为此,用全局归一化的局部方差度量空间细节,得到新的扩散系数。
Therefore, global variance normalized was proposed to measure spatial detail, and then a new diffusion coefficient was given.
马柯维兹均值—方差模型使用收益率的方差度量证券的风险,但是实际分布呈尖顶胖尾状,使得方差可能不存在。
Markowitz's mean variance model describes the risk of asset by variance, but variance may not exist because of fat tailedness of asset returns.
应用推荐