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.
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.
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.
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.
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.
在提出极值分布区间估计理论和方法的基础上,讨论了地震预报中的区间估计问题。
The problem of interval estimation of earthquake prediction is discussed, based on the theory and method of interval estimation of extremum distribution.
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.
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.
方法运用极值原理、上下解方法、分歧理论、线性算子的扰动理论和分歧解的稳定性理论进行研究。
Methods the maximum principle, monotone method, bifurcation theory, the perturbation theorem for linear operators and the stability theorem for bifurcation solutions were used.
方法采用上下解的方法、单调迭代法、比较原理、极值原理以及特征值理论进行了研究。
Methods the upper-lower solutions, monotone derivative methods, the maximum principle, comparison principle and principal eigenvalue theory were used.
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.
本文以极值统计学为理论基础,研究了该方法在洪灾损失风险计算中的适用性。
Based on the statistics of extremes, this paper studies the applicability of extremes in calculating hazard risk of flood damage.
本课题基于小波理论设计软件算法,提出了模极值线群方法,抽取心电信号中若干具有临床价值的特征:QRS波群组态及其起点和终点、T波、S-T段。
In this paper, several characteristics of ECG from patients, such as QRS complex and its onset and offset T wave and S-T segment, has been detected using wavelet method.
利用二次型的理论,给出解决多元函数极值问题的另一种方法。
Through the quadratic form theory, another solution to the extremum problem of function of several variables is given.
针对信息科学和控制理论中经常涉及的一类泛函极值问题,提出基于连续回归神经网络的求解方法。
In this paper, the continuous time recurrent neural network is proposed to solve the functional minimization problem, which is often involved in estimation and control.
仿真实验结果表明,新方法更准确地反映了水击极值点及整个动态过程,对保证水电站运行的安全性和经济性以及研究机组动态过程具有很高的理论和实际应用价值。
The results have shown that this method will benefit the security and economy of hydropower plant operation and help the study of the dynamic process of the unit.
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.
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.
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