Analysis on Pricing of Causal Compound Real Options with Variable Interest Rate 利率变化时的因果复合实物期权定价分析
The segmentation by taking production attribute utility as segmentation variable is based on causal variable rather than descriptive one. 以产品属性效用为细分变量是建立在因果关系变量而非描述性变量基础上的一种细分方法。
The simulation shows that this algorithm can find the right direct causal variables of the object variable. Compared with other algorithms, it is more robust to the change of data and threshold. 仿真试验表明,该算法能很好地搜索出目标变量的直接因果,与其他算法相比,对于数据、门限的变化更具鲁棒性。
The second chapter establishes prediction model based on screening and analyzing various economic variables which affect the price of coal, according to economic theory causal relations and statistical significance test to find a suitable explanatory variable. 第二章对影响煤价的各个经济变量进行筛选和分析,通过经济理论关系和格兰杰因果关系检验的统计显著性找出适合的解释变量。
This research involves three variables: the attachment ( causal variable), the emotion ( handled variable), the interpersonal trust ( outcomevariable). 本研究涉及三个变量:依恋(原因变量)、情绪(可操纵变量)、人际信任(结果变量)。
Then stationarity of time series for the data has been examined by adopting AD method, followed by cointegration test and Granger causal relation test against each macroeconomic variable and Shanghai Stock Exchange index respectively. 然后,运用AD方法检验数据时间序列的平稳性,接着对各宏观经济变量对上证指数进行协整检验和Granger因果关系检验。