dimension stock 中文意思是什麼
dimension stock
解釋
規定尺寸板料-
In addition, the author find that the two indices : c / p and e / p are not valid indices to distinguish value stock from glamour stock, and two - dimension indices have better ability to distinguish value stock from glamour stock than one - dimension indices, which is same as lsv ( 1994 ). finally, the evidence of return mean - reverting from this chapter support the ideas of debondt & thaler ( 1985 ) on stock overreaction
而且作者發現c用和e護指標並不是劃分價值投資組合和魅力投資組合的有效指標。而且二維指標對價值投資組合和魅力投資組合的區分能力高於一維指標，這與lsv （ 1994 ）的結論相同。最後，價值組合和魅力組合在組合形成前後的收益率反轉現象也支持了debondt & thaler （ 1985 ）有關股票市場存在過度反應的觀點。 -
Railway rolling stock. magneto - thermic microcircuit - breakers for maximum current for controls and auxiliaries circuits. dimension
鐵路機車車輛.控制裝置和輔助線路用最大電流熱磁電機微電路斷電器.尺寸 -
Then r / s analysis, phase space reconstruction of the system, chaos analysis and fractals analysis are done through matlab program, based on original data of hushen stock markets compositive index from year 1991 to year 2002. and the author draws a conclusion based on original data that china ' s stock market obeys low - dimension fractals and ebb - chaos in terms of the experimentation result : hurst exponents are between 0 and 1, memory cycles are obvious, lyapunov exponents are more than zero and chaotic attractors correlative dimensions are between 2 and 3 in hushen stock markets in this thesis the concept information noises is put forward. stock market information about policy and company of the last ten years is packed up and classified for regulators make decisions in terms of power the factor influences the stock market index
之後文章以中國股市1991年至2002年上海和深圳綜合指數每日收盤價原始數據為研究對象，在matlab程序實驗條件下，進行了兩地股市系統的r / s分析、系統相空間重構、混沌分析、分形分析；獲取了兩地股市系統的赫斯特指數（滬深股市赫斯特指數均大於0 . 5而小於1 ） 、非周期記憶循環周期（滬深股市都有明顯的記憶循環周期） 、最大李雅普諾夫指數（兩市都大於0 ）和吸引子的關聯維數（兩市都在2到3維之間） ；從而得出中國股市系統是低維分形的、弱混沌的（基於原始數據）結論。 -
The fourth chapter " reseach on fractai structure of stock price " anaiyzed the fractai structure of stock price, deduced the investment function, caiculated the hurst exponent, 3 correlation dimension, and max lyaponov exponent, analyzed the self - similarity, long range dependence, circulation period of stock price and sensitivity of stock price to the initial value, suggested took the exponent characterize fractal instead of variance as instrument to measure risk
第四章分析並檢驗了股票市場的分形混沌特徵，推導了投資函數，計算了表徵股票市場分形特徵的hurst指數，關聯維和最大lyapunov指數，分析了股票價格的自相似性、長期記憶和循環周期，分析了股票價格的波動對初始條件的敏感性，提出中國股票市場具有混沌分形的特性，用傳統的方差法度量股票風險是無效的，必須使用混沌分析能夠理論來刻畫股票收益的風險，建立收益模型。 -
Inspection machining dimension of rudder stock
舵桿機加工尺寸檢查。 -
Furniture dimension stock
傢具規格材 -
( 4 ) some nonlinear variables are good index for analyzing and forecasting stock market. examples involved are following : hurst index ( h ) substitutes for variance to evaluate risk in securities investment ; dynamic fractal dimension is a prior indicator of price movement
（ 4 ）某些非線性變量可作為分析和預測股票市場的很好指標，如赫斯特指數h值可用來取代方差作為衡量證券投資風險的標準，而動態分形維則可作為市場價格變化的先行指標。 -
Computation results on real data from shanghai stock market obviously show that the fractal - dimension on shanghai stock market is approximately 1. 5. and furthermore, shanghai stock market exists chaos attractor
在樣本數據的選取、估算方法、計算機編程實現、理論的應用上有自己的特色，認為上海股票市場是一個具分形結構，在系統的相空間存在混沌吸引子的非線性系統。 -
As an example, the time series of china composite stock index is considered firstly, the distribution of five day ' s return on china composite stock index is studied. secondly, based on the r / s analysis hurst exponent is worked out and determination detecting can be done. lastly, the topological characteristics such as correlation dimension and maximum lyapunov exponent are extracted from time series
作為例子，本文對中國股票指數時間序列做了實證分析，首先研究了中國股票指數的五天收益率的分佈規律，然後運用重標極差分析方法計算出赫斯特指數，並以此為基礎進行確定性檢驗，最後在相空間重構的基礎上提取吸引子的拓撲特徵指數。 -
Railway rolling stock - dimension of carbody and bogie - measuring methods
鐵路車輛.車身和臺車的尺寸.測量方法 -
Counting correlation dimension of time series of composite price index of shanghai stock exchange by g - p means, analysis testifies chaos progress of the index fluctuation progress, sequentially validates chaos phenomena being in chinese capital market
利用g ? p法計算了上海證券交易所的上證綜合指數的時間序列的關聯維，通過分析證明了其指數波動過程的混沌過程，從而也驗證了中國資本市場存在混沌現象。
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