conditional risk
英 [kənˈdɪʃənl rɪsk]
美 [kənˈdɪʃənl rɪsk]
有条件的风险
双语例句
- With the use of Monte Carlo simulation technology, the minimum conditional value at risk ( CVaR) of the different confidence level and the composition of assets related are also analyzed.
在不同的电力交易市场中分配容量与证券市场中的资产组合类似，可通过建立均值&条件风险价值模型进行优化。 - Research on Dynamic Hedging Model Considering Conditional Higher-order Moments Risk
考虑条件高阶矩风险的动态对冲模型研究 - Conditional Logistic Regression Analysis on Risk Factors of Colorectal Cancer
大肠癌相关因素的条件logistic回归分析 - This article uses data from Shanghai A type stock market and originally measures the conditional expectation of correlation risk and idiosyncratic volatility by DCC-MV GARCH model.
本文采用上海A股市场的月收益率数据，率先使用DCC-MVGARCH模型，刻画了时变的个股间预期条件相关性和个股的预期条件特质波动率。 - Dynamical Power Purchasing Model for Power Supply Company Based on Fractal Conditional Value at Risk
基于分形条件风险价值的供电公司动态购电组合模型 - Case-control study of conditional logistic regression on risk factors of perinatals 'birth defects
围产儿出生缺陷危险因素的Logistic配对研究 - Conditional Value at Risk Based Optimization of Power Purchasing Portfolio in Multiple Electricity Markets and Risk Management
基于条件风险价值的购电组合优化及风险管理 - On estimation of conditional risk of k-NN prediction of k-NN under general loss risk
一般损失下K近邻予测后验风险的估计 - The Complete Convergency of the Conditional Risk Estimates in NN Prediction
最近邻预测问题中条件风险估计量的完全收敛性 - A case-control study and conditional logistic regression analysis of risk factors for cerebrovascular disease
脑血管病危险因素的病例&对照研究及条件Logistic回归分析 - The strong convergence of the estimates for the conditional risk functions in k-NN discrimination and prediction
在K&NN判别和预测中条件风险函数的估计量的强收敛性 - A conditional logistic regression analysis of risk factors on pregnancy-induced hypertension
妊娠高血压综合征危险因素的Logistic回归分析 - Almost sure convergence of conditional risk of N-N prediction for unbounded random variables
无界变量最近邻预测条件风险的a.s.收敛性 - Under suitable conditions we obtained precise asymptotic behavior of linear empirical Bayes estimator and its conditional Bayes risk.
在适当条件下，证得了线性经验Bayes估计和它的条件Bayes风险的精确渐近结构。 - Value at risk ( VaR) and conditional value at risk ( CVaR) are the most frequently used risk measures in current risk management practice.
在目前各类风险管理实际操作中，ValueAtRisk（VaR）和ConditionalValueatRisk（CVaR）是最常用的风险度量方法。 - Application of conditional value at risk measurement in bank's optimal portfolio
条件风险价值度量方法在银行投资组合优化中的应用 - An analysis of the conditional probability in the geological risk factors
地质风险因素的条件概率分析 - This paper intends to extend risk model with disturbance by using random time transformation firstly, and then study the conditional ruin probability of the risk model.
本文首先利用随机时刻变换推广了一类带干扰的风险模型，然后讨论这类风险模型的条件破产概率。 - A Method of Solving Multiobjective Conditional Value-at-Risk
多目标条件风险值的一种求解方法 - The Convergence Rates of the Conditional Risk Estimates in NN Prediction under Weaker Assumptions about the Existence of Moments
在较弱的矩条件下最近邻预测问题中条件风险估计量的收敛速度 - ., n, and let Ln be the conditional risk in the nearest neighbor ( NN) prediction under square loss.
Ln是平方损失下最近邻（NN）预测的条件风险。 - Conditional Higher Moments Risk and Dynamic Portfolio in Financial Markets
金融市场条件高阶矩风险与动态组合投资 - Hedging performance is evaluated from a risk-minimization, in-sample tests reveal that the conditional model obtains greater risk reduction than a constant hedge ratio, leads to efficiency gains.
通过效率比较，证实该模型所得到的套期保值比率比起传统方法都具有更好的降低风险能力。 - Taking the conditional value at risk ( CVaR) as risk management index, DistCos purchase allocation among multi electricity trading markets is studied.
采用条件风险价值理论研究供电公司在多个电力交易市场中的最优购电分配策略。 - A performance function is proposed, by maximizing which the level of Reserve at Risk and Conditional Reserve at Risk can be obtained.
提出了一个效能函数，通过对该函数求极值可获得相应的风险备用和条件风险备用水平。 - Two novel reliability indices, named as Reserve at Risk and Conditional Reserve at Risk, are defined for operation of generation system.
定义了适用于市场环境的新发电系统运行可靠性指标&风险备用和条件风险备用。 - Considering the limitations of the evaluation indexes in traditional static voltage stability, this paper used four indexes to evaluate the risk of power system which called static voltage instability probability, expectations cutting load index, load margin at risk and conditional load margin at risk.
考虑到传统的静态电压稳定评价指标上存在的局限性，本文采用静态电压失稳概率、期望切负荷指标、风险负荷裕度和条件风险负荷裕度四个指标来对系统进行分析。 - Economic capital limit is formulated with conditional value-at-risk (), a Coherent Risk Measure. The constraint in the model is approximated with a set of linear functions.
模型采用一致性风险量度&条件风险价值计量经济资本，并用一组线性约束近似地表示CVa限制。 - The optimization model of Conditional Reserve at Risk is proved to be a convex optimal problem.
证明了最优化条件风险价值的模型为凸优化问题。 - Usu-ally missing data are supplement with the estimator of conditions expectation. Being assumption of the parameters or non-parametric structure of conditional expectation. the risk of model mistaken or the non-parametric high-dimensional problem may be produced.
通常会用条件期望的估计来补充缺失数据，条件期望可能被假定为参数或者非参数结构，但是前者会产生模型误定风险，后者会产生非参数高维问题。