And then, we introduce the research evolution of latent factors models, including Nelson-Siegel model and Affine model, and macro factors models in term structure of interest rates.
并介绍了利率期限结构的潜在因素模型:Nelson-Siegel模型和仿射模型,和近几年的新研究方向宏观因素利率期限结构模型的研究现状。
参考来源 - 卡尔曼滤波在利率期限结构中的应用·2,447,543篇论文数据，部分数据来源于NoteExpress
由此我们建立了一个三因子仿射模型，并给出债券的定价公式。
Based on this result, we develop a three-factor affine model and deduce the formula for pricing bonds.
这种方法是建立在轴仿射模型与传统仿射模型的等价关系上，通过主轴进行估计。
Then we use the DIRECT algorithm to estimate the axis affine parameters, and convert to the traditional affine parameters.
在采用一个鲁棒性匹配误差映射函数的基础上，使用一种类牛顿法的迭代优化方法实现了基于仿射模型的图像目标跟踪算法。
With the use of a robust error mapping function, an affine model-based target tracking algorithm is formulated, in which a quasi-Newton's iterative method is implemented in the optimization progress.
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