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Finally, this paper takes the investment period as the point of division, via coherent standard of risk measurement, and presents a new dynamic coherent risk measurement DCVaR, and gives a discussion of it.

最后以投资期限的划分为分界点,以风险度量的一致性为纽带,提出了一种新的动态一致性风险度量方法DCVaR,并对一致性风险度量DCVaR进行了分析。

Since the traditional retrieval performance measures, such as precision and recall, are not appropriate for retrieval with multilevel relevance measurement, a new performance measure is introduced, which is based on the preference relation between images.

由于传统的检索性能度量不适合多级相关度量的情况,采用了一种建立在图像间偏好关系上的检索性能度量

Five ways on comparing covariance matrix are applied to the Shanghai 50 Indexes Stock Exchange, which are sample covariance matrix, scalar matrix, two-parameter covariance matrix, single index matrix, constant correlation matrix. We adopt principal components method and Markowitz portfolio method to measure stock market risk using VaR, getting the effect of measuring market risk. The result shows that sample covariance matrix and two-parameter covariance matrix could measure market risk more effectively.

本文以上证50指数数据为样本,采用样本协方差矩阵、数量矩阵、两参数模型矩阵、单指数模型矩阵、常量相关矩阵作为与股票相关的协方差矩阵,结合投资策略选择的主成分方法和Markowitz最优投资组合方法,计算VaR以度量市场风险,并比较了五种协方差矩阵度量市场风险的效果,结果表明,在主成分方法中,样本协方差矩阵和两参数矩阵方法能有效的度量市场风险。

Estimation of parameters for general liner functional model with singular covariance. First, the Rao decomposition of the sample variance and the known singular measure error variance are presented and then the square measure error with singular variance and the standardized condition are got.

首先讨论了样本协方差与已知的奇异度量误差方差的Rao分解,给出了含有奇异方差广义逆的二次度量误差和模型的标准化条件,证明了二次度量误差与广义逆的选取无关。

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。

Shen prove a short time existence theorem for manifolds with umbilical boundary. He also derived the Simons' identity for the boundary under the Ricci flow. And as a corollary, Shen show that any three-manifolds with totally geodesic boundary which admits positive Ricci curvature can be deformed to a space form with totally geodesic

而带边流形上的Ricci流的研究始于Shen,在1996年,Shen在中考虑带边三维流形上的黎曼度量的Ricci形变,证明了如果初始三维流形的黎曼度量具有正Ricci曲率和全测地边界,则此三维黎曼流形上存在着常正曲率的黎曼度量

As for the selection of metrics, this paper uses traditional object-oriented metrics, which have been proved to be the"weatherglass"by practice that mostly reflects the design problems.

在软件度量方法的选取上,JMT工具沿用传统的面向对象软件度量方法,这些度量方法经实践已被证明是最能反映代码设计问题的"晴雨表"。

And the model of calculating syncretic weight of safety assessment index is founded by using optimization guideline.

在综合分析各评价指标在表述方法、取值范围、度量方法和度量单位等方面差异的基础上,提出了评价指标的度量及归一化方法。

In this paper,some equivalence properties of one-valued selection under the set-valued mapping is introduced and give a sufficient and necessary condition of set-valued mapping being a metric projection.

介绍了集值映射的单值选择的几个等价性质,并给出了集值映射成为度量投影的一个充要条件。结果将度量投影情形推广到了集值度量投影情形

The accumulated self-exciting dose for Na-24 is only 1.12 mGy during its average life-time for irradiation of total thermal neutron fluence of 3.6E12 nth/cm^2. Conclusions: Because of the self-exciting dose reduced from neutron activation can be neglected for gamma dose measurement in neutron and gamma mixed field, and the threshold of linear response is 2 Gy, the FWT-70-40 dosimeter not only can be used for high dose rate Co-60 irradiation field and the high energy electron beam for medical purpose, but also can be used for gamma dose measurement in an epithermal neutron beam for boron neutron capture therapy.

型号FWT-70-4OM)剂量计於BNCT高中子通量与剂量的中子、加马混合辐射场所产生的自激剂量,对加马剂量度量干扰可忽略,且对加马的最低剂量限值为2Gy,因此除可应用於钴60加马高剂量辐射场与放射治疗用高能量、高剂量电子射束的剂量度量外,亦可应用於BNCT照射治疗用高能量、高剂量的中子、加马混合辐射场的加马剂量度量

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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。

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

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。