extreme value theory

基本解釋

• 極值理論

英漢例句

雙語例句

• The proposed model can be derived from the statistical theory of extreme-value, and has a similar asymptotic property to the deterministic Gompertz curve.
  該模型來源于極值統(tǒng)計理論，并具有類似于確定性龔帕茲曲線函數(shù)的漸近性特性。
• Based on the study of extreme-value-theory by forefathers, we will discuss how to use extreme-value-theory to estimate financial risk precisely faced by Chinese stock market.
  本文主要通過在前人對極值理論研究的基礎(chǔ)上，探討怎樣用極值理論來更加精確的估計中國股市所面臨的金融風(fēng)險。
• It mainly on the basis of their predecessor's Research of the extreme value theory, it discussed how to use extreme value theory to estimate value-at-risk (VaR) of China's stock market more precise.
  本文在極值理論研究的基礎(chǔ)上，探討怎樣用改進(jìn)的歷史模擬法來更加精確的估計中國股市所面臨的金融風(fēng)險。

• extreme value theory更多例句

詞組短語

短語

• HKKP -based Extreme Value Theory 基于估計的極值理論

• extreme value theory更多詞組

專業(yè)釋義

經(jīng)濟(jì)學(xué)

• 極值理論

  This paper, based on the Extreme Value Theory (EVT), studies the way to measure and manage banks' operational risk.
  文章在操作風(fēng)險管理日益重要的背景下,基于極值理論進(jìn)行了操作風(fēng)險度量和管理研究。

• 極值方法

  Since financial sequence usually does not suit normal distribution assumption, it does not workable to adopt traditional measurement methods. This paper uses extreme value theory to improve the original model and enhance its e preciseness of estimation.
  由于金融序列往往不符合正態(tài)分布假設(shè),使用傳統(tǒng)衡量方法本身將失去意義,本文使用了極值方法來改良原有模型,提高了估計的精確度。

  農(nóng)業(yè)科學(xué)

• 極值理論

  This article provides a statistical analysis for estimationg the tail risk through extreme value theory (EVT) and makes premium rates depending on mean excess loss function and EVT,and parametric method is the way we model the precipitation distribution.
  本文利用參數(shù)方法估計降水的分布,運用極值理論分析吉林地區(qū)的降水尾部分布特征,用平均超額損失方程厘定降水巨災(zāi)盈虧平衡點純費率。