结果发现随机行走价格样本函数中阶段性趋势普遍存在,移动平均线法对每一模拟样本函数均能获得高额回报。
The results are: it is very common that there are trends in Monte Carlo random walk we can get excessive return with moving average method.
本文首次引入了模糊样本函数的连续性的基本概念,并且成功地解决了模糊随机过程的连续性这一最基本的理论问题。
In this paper we introduce the concept of continuity of a fuzzy sample function, and solve the basic theoretical problem of continuity of fuzzy stochastic processes successfully.
由于PBD算法需要在估计样本函数的同时估计PSF的参数,一般采用的PSF的模型较为复杂,计算量大,收敛慢;
The PBD algorithm needed to simultaneously estimate the specimen function and the parameters of the PSF, while the PSF model was complicated, needed a large number of computation and converged slowly.
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