风险函数

This paper briefly introduces the come about background, content, model and development of Markowitz's Portfolio Theory before hand, and then builds a basic and simple target function model, considers the problem of existence of investment upper limit in single and overall investment, determines the relationship between yeild rate and risk rate, further deepens the appliction of the theory through actual case analysis, during which data analysis is also applied by using LINGO program.

本文首先简单地介绍了马克维茨投资组合理论的诞生背景、、内容、模型及发展，然后建立一个基本、简单的目标函数模型，考虑单个投资和整体投资有投资上限的问题，确定收益率与风险率的关系，通过实际的案例分析进一步加深对该理论的应用。在案例的分析过程中运用LINGO程序分析数据。

In this chapter, not only Extensed ACD Model, which took higher-order moments、 strict stationarity、 geometric ergodicity and a-mixing property with exponential decay as its sufficient and included most of the present forms of ACD Models was expounded, Box-Cox transformation was carried out by figurate the parameter of ?

尽管关于ACD的实证研究已经十分丰富，却很少有人把注意力放在条件期间模型设定的测试上，本章探讨了关于ACD模型统计性质研究的最新成果，并研究采用两步法来测试条件期间模型的误差项的分布，第一步包括通过QML估计条件期间过程，以获得误差的一致估计；第二步衡量基准密度的参数和非参数估计与残差的风险率函数之间的紧密度。

The SVM method is based on the theory of structural risk minoration. It can map the sample space to a higher feature space by selecting an optimal Kernel function, and get a linear regression in this higher feature space.

中文摘要：支持向量机方法是基于结构风险最小化原理提出的，通过采用合适的核函数将样本空间映射到一个高维特征空间，再在高维特征空间进行线性回归。

A new data management algorithm for anycast based random sampling in sensor networks;2. Composite random sampling algorithm for scheduling concurrent projects;3. In the existing methods of random summing of total resource,the shape of the total resource curve sometimes distributes skewly,in view of which,the new method was put forward to improve random sampling .

针对现有的资源总量随机求和中存在的资源总量曲线形态有时呈偏态分布的问题，提出了对其随机抽样方法的改进方案，即把随机抽样入口由原来定义在(0，1)区间上改为定义在(0，ki)区间上(ki为第i个局部地质单元的石油资源量保险系数)，利用(0，ki)区间上均匀分布的随机数对风险分析后的资源总量分布函数进行随机抽样。

The main work of the paper is shown as follows.1 The optimal model of the single and combinatorial hedging based on the constraints of total loss is established.The paper takes the positive profit skenewss as constraint of serious loss\' probability, which the tail of curved shape on density function of the hedging yield elongates right,and the left tail become short.

论文的主要工作如下：(1)建立了基于整体风险控制的单品种和多品种的套期保值优化模型通过套期保值收益率的偏度大于等于零，使得套期保值收益率密度函数的尾部向右拉长，而左端的尾部较短。

Insurance is a business of risks, the paper also gives risk analysis of the profit or loss in life insurance business.

本文利用Bayes方法，建立寿险死亡率的分布函数，并对保险经营中盈亏风险进行了系统分析。

Ect of VaRforecast combination, set up the relation between diversification e?ect of VaR fore-cast combination and diversification e?ect of forecast combination under square loss.

借助于蒙特卡罗模拟技术，发现了风险值组合预测分散化效应的特殊性，建立了其与平方损失函数下组合预测分散化效应的联系。

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。

We estimate Cox Proportional Hazards models to test whether factors identified by our theoretical framework significantly impact the probability of post-IPO profitability as a function of time.

我们通过评判考克斯比例风险模型来检验我们运用理论框架识别的因素，这些因素作为时间的函数是否对公司上市后的收益率产生重要的影响。

They weren't aggressive, but I yelled and threw a rock in their direction to get them off the trail and away from me, just in case.

他们没有侵略性，但我大喊，并在他们的方向扔石头让他们过的线索，远离我，以防万一。

In slot 2 in your bag put wrapping paper, quantity does not matter in this case.

在你的书包里槽2把包装纸、数量无关紧要。