generalized fuzzy hyperbolic model 广义模糊双曲正切模型
Firstly, by translating the input variables, a generalized hyperbolic model can approximate to any uncertain dynamics by an arbitrary accuracy.
广义双曲正切模型利用输入变量的平移能以任意精度逼近系统的不确定动态。
Our studies indicate that the model based on the generalized hyperbolic distributions can present more realistic Value-at-Risk estimates.
实证结果表明,基于广义双曲线分布的方法得到了较好的预测结果。
This paper USES the generalized hyperbolic distribution to model returns.
提出采用广义双曲线分布来拟合收益率序列。
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