orthogonal factor model meaning in Chinese
正交因素模型
Examples
- Orthogonal factor model
正交因素模型 - In chapter one , we argue about how to choose factors with influence stock market results , build orthogonal factor model and give the factors meaning of matrix . in addition , we improve apt in three ways . firstly quote suppositional variable , which makes apt in consistent with the economic objectivity in reality
同时,对原有的apt模型的作了以下改进: ( 1 )引入虚拟变量,这是因为考虑到股票市场上的人为地、不确定的因素较多,譬如交易规则的显著变化、证券法的实施等,这样引入虚拟变量可以使apt与现实经济的客观性相符。