By the time-discretization approach, this paper derives a stochastic difference equation from the geometric mean-reversion process and then a nonlinear regression model is established. By this way, the paper obtains the distribution and estimation for each parameter by Bayesian inference.
针对连续几何均值回复模型,通过时间离散化导出对应的随机差分方程,从而得到一个非线性回归模型,进而利用贝叶斯推断得到各个参数的估计及后验分布。
参考来源 - 几何均值回复模型的估计及应用—《湖南大学学报·自然科学版》—2010年第6期—龙源期刊网·2,447,543篇论文数据,部分数据来源于NoteExpress
以上来源于: WordNet
In other words, Eckhardt was saying that they were not mean reversion traders.
换句话说,埃克哈特的意思是,他们不是均值回归交易者。
And "pigweed" all started with "mean reversion."
野草意味着均值回归。
Under the guidance of the philosophy of the mean - reversion, we are able to achieve risk management successfully through dynamic asset allocation.
成功的风险管理是在均值回归的哲学指导下通过资产配置的动态优化实现的。
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