factor coefficient造句
例句與造句
- So we consider five financial indexes includes stock b / p , e / p , current stock size , current stock stru and financial levge by the international tradition , then descriptive statistical test method and cross section statistical test method proved that b / p and current stock size have marked effect on the securities yield besides coefficient b . in the third chapter , the article fut forward a risk factor model , estimates yield sequences of every risk factor by weight regression , and then estimates each risk factor coefficient of different stock by time sequence regression , at last we can reckon the portfolio risk o2p and yield rp which consists n stocks
結(jié)合國際慣例,文章考慮了股票的凈值市價比( b p ) ,市盈率倒數(shù)( e p ) ,流通規(guī)模( size ) ,流通比例( stru )和財務(wù)杠桿( levge )等五個財務(wù)指標,應(yīng)用描述性統(tǒng)計檢驗和橫截面統(tǒng)計檢驗等多種方法,結(jié)果表明,除系數(shù)以外,凈值市價比( b p )和流通規(guī)模( size )對證券收益率部有重要的影響。在論文的第三章,提出了一個基于多因素的風(fēng)險因子模型,并用加權(quán)回歸和時間序列回歸等方法估計出了不同證券的各風(fēng)險因子系數(shù)(類似于單指數(shù)模型中的系數(shù)) ,據(jù)此,即可衡量出一個包括n只股票的組合的風(fēng)險_ p ~ 2和收益率r _ p 。 - Secondly , revise factor coefficient with probability distribution , which given by experienced experts . thirdly , use bayes statistic deducing method to bind together the income rate of prior distribution and sample in formation , which makes forecast stocks in shenzhen stock market as samples . work out the series of weakly income rate
( 2 )對多元回歸的因子模型的各因子權(quán)重重做修正,將一些對金融市場有較透徹了解和豐富經(jīng)驗的專家提供的信息引入,作出因子系數(shù)的概率分布(并非隨意的主觀臆造) ,對模型的結(jié)果加以修正,以便提高模型的準確度。 - It's difficult to find factor coefficient in a sentence. 用factor coefficient造句挺難的