并给出一个资产管理中关于波动风险偏好的随机动态模型,推广了R。
It also creates a stochastic dynamic model about fluctuant risk preference in asset allocation, which extends the model of r.
在生育率内生的情况下,引入寿命不确定性,建立生育率、死亡概率和经济增长率的随机动态模型。
The uncertain longevity and endogenous fertility were introduced into a stochastic model in the continuous time, overlapping generations′ economy.
时间序列分析所论及的就是对这种依赖性进行分析的技巧,这要求对时间序列数据建立随机动态模型。
What time series mention is the analytical technique to this kind of dependence. This requires found stochastic and dynamic models of time series.
本文提出一种在频率域内直接估计随机动态系统的连续时间模型参数的快速迭代算法。
In this paper, a direct procedure for estimating the parameters of a continuous-time model of a dynamical stochastic system is presented.
第三,集中重点描述了随机动态规划在资产负债管理中的应用,包括基本概念、完整的优化模型及应用的步骤等。
Following, it describes in detail of the dynamic stochastic programming model used in asset liability management, consisting of the basic concepts, optimizing model and the steps.
本文分为两部分,第一部分主要讨论几个随机经济增长模型,第二部分主要讨论经济增长的随机动态优化问题。
The paper consists of two parts mainly, the first part discusses stochastic models of economic growth, the second part analyzes stochastic dynamic optimal problems.
本文分为两部分,第一部分主要讨论几个随机经济增长模型,第二部分主要讨论经济增长的随机动态优化问题。
The paper consists of two parts mainly, the first part discusses stochastic models of economic growth, the second part analyzes stochastic dynamic optimal problems.
应用推荐