由达拉斯联储计算的“切尾均值个人消费品支出平减指数”上升了2.4%,该指数在做加权平均前,去除了上涨和下跌最多的那些价格。
The “trimmed-mean PCE deflator”, calculated by the Dallas Fed, which excludes those prices that have risen and fallen the most before taking a weighted average of the rest, is up 2.4%.
加氢裂化尾油粘度指数高,低硫、低氮、杂质含量少,倾点和粘度偏高。
The hydrocracking tail oil possesses the characteristics of higher viscosity index, pour point, viscosity and lower sulfur, nitrogen, impurity content.
使用极值理论和极值指数估计量的性质,在大样本的情况下得到序列分布“肥尾”现象的检验方法。
Some statistical test methods on "fat tail" distribution of time series are obtained by using properties of extreme value theory and extreme index estimator under large sample.
正规变化重尾分布的尾部指数的估计方法有很多种,但都不同程度地存在一定的局限性。
The estimation of tail index for regular variation heavy-tailed distributions aroused our concern, many scholars proposed several methods, but all of them have some disadvantages.
在此基础上提出用尾部指数估计尾概率,达到风险控制的目的。
Given an estimate for tail index, we can establish extreme return levels which is useful to investors to control the risk.
再利用计算机模拟股票价格收益率的分布特征,模型很好的刻画了现实证券市场中股票收益率分布的宽尾现象、长记忆性,以及累积分布中尾部收益的指数递减现象。
We investigate the fluctuation of price process in a stock market with Ising model and the mean field theory, and construct the corresponding random logarithmic price returns process.
再利用计算机模拟股票价格收益率的分布特征,模型很好的刻画了现实证券市场中股票收益率分布的宽尾现象、长记忆性,以及累积分布中尾部收益的指数递减现象。
We investigate the fluctuation of price process in a stock market with Ising model and the mean field theory, and construct the corresponding random logarithmic price returns process.
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