用极值理论可以很好得模拟尾部风险。
Using Extreme Value Theory can be a good simulation of tail risks.
利用极值理论，讨论斜抛物体运动轨迹的极值条件。
We study the extremum conditions of the locus of motion of oblique projectile by using the extremum theory.
第二步是利用极值理论模型拟合信用损失的尾部分布。
The second step is by using EVT to fit the tail of credit loss distribution.
本文运用极值理论对鄂尔多斯北缘地震危险性作了估计。
The earthquake risk of the northern margin of Eerdosi has been estimated by statistica theory of extreme values in this paper.
中文摘要近年来，越来越多的风险控管将极值理论纳入风险的考量当中。
In the recent years, the extreme value theory has being widely used in financial risk management.
利用有序统计理论和极值理论，给出了结构强度的可靠度简化计算方法。
Based on ordered statistic and extreme value theory, we give the simplify calculating method for structure reliability.
对于低频高危操作风险，本文采用极值理论POT的方法对其进行度量。
For the operational risk with low frequency but high danger, we use POTmethod of Extreme Value Theory.
所以把极值理论应用于银行信用风险量化分析不失为一种比较理想的方法。
Therefore the application of the extreme value theory in the bank credit risk quantification analysis is an ideal method.
极值理论(evt)正是这样一种方法，它能有效地预测和防范金融极端风险。
Extreme value theory (EVT) is one of the best choices, which can effectively forecast and guard against the financial risk.
应用极值理论，通过极值指数估计量，提出了一种可行的对异方差的检验方法。
One kind of heteroscedasticity testing method was proposed through extreme value theory and extreme value index estimator.
文章在操作风险管理日益重要的背景下，基于极值理论进行了操作风险度量和管理研究。
This paper, based on the Extreme Value Theory (EVT), studies the way to measure and manage Banks' operational risk.
极值理论在许多领域有着广泛的应用，主要有两类常用的模型：BMM模型和GPD模型。
Extreme Value Theory has a wide range of applications in many fields. There are mainly two types of commonly used model: BMM model and GPD model.
最后对凸模糊映射的次梯度、次微分和微分等概念进行了研究，为模糊极值理论打下了基础。
The notions of subgradient, subdifferential, differential with respect to convex fuzzy mappings are investigated, which provides the basis of the theory of fuzzy extremum problems.
使用极值理论和极值指数估计量的性质，在大样本的情况下得到序列分布“肥尾”现象的检验方法。
Some statistical test methods on "fat tail" distribution of time series are obtained by using properties of extreme value theory and extreme index estimator under large sample.
论文研究了如何将极值理论与VAR计算方法相结合进行应用以提高计量精度，并对其作了实证分析。
The paper studied how to apply the theory of extreme value to the VAR method to rise the degree of estimating precise, and made empirical analysis.
然后本文对将要利用的统计套利概念、协整理论、极值理论等进行了简短的总结，为后文的实证研究铺垫基础。
Then this paper makes a brief summary on the concept of statistical arbitrage, co-integration theory, extreme value theory, which paves the way for the empirical research.
当然，极值理论除了可以用于分析农业中的极端气候事件，也可以用于分析金融行业中的巨灾风险，以及其它相关领域的极端事件。
In addition to important implication on crop catastrophic insurance design , this study can be applied to finance catastrophic risk and other related isuues.
而应用极值理论计算风险时注重对分布尾部的近似表达，并不是对整个分布进行建模，能更有效地捕捉可能导致金融机构重大损失的尾部风险。
Extreme value theory models the tail of the return distribution rather than the whole distribution. It can capture the tail risk which often causes large losses in financial institutions.
该方法从极值的理论求解出发，求得关于形状参数的关系式，然后进行迭代得到结果。
The new method gets the formula of shape parameter, from the extreme theory, then gets the result from trial.
实验目的是证明现行的工程梁理论，这种理论定义了中心线变形和普通应力的极值。
The objective is to verify the predictions of engineering beam theory in so far as that theory defines the centerline deflection and extreme values of the normal stress.
这本书的目的是为了提供各类凸集和凸函数理论的介绍，它们在极值问题的应用中发挥核心作用。
The purpose of this book is to provide an exposition of the theory of convex sets and functions in which applications to extremum problems play the central role.
文章还指出了该可诊条件为合理使用定位故障的极值法提供了理论基础。
In addition, it is shown that this condition provides a theoretical basis for reasonably application of extreme methods to locate faults.
本文借助于平稳时间序列的极值分布理论，对南京地区异常低温事件频次和强度建立统计模型。
The statistical model of frequency and intensity of anomalous microtherm events in Nanjing is established by means of the extreme value distribution theory of stationary time series.
气体炮加速度极值的计算有两种方法，一种是数值计算，一种是理论计算。
There are two methods to calculate the maximum value of the acceleration of an air gun: numerical and theoretical calculations.
气体炮加速度极值的计算有两种方法，一种是数值计算，一种是理论计算。
There are two methods to calculate the maximum value of the acceleration of an air gun: numerical and theoretical calculations.
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