多标
- 网络multi-marked
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近年来许多国外学者通过对汇率、股票收益率、黄金价格等金融市场实证数据的分析,发现了这些数据所具有的另一种重要的非线性特征&多标度分形(Multifractal)特征。
Many recent researches with empirical data have demonstrated that financial data has another important nonlinear feature - multifractal .
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结果表明能量分布普遍地表现出多标度分形特性,但相同q值Dq的时间变化或Dq~q谱形态变化不明显。
The results show the energy distribution possesses multifractal characteristics universally , however , the temporal changes of Dq values and spectral forms of Dq-q are not obvious .
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多标度分形理论及其在语音质量客观评价中的应用
Multifractal theory and its application to objective measures of speech quality
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华北地区地震分布多标度分形特征的初步研究
A preliminary study on the multi-fractal of earthquake distribution in North China
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一类多标度分形介质膜系的反射率
Reflectivity of a kind multi & scale fractal film system
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中国股市多标度的幂律分布与相关性关联研究
Relation between Correlation and Power-law Distribution of Multiscale for Chinese Stock Market
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最后讨论了准晶共轭结构的多标度分形特征。
Finally , it discusses the multiscale fractal feature of quasicrystal conjugate structure .
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中国国债收益率的多标度分析
The Multi-scaling Characters Analysis of China Treasury Bonds Market
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深圳股票市场多标度分形特征研究
Research on the Multifractal Characteristic of Shenzhen Stock Market
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流域水系的多标度分形研究及应用
The approach and application of multifractal on Drainage Basin
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裂隙网络多标度分形计算机模拟
Computer modelling of the multifractal of fracture network
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企业多标一体化整合方略探研
A study on Enterprise Integrated Multi-standard Consolidation Strategy
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资产波动多标度自相似性和层次结构特征
Multiscale Self-Similarity and Hierarchy Properties of Asset Volatility
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地震活动多标度分形特征及预报应用
Characteristic and Application of Seismicity Multi-fractal
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金融市场多标度分形现象及与风险管理的关系
Multifractal phenomenon and financial risk management
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结果表明,多标分形介质膜系的反射率具有分形的自相似特征。
The numerical result shows that there is self similarity in the reflectivity of dielectric film system .
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同时将地震序列的局域化标度及非线性修正与断层的多标度分形联系起来,为断层分割的几何提供一个普适算法。
Combining local scaling of seismic sequence with nonlinear correction and fault multi-scaling fractal , a universal algorithm was proposed .
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与单分形相比,多标度分形更能刻画径流系统演变过程中的不均匀性。
Compared to single fractal , multi-fractal is better to depict asymmetry in the process of the stream flow evolution .
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本文正是根据金融市场多标度分形特征的理论假设,对β系数的多尺度特征进行了研究。
According to the hypothesis that financial market is multifractal , this paper researches the multi-scaling characteristics of the β coefficients .
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应用多标度展开法,以波幅为扰动参量作展开,解析上得到了一般的非线性共振条件。
Applying a multi-scale expansion method with the wave amplitude as the perturbation parameter , a general nonlinear resonance condition is analytically derived .
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价格变化多标度行为的发现是金融市场标度理论的一个最新的具有重要意义的进展。
The discovery of the multiscale behavior in the financial markets is a great progress and has important significance in the theory and practice .
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在单一键电导分布情形下,得到了电阻的标度行为、电流分布的多标度分形谱和噪声指数。
First , in the case of unique bond conductance , we obtain the resistance scaling behavior , multifractal spectrum of current distribution and noise exponent .
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本文应用多标度分形理论,提出了描述岩体裂隙网络中裂隙分布不均匀性的新指标&岩体裂隙网络的不均匀系数。
A new index & inhomogeneous coefficient of fracture network has been set up on the basis of multifractal , which describes the inhomogeneity of fracture network of rock mass .
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提出了在风险管理中引入多标度分形理论和方法的全新风险管理研究思路,并实证检验了这一研究思路的可行性。
A new idea that the multifractal theories and tools can play important role in the studies of financial risk management are firstly put forward , and its feasibility is also tested . 5 .
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概述了与金融市场研究有关的分形及多标度分形理论;考察了经济系统中的多标度分形现象,并实证研究了中国股票市场的多标度分形特征。
Fractal and multifractal theories relative to financial markets are summarized . The multifractal phenomenon in economic systems is investigated , and the multifractal characteristic of Chinese stock market is also empirically studied . 4 .
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然后,以招商银行金葵花焦点联动系列的一款挂钩四只银行股的产品为例,阐述如何对多标的结构性产品进行定价分析。
Then we will take the " golden sunflower " focus linkage series which lind selected bank stocks issued by China Merchants Bank as an example , to explain how to price multiple-objects structured products .
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然后,研究了每一个国债日收益率时间序列的价格波动结构,结果表明中国的国债市场也表现出一定程度上的多标度特征;
Then , it also studies the price fluctuation structure of each bond ′ s daily return series well , and the results show that there is to some extent multi-scaling characters for China treasury bond market .
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其中蒙特卡罗技术由于具有比较灵活且易于实现、估计误差及收敛速度与解决问题的维数独立等两个明显优势,从而能够较好地解决基于多标的变量的高维衍生证券的定价问题。
Monte Carlo technique has two obvious advantages , the first is very flexible and easy to implement and the second is estimated error and convergence rate and independence of dimension of solving problem , which can be able to solve multiple high-dimensional derivative securities pricing .
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最后提出了一种简化的旋转标定方案,该方案只需要一个标准球,通过旋转工作台带动标准球旋转及Z轴移动即可得到多个标定点。
Finally , a simplified rotation calibration program is proposed , which only needs a standard ball .
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一种采用LLE降维和贝叶斯分类的多类标学习算法
Multi-label learning by LLE dimension reduction and Bayesian classification