Are 1 to 30 numbers or names, arrays, or references that contain numbers for which you want the skewness 用于计算不对称度的1到30个参数,可以是数字,或者是涉及数字的名称、数组或引用
Other hedge fund strategies ( such as global macro and managed futures, for example) have exactly the opposite characteristics. These strategies also reduce standard deviation but tend to increase skewness, or the potential for a pleasant surprise. 另外一些对冲基金策略(例如有管理的期货合约)则会给投资组合带来完全相反的特性:同样会降低标准差,但趋向于增加偏斜度,或者说出现正面意外结果的机会。
Broadly speaking, skewness measures whether there is a relatively high probability of a nasty ( negative skewness) or pleasant ( positive skewness) surprise, while kurtosis measures the probability of an extreme outcome, either positive or negative. 广义说来,偏斜度衡量的是出现负面意外结果(负偏斜度)或惊喜意外结果(正偏斜度)的相对概率,而峰度衡量的是出现极端结果(或正面或负面)的概率。
Skewness is a statistical measure of the uniformity of the distribution of a group of measures. 偏态是对一组分布均匀性测量的统计度量。
The current hype over hedge funds provides a good example of how dangerous it can be to ignore skewness and kurtosis. 当前的对冲基金热,很好地说明了忽视偏斜度和峰度会有多么危险。
Skewness and Kurtosis Test of Normal Distribution for Target Detection Precision 目标探测精度正态分布偏峰度检验设计及应用
Returns the skewness of a distribution: a characterization of the degree of asymmetry of a distribution around its mean 返回一个分布的不对称度:用来体现某一分布相对其均值的不对称程度
Test method for bow and skewness of woven and knitted fabrics 机织织物及针织物的弯曲度及偏斜度试验法
Research on vegetation chlorophyll concentration retrieval model based on kurtosis and skewness of hyperspectral curve 基于高光谱曲线峰度、偏度的植被叶绿素含量反演模型研究
Unfortunately, when skewness and kurtosis are taken into account, this need not be the case. 不幸的是,一旦把偏斜度和峰度考虑进去,事实就并非如此了。
A portfolio selection model with transaction costs under the constraint of higher moments such as skewness and kurtosis was discussed. 讨论了有交易费用的、包括偏度和峰度在内的高阶矩约束的多目标最优投资组合选择模型。
In that case, there is no true free lunch as the investor pays for a lower standard deviation by accepting less appealing skewness and/ or kurtosis characteristics. 在这种情况下,真正意义的免费午餐就不存在了,因为投资者以接受没有什么吸引力的偏斜度和/或峰度特征为代价,买下的却是标准差较低的资产。
Grain-size distribution may be characterized in part by skewness of the distribution. Skewness is a statistical measure of the uniformity of the distribution of a group of measures. 粒径的分布具有偏态分布的特点.偏态是对一组分布均匀性测量的统计度量。
Practically, the application of options implied second moment, implied volatility, is very popular, but the study of implied third moment, skewness, and fourth moment, kurtosis, is seldom. 实务上,选择权价格所隐含之二阶动差(即波动率)应用得非常普遍,但有关所隐含三阶动差(偏态)及四阶动差(峰态)之研究则较为少见。
Study on Fairness of Income Distribution Based on Descriptive Statistics of Skewed Distribution The SUA data was consistent with the skewness distribution and described by Median ± quartile. 收入分配公平性的偏态分布描述方法研究③血清尿酸数据呈偏态分布,以中位数±四分位间距表示。
Adding these strategies to a portfolio will reduce standard deviation but it will at the same time reduce skewness, that is increase the risk of a nasty surprise. 在投资组合中运用这些策略确实能够降低标准差,但同时也会削弱偏斜度,也就是说会增加出现负面意外结果的风险。
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The skewness and kurtosis properties of some hedge fund strategies are definitely more attractive than others. 某些对冲基金策略的偏斜度和峰度特性,肯定会比其它策略更有吸引力。
Study on Control Charts for Processes with Non-Normal Distributions Based on Skewness Correction Method 基于偏度校正的非正态质量控制图的方法研究
Several hedge fund strategies ( such as fixed income arbitrage, merger arbitrage and distressed securities) tend to have quite awkward skewness properties. 多项对冲基金策略(比如固定收益套利、合并套利以及减值证券)往往会给投资组合带来很糟糕的偏斜度特性。
Nonlinear Futures Hedging Model Based on Skewness Risk and Kurtosis Risk 考虑偏度风险和峰度风险的非线性期货套期保值模型
Digging in surface with fertilization and hoeing down the herbs were good reclaiming methods by causing the positive and appropriate values of skewness. 而浅翻施肥和全锄使立竹秆径偏度为正值且大小适当,是效果较好的垦复措施。
With increasing convective Mach number the skewness and flatness factors increase a little, and the peak positions move outwards. 随着对流马赫数的增加,脉动的偏斜性和间歇性略有增加,并且其峰值对应的位置向混合层外侧移动。
Have analysed the bridge skewness influence to the inner force of the main beam. 分析了桥梁斜度在顶推全过程中对主梁内力的影响。
Considering the skewness and VaR, we construct the adjustment model of multi-period portfolio with transaction costs. 本文把单期投资组合拓展到多期,引入偏度和风险度量工具VaR,并考虑交易费用的影响,建立了多期投资组合调整模型。
The correlation between the skewness and the kurtosis of the sea surface elevation is also discussed. 文中还讨论了波面偏度和峰度的相关关系。
The application of skewness and kurtosis to the studies on particle distribution 偏度和峰度在粒子谱研究中的应用
The asymmetry in financial time series mainly related to the skewness and kurtosis of distribution. 金融时间序列的不对称性问题主要涉及其分布的偏度和峰度问题。
Finally, there exists significant skewness in marginal distribution, as well as in dependence structure. 最后,边际分布和相关性结构中都存在显著的偏度。
Sorting and skewness showed no significant linear positive correlation; and with kurtosis showing almost no relevance. 分选性与偏度呈现不显著线性正相关;与峰度几乎没有相关性。