马柯维兹均值—方差模型使用收益率的方差度量证券的风险,但是实际分布呈尖顶胖尾状,使得方差可能不存在。
Markowitz's mean variance model describes the risk of asset by variance, but variance may not exist because of fat tailedness of asset returns.
许多实证复杂网络的度分布和点权分布表现为低头和胖尾的幂率分布。
In search of many social and economical systems, it is found that node strength distribution as well as degree distribution demonstrate the behavior of power-law with droop-head and heavy-taft.
许多实证复杂网络的度分布和点权分布表现为低头和胖尾的幂率分布。
Numerical simulations indicate that this network model yields three power-law distributions of the node degrees, node strengths and connection weights.
许多实证复杂网络的度分布和点权分布表现为低头和胖尾的幂率分布。
Numerical simulations indicate that this network model yields three power-law distributions of the node degrees, node strengths and connection weights.
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