这个模型对经销商的成本/收益的预测应为 $400- (2.5% * $3) - (8.7% * 400) = $365。
This model from a cost/benefit perspective to the dealership would be $400 - (2.5% * $3) - (8.7% * 400) = $365.
一项研究发现，一个股票分析师用于预测未来收益的固定电脑模型在72%的情况下比分析师本身更准确。
One study found that an unvarying computer model of stock analysts' estimates of future returns was more accurate than the analysts themselves 72% of the time.
收益管理本质上是一种前馈管理，这决定了预测模型和算法始终是收益管理的基础。
The management of the income is a kind of feed forward in essence, this determines that the model and the algorithm are foundations of management of incomes all the time.
采用多元正交多项式回归方法建立了冬小麦生产经济收益预测的多元正交多项式回归模型。
We have build the multivariate orthogonal polynomial regression forecasting model of the economical effect on winter wheat production.
只要预测模型选取适当，即可获得超过市场平均盈利水平的收益。
As long as a proper prediction model is chosen, people can get more profits than average market earning.
由于股票投资的收益与风险往往是成正比的，如何建立一个运算速度和精确度都比较高的股市预测模型，对于金融投资者具有理论意义和实际应用价值。
The proceeds of stock investment always equal the risk. So establishing a stock forecasting model, which has higher operation rate and precision, has theoretical significance and applicable value.
经典资本资产定价模型只是通过预测一国内部的系统风险，来预测金融资产的未来收益。
Classical CAPM is just used to forecast the future return of financial assets by assessing systematical risk in one country.
首先本文采用扩展迪克—富勒模型对我国上证指数进行了时间序列分析，结果表明指数的收益率是不可预测。
First this article used expands the Dick - fuller model the card index to carry on the time series analysis to our country in, finally indicated the index the returns ratio might not forecast.
股票价格的频繁波动是股票市场最明显的特征之一，自回归条件异方差类模型可以很好地预测金融资产收益率的方差。
Frequent volatility is a feature of stock market. Autoregressive Conditional Heteroscedasticity (ARCH) model is often used to forecast the variance of the benefit of financial capitals.
本文利用灰色系统模型所得数据序列进行模拟与预测，进而通过对某一区域的收益还原率进行预测并由反推公式得出该商业地产的市场价值。
By using the grey model to simulate and forecast the above sequence data, and through forecasting a certain regional yeild by the anti-formula that pushed the commercial real estate market value.
ARCH类模型可以成功地预测金融资产收益率的方差。
ARCH models are often used to forecast the variance of the benefit of financial capitals.
在广告投入博弈分析中，笔者同样构建了博弈模型和预测卖场广告投入所带来收益的模型。
In the analysis of the investments of advertisements, we have also built a game model and a corresponding prediction model.
这里的学习模型包括对于估测变量的方差估计，以及股票收益率与这个预测变量的协方差。
The learning model includes the volatility estimation of the predicative variables and the covariance of stock return and this predicative variable.
实证分析结果表明：EGARCH模型比较适合对我国股票市场波动性作长期预测，若假设收益序列服从t分布，由此改进的EGARCH-T模型会得到比正态分布下更好的拟合与预测效果。
The results show that EGARCH is the best model for forecasting long-term volatility. Furthermore, using EGARCH with the Student t-distribution gives better results than with a normal distribution.
正确的投资决策是建立在对收益率与风险得可靠预测之上的，而可靠的预测只能通过基于现实假定上的统计模型而得到。
Right investment decision requires reliable predictions of return and risk, and reliable predictions can only be obtained if the underlying statistical model tests on realistic assumptions.
正确的投资决策是建立在对收益率与风险得可靠预测之上的，而可靠的预测只能通过基于现实假定上的统计模型而得到。
Right investment decision requires reliable predictions of return and risk, and reliable predictions can only be obtained if the underlying statistical model tests on realistic assumptions.
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