈的股權風險溢價模型。After estimating the sample model through a fine array data of time and calculating 6 coefficient, this study achieves their single index model and appraises the investment return level of index fund
作者用周時間序列數據分別估計它們的樣本模型,並通過系數揭示各自相應的風險水平,得出了目前我國指數型基金的各自單一指數模型及其投資收益水平。分享友人