查询词典 risk function

Based on the absolute deviation, a new risk function ω〓 is proposed and an analytical solution for the single period model is derived.

提出了一个新的风险控制函数ω〓，该函数是将所有资产的绝对偏差的平均值作为风险的度量，并给出其单阶段的投资模型的解析解。

The Mean-CVaR (Conditional Value-at-Risk) portfolio optimization model is proposed to calculate a globally optimal portfolio under concave transaction costs. A non-decreasing concave function is employed to approximate origin transaction costs function.

研究了当投资组合的风险用条件风险价值（Conditional Value at Risk，简称CVaR）度量，考虑凹交易费用的投资组合选择问题，通过对交易费用采用非线性的凹函数，建立了一个均值-CVaR模型。

During the process of learning, a new kind of empirical risk function is proposed which is differentiable and can be minimized by gradient descent strategy.

对于参数的学习，提出了一种适用于分类器的可微经验风险函数，该函数能够有效地利用梯度下降法进行最小化。

Bayesian and empirical Bayesian theory are used to estimate the scale parameter of the double exponential distribution and the loss function and risk function of the Weibull distribution.

中文摘要：本文将贝叶斯，经验贝叶斯理论应用于双指数分布族的刻度参数估计和Weibull分布的损失函数和风险函数的估计。

The fractional structure of the objective function maximizing RAROC makes it difficult to be solved. We noticed that in real financial practice, the expected return function and risk function of the portfolio are often homogeneous with the amount of investment.

根据RAROC的分式结构，以及回报函数和风险函数通常是关于投资额的齐次函数，将分式优化问题转化为对其分母的最优化。

To provide auxiliary decision making support, a judgment method of simulation test result is presented based on confidence interval, and risk function of statistics decision-making is discussed.

为提供辅助决策支持，提出了基于置信区间的仿真试验结果决策方法，并讨论了统计决策的风险函数。

When the variance was known and the conjugate prior distribution was normal,a Bayes estimation of loss-function and risk function of logarithmic normal distribution was given.

方差已知时，给出共轭先验分布为正态分布下，对数正态分布的损失函数和风险函数的Bayes估计，得到其Bayes估计为保守估计的条件

In Chapter 2, combining the semi-absolute deviation risk function with a minimax principle, we introduce a new risk function.

第二章结合半绝对偏差风险函数和极大极小原则的思想，提出了一种新的投资风险度量函数。

Second, we obtain the bayes estimators of the loss function and risk function based on the conjugate prior distribution for ...

其次在共轭先验分布下给出了Weibull分布参数估计的损失函数和风险函数的贝叶斯估计，并讨论了它们的保守性和合理性。

Risk function, which is usually used in engineering seismic hazard analysis and earthquake prediction, and its meaning are analyzed.

指出了指数分布、Gamma分布所反映的地震序列的内涵及统计时应注意的问题。

In the United States, chronic alcoholism and hepatitis C are the most common ones.

在美国，慢性酒精中毒，肝炎是最常见的。

If you have any questions, you can contact me anytime.

如果有任何问题，你可以随时联系我。