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We used three different Copulas to model financial time series in empirical research and compute the VaR of portfolios.

我们选取了三种具有代表性的Copula函数对金融时间序列建模,以描述不同金融数据间的相依关系,并将其应用于证券市场的风险度量,进行Monte Carlo模拟计算投资组合的VaR。

In this paper, we compute the futures portfolio' VaR by using copulas, and obtained a lot of valuable results under different distributions of assets return.

论文应用连接函数对具体实际的期货投资组合VaR进行了计算研究,得到了不同资产收益分布下投资组合VaR的许多有价值的计算结果。

Firstly, we study the theory and application of jump points and sharp cusp points detection by wavelet transform. The studied object is from white noise to correlated noise. We have studied the properties of correlated noise in wavelet transform, and the properties of deterministic function with jumps and sharp cusps in wavelet transform.

首先研究了研究了小波变换在突变点与尖点检测中的理论与应用,研究的对象由白噪到相关噪声,研究了相关噪声在小波变换的性质,以及对具有突变点和尖点的函数在小波变换下的性质,有关这些性质,我们均以定理形式给出,并给出了详细的证明。

Simulation results show that LELS and DELS yield faster convergence and better global optimization ability than standard evolution strategies; moreover, DELS also leads to better escaping capacity. Finally, limitations of the work as well as the future study are discussed.

在仿真试验中应用8个标准测试函数进行测试,结果表明此类算法具有较好的全局优化能力和较快的收敛速度,其中DELS的逃逸能力更强。

The excess nitrogen atoms in WNx films desorbs at temperatures below 766 ?aC. The excess nitrogen in WNx films can cause the effective work function lowering. Weak Fermi-level pinning effect is observed on HfO2 film. In this case, WNx/HfO2 gate stack can be applied to p-type fully-depletion SOI devices but WNx is not suitable to be meal gate of bulk p-type MOSFTEs.

氮化钨中过多的氮元素在温度低於766 oC便会析出,且过多的氮会导致氮化钨有效功函数下降,在氧化铪上会有轻微的费米栓效应,这种情形下,氮化钨可应用於p-型全空乏绝缘层上矽金氧半场效电晶体元件,但不适合当块材 p-型金氧半场效电晶体闸极。

The process of test were used to write the source and S function of custom voice signal input file as to examine the stability of the system, analyzed, and the conclusion.

测试过程分别应用了S函数编写的信号源以及自定义的声音信号文件作为系统输入,以检验系统的稳定性,并对结论进行分析。

In this paper the curved spine box girder was taken as a research object,and the shear displacement difference function of large flange plate was put forward.

以曲线脊骨箱梁为研究对象,提出了长悬臂板的剪切位移差函数模式,建立总势能表达式,并应用变分原理导出求解曲线脊骨箱梁剪力滞的基本微分方程和边界条件。

In validity theory, application-specific validity constraints are axiomatized as validity fluents, the heuristic alternative responses are axiomatized as decisive complex actions, and they are composed into validity-ensured autonomous service units, which can be comprised into, and executed autonomously by, situation calculus implementation systems.

在有效计算理论中,采用有效性流函数刻画应用需求中的有效性约束常识,采用确定性复合动作刻画直接服务、补遗策略、替代策略、拒绝策略等启发式策略,并它们结合构成保证有效性的服务计算单元,纳入情景演算形式系统,利用情景演算的形式推理实现自治执行。

Beginning from the original geometric sizes and the material properties of electromagnetic design of SRM, ANSYS , a finite element method business software, is employed to determine the flux linkage functionψ.

从开关磁阻电机电磁设计的基本尺寸和材料性能出发,应用ANSYS有限元商用软件计算出开关磁阻电机的磁链函数ψ。

Related modules in the toolbox of MATLAB/Simulink are adopted. The nonlinear mathematic model for SRM is obtained by adding the flux linkage functionψ into the parameter table of the motor module.

应用MATLAB/Simulink中的SRD模块,将ANSYS计算出的磁链函数ψ输入模块得到开关磁阻电动机样机的非线性仿真模型。

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Chapter Three: Type classification of DE structure in Sino-Tibetan languages.

第三章汉藏语&的&字结构的类型划分。