查询词典 subadditivity
- 与 subadditivity 相关的网络例句 [注:此内容来源于网络,仅供参考]
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Uncertainty theory is a branch of mathematics based on normality, monotonicity, self-duality, countable subadditivity, and product measure axioms.
不确定理论是基于规范性、单调性、自对偶性、可列次可加性和乘积测度公理的数学系统,是研究不确定现象的数学分支。
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So people want to prove which asset classes are likely to satisfy the subadditivity.
因此人们想证明在什么样的情况下VaR满足次可加性。
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Moreover, the increasing returns to scale and subadditivity of cost that characterize natural monopoly will be easily destroyed.
这便违背自然垄断产业多元化改革实现厂商效率和社会福利水平增进的初衷。
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Subadditivity is a basic property for a risk measure, because it ensures the diversificationprinciple of portfolio theory and it is a basic condition for the problem of portfolio decision-making.
而次可加性是任何一个风险度量必须满足的重要性质,它刻画了现代投资组合理论中的风险分散化原则,是资产组合决策问题的一个基本条件。
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Since VaR method is absent of general subadditivity and description to tail information, a new risk measure framework is proposed in recent years, it is coherent risk measure.
由于VaR不具有普遍的次可加性和缺乏对尾部信息的描述,近几年来,学术界提出了新的风险度量框架——一致性风险度量,并在这种框架下,发展了多种风险度量技术,谱风险测度便是其中之一。
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Economic GRC is mainly to prevent from repeating construction and over competition, that is to make the social production cost smallest through restricting the competitors' entry and protect the monopoly market structure. This is because the natural monopoly industry has the characteristics of subadditivity.
政府的经济规制主要是对自然垄断产业的价格规制,也就是根据自然垄断成本次可加的特性,通过限制竞争者的进入维护产业的垄断结构,避免重复建设和过度竞争,使社会生产的成本尽量达到最低。
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Instead, we should make separate judgment by subadditivity for different periods and different business structure, which can become the criteria on a strict or loose regulation.
结合管制理论,本文研究了历史上和现有的电信业管制制度实践,总结出电信业具有确立管制——放松管制——重建管制的发展变迁轨迹,并将其作为中国电信业管制制度选择的参考经验。
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Firstly, on the basis of analysis for development of industrial organization theory, the paper analyzes natural monopoly for electricity industry respectively from produce rule and determinant method, studying measure methods for monopoly degree for electricity generation market, analyzing quantitatively for natural monopoly output on the terms of cost subadditivity and analyzing current market structure for Chinese electricity industry with "Structure-Conduct-Performance" method of industrial organization theory.
在分析产业组织理论的发展动态的基础上,首先分别从生产规律特点和自然垄断的判定方法对电力产业进行自然垄断分析,研究了发电市场的垄断度的度量方法,依据成本劣可加性的定义对电力产业的自然垄断产出进行量化分析;同时按照产业组织理论的"S-C-P方法"分析了目前中国电力产业的市场结构。
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However, on condition of heavy-tailed distributions, VaR dissatisfies convexity and subadditivity, and cant measure market risk validly.
然而,在厚尾分布条件下,目前最常用的市场风险管理模型VaR不满足凸性和次可加性,不能有效地度量市场风险。
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Chapter 4 uses empirical analysis to test the convexity and subadditivity of VaR, ES and TCE, and test the validity of VaR and ES by back test in China stock market.
第四章——市场风险度量的实证比较分析采用实证分析方法,以我国股票市场的历史数据为样本数据,对VaR、ES和TCE进行凸性和次可加性检验;通过返回检验对VaR和ES两种风险度量在我国股票市场的有效性进行实证检验。
- 推荐网络例句
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Neither the killing of Mr Zarqawi nor any breakthrough on the political front will stop the insurgency and the fratricidal murders in their tracks.
在对危险的南部地区访问时,他斥责什叶派民兵领导人对中央集权的挑衅行为。
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In fact,I've got him on the satellite mobile right now.
实际上 我们已接通卫星可视电话了
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The enrich the peopling of Deng Xiaoping of century great person thought, it is the main component in system of theory of Deng Xiaoping economy, it is a when our country economy builds basic task important facet.
世纪伟人邓小平的富民思想,是邓小平经济理论体系中的重要组成部分,是我国经济建设根本任务的一个重要方面。