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Back Testing

  • 事后检验;回溯测试

网络释义专业释义英英释义

  回溯测试

监理机关必须要求银行采用内部模型法必须进行回溯测试back testing),每日检视其估算的风险值是否可涵盖实际损失值。除此,内部模型法尚须:

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  事后检验

事后检验(Back Testing)是指将市场风险计量方法或模型的估算结果与实际发生的损益进行比..

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  后验测试

后验测试

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短语

back-to-back testing 反馈试验 ; 背靠背试验 ; 对比测试 ; 对拖试验

Data back testing 数据回测

Back-Testing 回测 ; 后续检验

A full back-testing system 一个完整的回测系统

back-pressure testing 背圧试験 ; [油气] 回压试井

back pressurizing testing 背加压试验

back-pressure well testing 回压试井

Testing Back 2 Basics logo 测试2基本

perforation-back flowing-pressure gauge testing 射孔

 更多收起网络短语
  • 事后检验 - 引用次数:6

    参考来源 - 中国商业银行银证混业风险防范研究
    历史模拟 - 引用次数:5

    The back testing result indicates that, comparing with VaR values based on history simulation (HS), the VaR values based on copula-EVT model can reflect the risk of this exchange rate portfolio more accurately.

    通过对VaR进行回顾检验表明,与基于历史模拟法的VaR相比,基于Copula-EVT模型的VaR能更准确地反映欧元/人民币和日元/人民币汇率组合的风险。

    参考来源 - 基于Copula
    回溯检验 - 引用次数:3

    The back testing filtration methods can improve the effectiveness of the fund selection strategy.

    回溯检验能有效增加挑选出的最好基金分组的净值收益率,提高分组策略效果。

    参考来源 - 开放式股票基金业绩与基金隐性行为的关系研究 (研究生论文)

·2,447,543篇论文数据,部分数据来源于NoteExpress

Backtesting

  • abstract: Backtesting is jargon used in financial industries to refer to testing a trading strategy or predictive model using existing historic data. Backtesting a special type of cross-validation applied to time series data.

以上来源于: WordNet

双语例句原声例句权威例句

  • Furthermore, his system had not a single wipeout in 20 years of back testing.

    另外系统测试20的数据,没有被洗出局的历史。

    youdao

  • Last June, Pfingst told his attorneys to go back over old murder and rape convictions and see if any unravel with newly developed DNA-testing tools.

    去年6月斯特律师重新调查过去谋杀强奸定罪看看开发DNA 测试工具是否能弄清一些解决的问题。

    youdao

  • Last June, Pfingst told his attorneys to go back over old murder and rape convictions and see if any unravel with newly developed DNA-testing tools.

    去年6月Pfingst 要求律师重新审查过去谋杀强奸罪名,看看是否可以研发新的 DNA 检测工具

    youdao

更多双语例句
  • A robot would then pick up rocks and soil, and send them back to earth for testing.

    VOA: special.2010.05.25

  • And so what you want to do and again we'll come back to this later in the term, is something called regression testing.

    却又出问题了,然后你想怎么办呢?,我们会在这学期晚些时候,讨论这个被称为回归测试的东西。

    麻省理工公开课 - 计算机科学及编程导论课程节选

  • And I end up going back and doing unit testing anyway, to try and figure out why it doesn't work. So over the years, I've just convinced myself I might as well start where I'm going to end up.

    第一次从来不会正常运行,因此无论如何我还要回头去做单元测试,找找哪儿出错了,因此经过这么多年,我已经说服自己既然一定要做单元测试,那么还是一开始就做最好了。

    麻省理工公开课 - 计算机科学及编程导论课程节选

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