时间序列的波动持续性建模理论和方法是经济金融领域风险分析的一种强有力的工具。
The theory and method of modeling volatility persistence of time series is a powerful tool in analyzing the risk of economic and finance market.
金融资产波动率测量与建模是金融理论与实践中的一个重要课题,已经有了许多测量与建模方法。
Measurement and modeling of financial asset volatility is an important problem in financial theory and practice. Many ways exist to measure and model financial asset volatility.
首先,介绍了计算金融学和混沌理论,并分析了传统建模方法和混沌控制方法的缺陷。
Firstly, we introduce computational finance and chaos theories, and analyze limitations of traditional modeling and controlling methods.
数值实验表明,SVR方法对非平稳的金融时间序列具有良好的建模和泛化能力。
Numerical test results show that SVR has good ability of modeling nonstationary financial time series and good generalization under small data set available.
金融数学是利用数学建模、理论分析、数值计算等定量分析方法研究金融问题的一门新兴前沿学科。
Financial Mathematics is a newly forward subject that researches on financial problems by utilizing mathematical modeling, theoretical analysis and computation of numerical value.
基于ACE的金融市场建模方法是全新的研究金融市场的重要方法之一。
Modeling methodology in financial market based on ACE is one of the most important methods in all of the new research method.
基于ACE的金融市场建模方法是全新的研究金融市场的重要方法之一。
Modeling methodology in financial market based on ACE is one of the most important methods in all of the new research method.
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