forecasting risk meaning in English
预测风险
Examples
- In fact , no matter to the means or the subject of investment , invest analysis always follow the same model - first , forecast the profit of invest programs ; secondly , emend it according to different period and risk rate ; then , arrange the invest programs according to forecasting risk and repay , select a suitable one
从本质上看，无论投资工具或投资主体，投资分析总是遵从同样的模式，即预测各投资方案的收益额，根据不同的时间和风险度加以校正，然后根据预期风险和预期回报等，对各投资方案进行排列，选择适宜的方案。 - So it can avoid risk of model and computer rightly the var of extreme event . this article presents the theory of extreme value and character of tail of distribution and gives the example of var with index of shanghai stock market by evt , then compares the var result of different computation methods and concludes that traditional var method is static state model and var with evt is dynamic conservative model and has the ability of forecasting risk out of sample comparing to historical simulation method
本文系统地阐述了极值理论和极值分布特征，以上证指数为例，将极值理论应用于风险价值的计算，并将应用结果与传统var方法计算的结果进行了比较分析，最后得出结论：传统的var计算模型是静态的模型，应用极值理论计算var的模型是动态的、相对保守的模型；与历史模拟法相比较，极值理论具有超越样本的预测能力。