提出股票价格序列跳跃的一种检验方法。
A method of testing existing of jumps in stock price series is suggested.
这表明长江电力股票价格序列是一个分形时间序列，呈现明显的长记忆性特征。
This indicates that the series of prices of Yangtze River electric power stock is a fractal time series and presents obvious long memory.
如果不运用进一步的价格序列以外的信息，明天价格最好的预测值将是今天的价格。
If does not utilize outside the further price sequence the information, tomorrow the price best predicted value will be today's price.
通过单位根检验，确定硬麦期货与现货价格序列具有一阶差分平稳性即i(1)过程。
The article educed that the series of hard wheat futures and spot prices show their first-order difference stationary, I (1) process, by the unit root test.
我绘制了一条房屋价格的时间序列曲线…，就是那条红色的线，你可以看到它的历史走势。
I constructed a series of home prices -that's the red line and the red line is -you can see how it's moved through history.
现在呢，尽管23andme公司$99的价格很低，你也必须意识到该公司并不测绘人的完整基因序列。
Now, although the $99 price from 23andme is low, you should be aware that the company does not sequence a person's entire DNA.
在此背景下，论文运用计量经济学中的时间序列的回归分析方法对昆明市住宅市场价格的影响因素进行研究，就是一种很有益的探索。
Under this background, the article USES the Time Series Multiple Linear method to study about the influence factors of housing price in Kunming, which is a very valuable exploration.
不管是基于交易时间进程，还是基于日历时间进程，股价的时间序列分析都是基于固定的时间进程来研究价格变化规律。
Whether based on the calendar time hypothesis nor based on the trading time hypothesis, time series analysis of stock prices have a premise that price movement evolve on the fixed length time.
文章通过对一套市场价格预测模型体系的介绍，综合运用时间序列模型、多元非线性回归和组合模型来预测市场价格走势，探索从多角度综合预测市场价格的问题。
In this paper, a new model system is introduced, which synthetically applies time series model, nonlinear regression and combination forecasting model to forecast the change of the market price.
根据股票市场是非线性动力系统的假设，利用混沌理论对混沌时间序列的分析方法，提出了股票价格预测方法。
A method of stock price prediction is presented by hypothesis of stock market being non-linear dynamic system and analyzing method of chaos theory for chaos time series in this paper.
然而石油期货价格具有时间序列数据的典型特点，即非线性和非平稳性，这给价格的预测带来了极大的困难。
However, the oil futures prices involve the typical characteristics of time series data, nonlinearity and nonstationarity, which brings insuperable difficulties in the price forecasts.
该模型的主要要求是进出口价格指数的时间序列。
Key requirements of the model are indices of import and export prices in time series.
并分别使用了全国和江苏省1990—2008年时间序列数据，计量分析研究了能源相对价格对于能源强度的影响作用。
Then we use the 1990-2008 time series data of the national and Jiangsu Province to assess the impacts of the relative price of energy to energy intensity.
最后，针对蒙特卡洛模型的上述缺陷我们提出了的两点改进方案，一、假设合约价格变化服从merton提出的跳跃扩散过程，以便捕捉收益率序列的厚尾特征。
Finally we propose two improvements to the Monte Carlo model, on one hand we assume price changes follows jump-diffusion process in order to capture the fat-tail feather of the yields sequence.
在各级子序列的匹配过程中，均先以趋势相似性为标准进行粗匹配，再以价格变化率的欧式距离作为相似性度量完成进一步的细匹配。
On each level, a rough matching base on trends similarity and a precise matching based on the Euclidean distance of price change rate will be executed orderly.
最常使用的五个模型是石油期货价格、回归结构模型、时间序列分析、贝叶斯自回归模型和动态随机一般均衡图。
The five models used most often are oil futures prices, regression-based structural models, time-series analysis, Bayesian autoregressive models and dynamic stochastic general equilibrium graphs.
我们提出了一种前景的股票价格时间序列的相关性的研究，讨论了“资产树”的建设和应用。
We present an outlook of the studies on correlations in the price time-series of stocks, discussing the construction and applications of "asset tree".
本文将SVR原理引入到石油期货价格的时间序列中，并以美原油价格进行了实证分析。
This article introduces the support vector regression (SVR) principle into the petroleum futures forward price and has carried on the empirical analysis by the US crude price.
本文以上证50ETF、上证50指数和上证综合指数的日收盘价格、日收益率序列为研究对象，以检验其交易的有效性问题。
In the paper, 50etf, 50 index and synthetic indexes in Shanghai Securities Exchange are the research objects, in order to test the effective of trading.
本文以上证50ETF、上证50指数和上证综合指数的日收盘价格、日收益率序列为研究对象，以检验其交易的有效性问题。
In the paper, 50etf, 50 index and synthetic indexes in Shanghai Securities Exchange are the research objects, in order to test the effective of trading.
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