index replication 中文意思是什麼

index replication 解釋
索引重復
  • index : n （pl es dices ）1 索引。2 指標，標準，標志。3 示[食]指 （＝index finger）。4 指數。5 【印刷】指...
  • replication : n 1 （尤指對答辯的）回答；【法律】（原告對被告抗辯的）答辯。2 （繪畫等的）復制，摹寫；拷貝，復製...
  1. Methods and arithmetic models of stock index replication

    證券價格指數復制的方法與演算法模型
  2. 1. research background and purpose of dissertation indexing investment, which refers to the replication and tracking a stock market index for the goal, is a pattern which achieves an average return of stock market through the full decentralization and passive management to the smallest of transaction costs

    一、本文的選題背景及研究思路所謂指數化投資（ indexinginvestment ） ，是指以復制和追蹤某一市場指數為目標，通過充分分散化和被動式管理來最小化交易成本並取得市場平均收益的一種投資模式。
  3. Based on the review of the evolutions of stock indices and the innovations of index products, this article discussed the different methods of index replication, and then sum med up those researches on different methods, arithmetic models and their implications, including quadric programming, lineal programming, robust regression, monte carlo simulation and genetic algorithm, etc. aiming to give a technical reference for index derivatives design, index arbitrage, and indexing investment

    摘要在回顧證券價格指數演變及指數衍生品創新的基礎上，探討了指數復制的不同方法，進而從文獻綜述的角度對證券價格指數復制中涉及到的方法與演算法模型進行整理，總結了二次規劃、線性規劃、魯棒回歸、蒙特卡洛模擬以及遺傳演算法等不同方法與模型的具體應用，為指數衍生品產品設計、指數套利以及實施指數化投資策略提供技術參考。
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