为此,用全局归一化的局部方差度量空间细节,得到新的扩散系数。
Therefore, global variance normalized was proposed to measure spatial detail, and then a new diffusion coefficient was given.
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.
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.
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