本文概述了国内外在马克·维茨均值-方差模型领域的研究成果。
The paper summarized domestic and international research results in the field of Markowitz s mean-variance model.
在经典均值-方差模型的基础上,提出了存在交易费用时基于风险价值约束的资产配置模型。
On the basis of the classical mean-variance model, the article proposes the asset allocation model with value-at-risk constraint and transaction cost.
该方法可利用均值-方差间关系等先验知识来构造加权矩阵,并利用二维局部空间信息来构造惩罚项或正则算子。
It utilizes the prior variance -mean relationship to construct the weight matrix and the two -dimensional (2d) spatial information as the penalty or regularization operator.
3方差的专业定义是随机变量的二次中心矩,与期望值之差的平方的加权平均值。
The technical definition of variance is the random variable's second central moment, the weighted average of the square of the differences from the expected value.
图1:平均值为3且方差为1的正态分布。
最后根据调查数据,利用随机和模型给出了药店毛利百分数的均值、方差以及分位点。
In the end, the average, variance and quantiles of profit margin of drugstores are obtained from survey data.
在此基础上采用随机振动的离散分析理论,推导出结构响应均值和方差的递推式。
Based on discrete random vibration theory, recursive square equations to calculate the mean and standard deviation of response are developed.
根据接触悬挂系统中的接触线振动方程,推导了接触线应力的均值和方差的计算公式。
Vibration equations of contact wires were used to derive the formulae for calculation of mean and standard deviations of stresses.
采用代数综合法求得机构输出总位移的均值和方差,建立了机构运动功能可靠性的分析模型。
The algebra synthesis method is used to obtain the expectation and variance of the assemble responses. The reliability model of mechanism motion function can be built.
在选择掩模平滑算法中,需要计算一幅图像的大量局部窗口的灰度均值和方差。
In selective masking smoothing algorithm, it is needed to calculate grayscale average and variance of a large number of image Windows.
首先,对机动车号牌图像进行大小、灰度方差、灰度均值的标准化处理。
First, we standardized the size, variance of gray scale and mean value of gray scale of the motor vehicle plate images.
特别地,本文集中讨论当数据是来自参数未知的正态分布四舍五入后的数据,均值和方差的联合置信集。
In particular, we focus discussion on joint confidence sets of the parameter mean and variance when a rounded sample comes from the normal distribution with both parameters unknown.
CT数的均值、方差随轴向变形变化关系曲线呈抛物线形式。
The relationship between mean of CT number and variance of CT number to axial deformation are parabolas.
针对图像中的高灰度区和灰度剧变区,应用图像局部均值和方差自适应调节增强系数。
For the regions in image where gray value is high or change intensely, local mean value and variance is adopted to control enhancement coefficients.
作为应用,得到了首达时t的均值和方差的表达式。
As an application, we obtain an expression for the mean and variance of the first reaching time t.
该方法利用动态规划理论中代价函数的建立过程来充分考虑图像中的灰度、均值、方差、光滑程度和纹理等多种特征,从而使目标检测的结果为最佳。
Using images' features such as gradient, mean, variance, degree of smoothing and texture characteristics to establish cost function may obtain the best results of target detection.
该分析可以生成描述性统计,如:均值,方差,标准差,范围,峰度和偏度。
The analysis can generate descriptive statistics, such as: the mean, variance, standard deviation, range, kurtosis and skewness.
进而得出每种假设角色的平均值,方差及标准差验证该假设角色的存在性、出现频率的稳定性以及对各个片断的影响程度。
Furthermore, the average, variance and standard deviation are processed to testify the existence, occurrence stability and influence of each hypothetical role.
因此,我的结论可以同以前的办法一起帮助均值方差方法与风险-收益分析相一致。
My results might thus help to reconcile mean-variance approaches to risk-return analysis with other, ex-ante, approaches.
其主要的解决方法是以盈余收益率的均值及其方差为研究对象,确定有效边界及最优资产配置结构。
The problem can be solved by focusing on the relationship of surplus return and surplus variance within the framework of surplus optimization.
本文主要研究了纵向数据模型的均值参数和方差参数的统计诊断问题。
In this paper, we consider the diagnostics for the mean and covariance parameters in longitudinal data model.
运用均值、方差概念来定义的滑动模可达性,更能反映系统的随机特征。
Using mean, variance conceptions in the definition of the sliding mode reachability can better reflect the stochastic characteristics of the systems.
长期以来,通常将控制数量性状的多基因体系作为一个整体来研究,用平均值和方差来反映数量性状的遗传特征。
The polygene system which controls quantitative trait was generally studied as a whole for a long time. Average and variance were used to reflect the heredity of quantitative trait.
用概率积分变换理论,给出了控制过程均值、过程方差的标准化控制图,适用于小批量生产环境下对过程均值、过程方差的有效控制。
A standard control chart based on probability integral transform theory is given, which can be used to control process mean and variance efficiently in the low volume manufacturing.
论文对改进算法渐进性均值、方差、谱分辨率的表达式进行推导。
The paper deduces the estimator's asymptotically expressions of mean, variance, resolution and computational complexity.
该方法分析了局部影像统计特性,应用均值或均值—方差匹配正态函数,对要融合的两幅影像局部直方图进行匹配。
The proposed method analyses local image statistics and then matches the local histograms of two images to be fused by applying mean or mean variance matching normalization functions.
该方法依据极大似然原理将来自不同母体(均值相同、方差不同)的随机样本有效融合,得到新的母体均值估计量。
According to maximum likelihood theory, it fuses random samples coming from different matrix (same mean different variance) in an effective way, and gains a nwe estimator of matrix mean.
该方法依据极大似然原理将来自不同母体(均值相同、方差不同)的随机样本有效融合,得到新的母体均值估计量。
According to maximum likelihood theory, it fuses random samples coming from different matrix (same mean different variance) in an effective way, and gains a nwe estimator of matrix mean.
应用推荐