组合函数

This paper concerns the statistical model of the dependence structure of multivariate financial data using the concept of copulas.

摘要本文利用Copula函数的概念研究了保险投资组合多元金融数据的统计模拟。

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。

The results show that time series with the disturbance of Student's distribution is a preferable method when combining copulas.

为此我们尝试联合运用时间序列与连接函数理论来计算投资组合的在险价值。

The conclusion is that using new copulas instead of normal copula, the tails of loss distributions will be heavier and scattered.

可以看到，使用不同连接函数使信用组合的损失分布发生较大变化，分布的尾部更厚，集中趋势也降低了。

At first, the optimization formulas of the structuring element are derived in the case of erosion and dilation. Then, adaptation formulas for an arbitrary composition of erosions and dilations are obtained.

通过将腐蚀与膨胀运算用隐函数表示，推导出腐蚀与膨胀运算中结构元的优化公式，由此进一步可得到任意组合形态滤波器的自适应优化公式。

The formulation of OYOD transformer s phase sequence adjustment is a combinatorial optimization problem with non-linear and non-differential objective function.

针对OYOD变压器相序调整是一个组合非线性及不能微分目标函数的最优化问题，提出用蚁群算法来求解OYOD变压器的相序调整问题，以提高负载平衡能力，同时提出一种变信息素挥发系数的方法以提高算法解的质量和收敛速度。

With the help of these conditions, computer efficiently searches out many quasi-perfect and double quasi-perfect punctured binary array pairs. The relationships among perfect punctured binary array pair, quasi-perfect and double quasi-perfect punctured binary array pair is presented. Specially, when first and second dimension period of the punctured binary ar

定义了非周期屏蔽二元序列偶的自相关函数、屏蔽二元互补序列偶和最佳屏蔽二元互补序列偶，给出并证明了屏蔽二元互补序列偶的变换性质；和它存在的组合允许条件，用计算机搜索出若干最佳屏蔽二元互补序列偶；给出了屏蔽二元互补序列构造出新的屏蔽二元互补序列偶的四种构造方法；并且，给出了利用不同长度的二元互补序列和屏蔽二元互补序列偶构造出新的屏蔽二元互补序列偶的四种构造方法。

According to thefunction, the conclusions for L.olgensis and C.lanceolata are asfollows:1CCF＜200,showing growth with constant tree number;2200≤CCF≤300 transition from growth with constant tree number to theself-thinning,in other words,the change of SDI can be described aslinear combination between the growth with constant tree number andthe self-thinning;3CCF＞300,growth in the self-thinning.

建立了CCF与林分密度指数和单位面积林木株数之间的函数关系式，并对长白落叶松和杉木得出：(1)CCF＜200。林分为等株数生长：(2)200≤CCF≤300时。为等株数生长向自然稀疏生长的过渡期，该期间林分密度指数的变化可用等株数生长和自然稀疏生长的线性组合来表达：(3)CCF＞300时，林分为完全的自然稀疏生长

CBR can solve many difficult problems that traditional handling knowledge system can"t solve, for instance, knowledge handling efficiency low outside system "boundary, march conflict, combination explosion, self-learn difficult, complex problem class difficult and train taking long time in artificial nerve net.

CBR系统具有存储积累、快速检索、匹配与改写、学习与归纳等特点，它较好地解决了传统知识处理系统&边界&以外的知识处理效率低下、匹配冲突、组合爆炸、自学习困难、人工神经网络中复杂问题难以分类、训练费时以及数学函数模型结论局限等问题。

Under the precondition of assuming the stock price did not following the famous geometric Brown law, and agents have no exact knowledge of the probability distribution for the uncertain economic shock and return rate perturbation, chapter five presents the uncertain dynamic models of portfolio choice and option hedging respectively. In this chapter, we define the H〓 norm of transfer function from disturbance input to control output as financial risk measurement, and investigate the risk-attenuating robust H〓 portfolio investment and option hedging strategies.

第五章在金融证券价格并非服从几何布朗运动，收益率波动和外部噪声扰动的统计特性未知的情况下，分别建立了金融经济领域证券组合投资及期权套期保值问题的动态模型，引入从扰动输入到评价输出传递函数的H〓范数作为金融风险的度量指标，运用鲁棒H〓控制技术，研究了抑制金融风险的动态证券投资和期权套期保值决策问题。

On the other hand, the more important thing is because the urban housing is a kind of heterogeneity products.

另一方面，更重要的是由于城市住房是一种异质性产品。

Climate histogram is the fall that collects place measure calm value, cent serves as cross axle for a few equal interval, the area that the frequency that the value appears according to place is accumulated and becomes will be determined inside each interval, discharge the graph that rise with post, also be called histogram.

气候直方图是将所收集的降水量测定值，分为几个相等的区间作为横轴，并将各区间内所测定值依所出现的次数累积而成的面积，用柱子排起来的图形，也叫做柱状图。