采用一种利用资产定价模型因子载荷截面离散度指标测度羊群行为的新方法来检验上海股票市场是否存在以市场指数为领头羊的羊群行为。
A new approach is employed to test herding towards the market portfolio, which is based on the cross-sectional dispersion of the factor loading of asset pricing model within Shanghai stock market.
其余23%可能是由于迄今未被鉴定的遗传因子或环境因素而该模型所没有造成的。
The remaining 23 percent may possess as-yet unidentified genetic factors or be the result of environmental factors not accounted for by the model.
虽然不可能建立一个包含所有因子的完美模型,不过目前建立的模型已经包含了最重要的影响因子。
Although it would be impossible to create a perfect model that took every factor into account, this model does include the most important features.
社会绩效与金融业绩间的这些关系,可以通过解释回报中代表性变量的多因子模型进行合理化,却难以通过产业效应起到同样效果。
These relationships between social and financial performance can be rationalized by multi-factor models for explaining the cross-sectional variation in returns, but not by industry effects.
并利用逐步回归分析方法,建立大豆产量的预测模型,找出影响大豆产量的主要气象因子。
Taking advantage of stepwise regression, we find the main meteorological factors which affect the soybean output and establishes a calculate model.
利用递推最小二乘法进行了系统系数辨识,并引入遗忘因子以提高TCS的模型跟踪性能。
System parameters were identified by adapting recursion least square method, and the forgetting factor was introduced to improve the model tracing ability of TCS.
建立了单一粉煤灰影响因子模型,分析了粉煤灰掺量对混凝土空气渗透系数的影响。
The model of a factor that fly ash effects on carbonation resistance was found, effect of fly ash on the air infiltration coefficient is analyzed.
针对这一现状,本文提出了三因子模型。
In response to this situation, the three factor model is proposed in this paper.
在逐步回归模型中,术前感觉功能正常是正向预测因子,而工伤保险赔偿是完全临床治愈的负性预测因子。
In the stepwise regression model, preoperative normal sensory function was a positive predictor and worker's compensation a negative predictors of overall clinical success.
讨论了后续测试对3m模型中的复杂性、技术支持和开发水平因子的修正方法,着重论述对开发水平因子的修正。
The modification method of complexity, technological support and development level parameter in the 3m is discussed with the modification of development level parameter emphasized on.
目的:建立肠球菌毒力相关性小鼠腹膜炎模型,用于肠球菌类毒力因子的研究。
Objective:To construct mouse peritonitis models of Enterococcus for the study of the putative virulence factor of Enterococcus.
在静态模型中引入年龄因子建立了枝条生长动态模型。
The age factor was introduced in branch static model to establish branch dynamic growth models.
以实验的方法研究了步长因子的特征及模型阶数的选取。
With the experiment the characteristic of the step factor and the order of ar model are researched.
结论基于MCECM算法的极大似然估计方法可用于估计非线性因子分析模型的参数。
Conclusion the maximum likelihood method based on MCECM algorithm can be used to estimate the parameters of non-linear factor analysis model.
在贝叶斯统计学中,贝叶斯因子是进行模型选择的主要工具。
Bayes factor is the major tool for model selection in Bayesian Statistics.
设计多组数字实验,研究输入因子间相关性对模型预测准确性的影响。
Many digital experiments are carried out and the correlative influences of factors on forecasting precision of model are studied.
故障相关性准则的正确选取是主因子模型的核心问题。
The proper choice of fault correlation criterion is a critical problem for the Primary Factor Model.
目的确定影响道路人工清扫过程扬尘大小的因素之间关系及排放因子量化模型。
Aim to analyze the relations of factors affecting the fugitive dust during road sweeping and bring up calculative models of discharging divisors.
同时还分析了考虑尺度因子的拼接模型的合理性。
Meanwhile, the rationality of the combination model was discussed with the scale factor taken into account.
首次在硬岩矿山采空区评价中引入综合模糊评价理论,建立了采空区灾害危险度多因子评价模型。
Fuzzy integrated assessing theory was used in hard rock mine goaf for the first time and multifactor assessing model for goaf hazard degree was also constituted.
通过专家访谈、问卷调查,建立武术散打运动员非智力因素的9因子模型。
Through making expert interview and questionnaires, this paper established the 9 factor mode of unintelligent factors of Wushu athletes.
建立了边坡稳定性评价的神经网络模型,在选择评价因子时,首次引入岩体完整性指数,达到了较好的评价效果;
The rock integrality modulus (Kv) was taken into account for the first time in the ANN stability evaluation model of slope, has reached the better result.
混合因子分析模型是一种非线性的分析高维数据的工具。
Mixtures of factor analyzers, is a nonlinear tool for high-dimension data.
论文运用基于GIS技术的因子指标叠加模型,实现了达曲库区边坡稳定性分区。
The model of overlap index based on GIS was applied to finish the slope stability division in Daqu reservoir area.
同时总结了其他计算随机载荷疲劳寿命的方法,说明了使用其他模型计算加速因子是可行的。
Then reviewing other methods on fatigue life assessment, provide an acceptable estimation of acceleration factor calculation method under wide-band random vibration condition.
通过多元线性回归模型,得出了多因子复合流变方程。
A multivariate regression equation was deduced with a multivariate linear regression model.
同时,从拟和优度来看,进入模型的因子对控制权收益的影响较小,而且呈现出逐步变小的趋势。
Besides, the Gradient of determinant manifests the influence of elements entering the model to the benefit of control is minor and their influence tendency is diminishing.
本文提出了一种单因子异方差模型,导出这种异方差分析方法,并给出了模型中均值与方差的估计。
This paper presents a single factor heteroscedastic model, deduce a method of this heteroscedastic analysis, and presents the estimation of mean and variance in this model.
为解决模型实际应用中的问题,笔者引用了积分回归的概念,对传统模型的因子集进行了扩充。
To resolve the problem in the application of the models, the author expanded the classical factor set of models by introducing the concept of integral regression.
为解决模型实际应用中的问题,笔者引用了积分回归的概念,对传统模型的因子集进行了扩充。
To resolve the problem in the application of the models, the author expanded the classical factor set of models by introducing the concept of integral regression.
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