| 1. | Study for portfolio risk based on extreme value theory
基于极值理论的资产组合风险研究 |
| 2. | In this thesis , the extreme value theory of p - max style is studied
本文主要对p - max型极值理论进行了初步的研究。 |
| 3. | Indoor radon distribution in switzerland : lognormality and extreme value theory
瑞士室内氡气分布：对数常态及极端值理论。 |
| 4. | The application of multivariate extreme value theory in operational risk quantification
多变量极值理论在银行操作风险度量中的运用 |
| 5. | In this paper , global and local indoor radon distributions are modeled using extreme value theory ( evt )
本文中全球及地区室内氡气浓度分布使用极端值理论。 |
| 6. | Operational risk measurement models , such as basic indicator approach , standardized approach , internal measurement approach , loss distribution approach and extreme value theory etc , all have some shortcomings
摘要操作风险计量模型有基本指标法、标准法、内部衡量法、损失分布法、极端值模型等，各种模型都存在一定的缺陷。 |
| 7. | The extreme values which lies in the tail are some rarely happened events that have significant influence . extreme value theory ( evt ) is the statistical model to study the behavior of extreme v alues
分布在尾部的点都是一些极少发生但又具有显著影响的观测值，或者称为极值，极值理论是对这些极值提供统计分析的模型。 |
| 8. | The variational inequality has close relations with the theory of extreme value theory and partial differential equation , therefore , it has been extended to infinite dimensional space during the progress of relevant studies
他们研究的变分不等式具有如下形式：这种变分不等式与极值理论和偏微分方程都有密切联系。因此人们在研究中已经把它推广到了无限维空间。 |
| 9. | Along with a price limit and capital requirement , the existence of a margin decrease the likelihood of a customer defaulting , a broker going bankrupt and systemic instability of the futures market . this paper applies sub - theories of generalized pareto distribution inherited from extreme value theory to examine the margin policy for price extremal movements
本文运用极值理论的广义帕累托分布( gpd ) ,对以上证180指数和深证100指数为标的的股指期货保证金进行了研究,并且将之与正态分布假设下的保证金水平进行比较。 |
