The paper summarized domestic and international research results in the field of Markowitz s mean-variance model.
本文概述了国内外在马克·维茨均值-方差模型领域的研究成果。
On the basis of the classical mean-variance model, the article proposes the asset allocation model with value-at-risk constraint and transaction cost.
在经典均值-方差模型的基础上，提出了存在交易费用时基于风险价值约束的资产配置模型。
Aiming at stop loss reinsurance, this paper derives optimal pricing model of reinsurance on the basis of total claim amount using mean-variance premium principle and utility theory.
停止损失再保险作为一种再保险方式，在具有相同保费的前提下，能使保险人的期望效用最大，并能使其自留风险方差最小。
Chapter 2 discusses reinsurance optimization model under mean-variance principle. Aiming at change stop loss reinsurance, it derives optimal conclusions of both individual model and collective model.
第二章讨论了均值方差原理下的再保险最优化模型及其适用条件，针对停止损失再保险，得出个体模型与集合模型下的最优结论。
Some of classical analytical methods about Security market, including stock market have Mean-Variance analytics, APT theory, CAPM model, B-S options pricing model, etc.
对证券市场包括股票市场中的一些经典方法有：均值-方差分析法、APT理论、CAPM模型、B-S期权定价模型等。
This paper introduces the approximate calculation of real number's or of vector parameter positive function's posterior mean, variance and forecasting density in mathematical statistics.
文章介绍了数理统计中实数或向量参数的正函数的后验平均、方差和预测密度的近似计算。
The optimum test design is obtained to minimize variance of least square estimation of the mean life at a normal stress level.
这里的最优准则是指正常应力水平下产品对数平均寿命估计的方差的极小化。
The variance of mean flow could propagate downward gradually, for some time it reached to surface and effected atmospheric circulation and weather progress.
平均流的变化会逐渐下传并可能在一段时间之后到达地面，影响地面大气环流和天气过程。
The proposed method analyses local image statistics and then matches the local histograms of two images to be fused by applying mean or mean variance matching normalization functions.
该方法分析了局部影像统计特性，应用均值或均值—方差匹配正态函数，对要融合的两幅影像局部直方图进行匹配。
A standard control chart based on probability integral transform theory is given, which can be used to control process mean and variance efficiently in the low volume manufacturing.
用概率积分变换理论，给出了控制过程均值、过程方差的标准化控制图，适用于小批量生产环境下对过程均值、过程方差的有效控制。
Markowitz's mean variance model describes the risk of asset by variance, but variance may not exist because of fat tailedness of asset returns.
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。
It utilizes the prior variance -mean relationship to construct the weight matrix and the two -dimensional (2d) spatial information as the penalty or regularization operator.
该方法可利用均值-方差间关系等先验知识来构造加权矩阵，并利用二维局部空间信息来构造惩罚项或正则算子。
The analysis can generate descriptive statistics, such as: the mean, variance, standard deviation, range, kurtosis and skewness.
该分析可以生成描述性统计，如：均值，方差，标准差，范围，峰度和偏度。
Using images' features such as gradient, mean, variance, degree of smoothing and texture characteristics to establish cost function may obtain the best results of target detection.
该方法利用动态规划理论中代价函数的建立过程来充分考虑图像中的灰度、均值、方差、光滑程度和纹理等多种特征，从而使目标检测的结果为最佳。
The results indicate that the initial deviations of the joint positions match normal probability density function limited in the range of double mean variance.
随机缺陷分析方法中假定结构每个节点的位置偏差符合二倍均方差范围内的正态概率密度函数是可以接受的。
Using mean, variance conceptions in the definition of the sliding mode reachability can better reflect the stochastic characteristics of the systems.
运用均值、方差概念来定义的滑动模可达性，更能反映系统的随机特征。
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.
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。
As an application, we obtain an expression for the mean and variance of the first reaching time t.
作为应用，得到了首达时t的均值和方差的表达式。
The computing cases show that both the mean discharge process and variance process can be given for the stochastic flow concentration model.
提供的算例表明，对于随机汇流模型，不仅可以给出均值出流过程，而且同时可以给出其方差过程。
The equations are solved by finite difference method and the mean and variance of pressure head are determined from its random expression.
通过摄动方法得到一系列关于水头展开式的偏微分方程，用有限差分法进行求解，获得了压力水头的随机描述，并计算其均值和方差。
Using statistical methods to calculate the Angle interval mean and variance of pixels to centroid distance of the normalized gait silhouette images, and construct them as a feature vector.
用统计学的方法，等角度间隔地计算归一化步态轮廓图像各像素点至质心距离的均值与方差，并用其构造步态识别的特征向量。
Then, the best threshold value is calculated basing on the gradient magnitude mean and the variance of the image.
再由图像的梯度幅值均值和方差计算出图像的最佳阈值。
Reference 14 gives the control lines of shewhart mean control chart for skewed population which is unknown based on scaled weighted variance method.
基于尺度赋权方差法给出总体分布有偏并假定总体分布未知情况下休哈特均值控制图的控制限。
This article uses a Bayesian procedure to study structure changes of both mean and variance in stock price time series.
本文应用贝叶斯方法研究了股价时序的均值和方差双重变点问题。
The multiplicative noise and saturation effect in a single-mode laser are investigated and the mean and normalized variance of the steady state laser intensity are calculated.
研究了单模激光中的倍增噪声和饱和效应，导出了定态激光强度的平均值和归一化方差。
The number of positive cell and mean of optical density were detected and the trend change was analyzed. The variance analysis and t-test were also performed.
测定阳性细胞数和平均光密度值，分析其变化趋势，并进行方差分析和t检验。
Figure 1: a normal distribution with mean 3 and variance 1.
图1：平均值为3且方差为1的正态分布。
Figure 1: a normal distribution with mean 3 and variance 1.
图1：平均值为3且方差为1的正态分布。
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