index replication meaning in Chinese

索引重复

Methods and arithmetic models of stock index replication
证券价格指数复制的方法与算法模型
Based on the review of the evolutions of stock indices and the innovations of index products , this article discussed the different methods of index replication , and then sum med up those researches on different methods , arithmetic models and their implications , including quadric programming , lineal programming , robust regression , monte carlo simulation and genetic algorithm , etc . aiming to give a technical reference for index derivatives design , index arbitrage , and indexing investment
摘要在回顾证券价格指数演变及指数衍生品创新的基础上，探讨了指数复制的不同方法，进而从文献综述的角度对证券价格指数复制中涉及到的方法与算法模型进行整理，总结了二次规划、线性规划、鲁棒回归、蒙特卡洛模拟以及遗传算法等不同方法与模型的具体应用，为指数衍生品产品设计、指数套利以及实施指数化投资策略提供技术参考。