均值回归具有不对称性;
但股票的回报率却呈现出均值回归的特性。
Stock market returns, however, do tend to exhibit mean reversion.
野草意味着均值回归。
市场总是在均值回归,但它也有不均值回归的时候。
The market is always reverting to the mean except when it doesn't.
但是,近年来均值回归理论对随机漫步理论提出了挑战。
But, in recent years, Average Value Return Theory gave a challenge to the Random Walk Theory.
换句话说,埃克哈特的意思是,他们不是均值回归交易者。
In other words, Eckhardt was saying that they were not mean reversion traders.
怎么写(2)零均值回归,最终我取得进步(非零结果)?
What does write (2) return of zero mean and will I eventually make progress (non-zero result)?
本章简要总结了学者们关于均值回归理论的实证研究方法。
This chapter briefly summarizes the average return of the scholars on the theory of empirical research methods.
均值回归理论就是长期趋势可预测理论与方法的主要代表。
The theory is that the mean reversion to long-term trends can be predicted with the methods of the major representative.
证券市场是否具有均值回归特性仍是个十分有争议的问题。
Whether the stock market has the properties of mean reversion or not is still a very controversial issue.
有一个公式,适用于几乎所有的东西它被称为回归的意思,也均值回归。
There is a formula that applies to almost everything and it is called reversion to the mean, also regression to the mean.
均值回归是指随着时间的向前推进,一个随机过程向其均值靠近的趋势。
Mean reversion is a tendency for a stochastic process to remain near, or tend to return over time to a long-run average value.
成功的风险管理是在均值回归的哲学指导下通过资产配置的动态优化实现的。
Under the guidance of the philosophy of the mean - reversion, we are able to achieve risk management successfully through dynamic asset allocation.
实证研究的结果证明深证综合B股指数的指数市盈率时间序列具有均值回归特性。
The Empirical research result certificate the price-earnings ratio index time series of Shenzhen composite B-share index having the mean reversion characteristic.
均值回归理论认为,从长期来看,股票收益率呈均值回归,即长期收益率呈负自相关。
According to the mean reversion theory, in the long term, the yield rate of stock price appears to follow the rule of mean reversion and negative autocorrelation.
然而文献普遍认同杠杆展览意味着均值回归,这在文献中没有达成关于速度调整的共识。
While the literature commonly agrees that leverage exhibits mean reversion, there is no consensus in the literature about the speed of adjustment.
购买力平价假说之谜的实证表象是均值回归时间较长,致使购买力平价理论在短期内不成立。
The empirical data of PPP enigma are that time for mean conversion is long and PPP theory is untenable in short time.
许多学者发现股票市场具有均值回归特性,但是,也有一些学者找到了反对均值回归理论的证据。
Many scholars have found that the stock market average return of property; However, there are some scholars find mean reversion theory against the evidence.
本章简要分析了实证研究的结果,并提出市盈率均值回归的广义层面,最后,总结了均值回归理论的不足之处。
This chapter provides a brief analysis of the results of empirical research and proposes that the Price-earnings ratio will return to its average value in the generalized dimension.
其必然结果是当股价或利润过高或过低时,其终将回归均值。
The corollary is that when share price or profits are too high or too low, they will eventually revert to the mean.
麦肯锡说,要回归1971年后的平均值需要实际利率上升150个基点。
Moving back to the post-1971 average would thus require an increase in real rates of more than 150 basis points, says McKinsey.
利用重复测量的均值做变量间的线性回归以评估变量间的关系。
The relationship among variables was evaluated by linear regression using the mean values of the repeated measures.
本文介绍的插补方法有:演绎估计,均值插补,随机插补,回归插补和多重插补。
This paper introduces several imputation methods: those methods include: Deductive imputation, Mean value imputation, Randomized imputation Regression method and Multiple imputation.
研究了带有约束的均值漂移和方差加权的混合非线性回归模型.得到了相应的一阶和二阶诊断统计量。
We study restriction of Nonlinear Regression Diagnostic Models with case-weights and meanshifte simultanously, and some new diagnostic statistics are derved.
采用世代平均值分析的多元回归程序,对家蚕耐氟性状的基因效应参数进行了估计。
Based on the multiple regression procedure for the generation mean analysis, gene effects of fluoride resistance in silkworm were studied.
本文运用均值检验与逐步回归等实证分析工具,对我国IPO询价制度的实施效果进行了检验与研究。
The author tests and studies the validity of IPO price seeking system in China by means of empirical analysis instruments like average value test and gradual regression.
为了诊断具有异方差的线性回归模型的异常点,建立了具有异方差的均值漂移模型和数据删除模型。
The data deletion model and the mean drift model are equivalent in a general linear regression model.
研究结果表明,原始光谱经均值中心化、一阶微分和正交信号校正预处理后,运用多元线性回归法所建葡萄糖和果糖定量分析模型最优。
The MLR mathematical model that established with orthogonal signal correction plus first derivative and mean centre preprocessed spectra shows the best result for glucose and fructose.
然而,回归均值意味着,如此迅速的追赶是不可能的,或者至少是非常困难的。
Regression to mean, however, implies that such speedy catch-up is impossible, or atl east very difficult.
然而,回归均值意味着,如此迅速的追赶是不可能的,或者至少是非常困难的。
Regression to mean, however, implies that such speedy catch-up is impossible, or atl east very difficult.
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