Study for portfolio risk based on extreme value theory 基于極值理論的資產(chǎn)組合風(fēng)險(xiǎn)研究
In this thesis , the extreme value theory of p - max style is studied 本文主要對(duì)p - max型極值理論進(jìn)行了初步的研究。
The application of multivariate extreme value theory in operational risk quantification 多變量極值理論在銀行操作風(fēng)險(xiǎn)度量中的運(yùn)用
Chapter three introduces the basic knowledge of evt and the var method using evt 在第三章中主要介紹了極值理論的基礎(chǔ)和計(jì)算步驟。
The value of the peak factor was discussed with the crossing theory and reliability theory 摘要從隨機(jī)極值理論和工程實(shí)際應(yīng)用2個(gè)方面入手,對(duì)峰值因子的取值問(wèn)題進(jìn)行探討。
The extreme values which lies in the tail are some rarely happened events that have significant influence . extreme value theory ( evt ) is the statistical model to study the behavior of extreme v alues 分布在尾部的點(diǎn)都是一些極少發(fā)生但又具有顯著影響的觀測(cè)值,或者稱為極值,極值理論是對(duì)這些極值提供統(tǒng)計(jì)分析的模型。
The theory of extreme value ( evt ) is a branch of order statistics , which traditionally can be used as a tool forecasting tsunami , earthquake and flood . recently it has been applied to financial risk management 極值理論是次序統(tǒng)計(jì)學(xué)的一門(mén)分支,傳統(tǒng)上被用來(lái)預(yù)測(cè)海嘯、地震、洪水等自然災(zāi)害,近年來(lái)已被廣泛地應(yīng)用于金融風(fēng)險(xiǎn)的管理中。
The variational inequality has close relations with the theory of extreme value theory and partial differential equation , therefore , it has been extended to infinite dimensional space during the progress of relevant studies 他們研究的變分不等式具有如下形式:這種變分不等式與極值理論和偏微分方程都有密切聯(lián)系。因此人們?cè)谘芯恐幸呀?jīng)把它推廣到了無(wú)限維空間。
The theory of extremal quasiconformal mappings is mainly concerned with the problems of existence and uniqueness of extremal quasiconformal mappings with given boundary correspondence and of the properties and characteristics of extremal quasiconformal mappings 擬共形映射極值理論主要討論給定邊界對(duì)應(yīng)的擬共形映射族中極值映射的存在性、唯一性、及極值映射的性質(zhì)與特征刻劃等問(wèn)題。
Abstract : calculation formulas are established based on the functions of given movement and dynamical conditions by means of extremum theory , making analytical design of an offset slider - crank mechanism more convenient and good for extend 文摘:本文根據(jù)偏置曲柄滑塊機(jī)構(gòu)的運(yùn)動(dòng)特性和傳力特性所建立的函數(shù)關(guān)系,運(yùn)用極值理論推導(dǎo)出給定條件下傳力特性最佳的計(jì)算公式,大大方便了設(shè)計(jì)應(yīng)用,值得推廣。