3 . making the 20 weeks returns ratios ( from november 14 , 2005 to april 7 , 2006 ) of the debt index of shanghai security , the ingredient index of shenzhen security as a sample , and make the empirical analysis to the commonly using risk measure method , such as variance , lpms , var 3 .以上证国债指数、深证成分指数在2005年11月14日到2006年4月7日共20个周收益率为样本,对常用的方差、 lpms 、 var风险度量方法进行了实证分析。
Based on sample of the index from april 3 , 1991 to may 31 , 2001 , arima models have been built with tsp computer software guided by route of " from general to specific " . the models built have better fit goodness and one point forward prediction is highly precise . but ultra - sample prediction by c + + program shows prediction precision reduces fast as the length of prediction grows , long term prediction of the index is impossible 建模表明利用tsp统计软件结合从“一般到特殊”的建模方法,所建的模型对已有数据的拟合较好,向前一步单点预测准确性较高,但利用c语言程序进行进一步分析表明时间序列分析模型对深圳成分指数的长期预测效果明显降低。
The stable distributions of shenzhen stock sub - index ( szsi ) and shanghai stock composite index ( shci ) are discussed , and the portfolio problems of probability criterion and chance - constrained programming are also analyzed . the main contents and results are as follows : 1 . the basic theories of univariate stable distribution and multivariate stable distributions and stable stochastic processes are introduced 本文对深圳成分指数( szsi )以及上海综合指数( shci )的稳定分布、概率准则投资组合问题以及机会约束投资组合问题进行了研究,主要内容及研究结果如下: 1 .介绍了一元稳定分布以及多元稳定分布与稳定随机过程的基本理论。
成分: composition; component part; ...指数: index number; index分指数: subindex成分指令: constituent command分指指数: grouindex积分指数: exponential integral; integral exponential筛分指数: screen index水分指数: moisture index微分指数: differential exponential脱氧积分指数: deoxygenation integral index混合物成分指示器: mixture indicator成分季度指数: component quarterly index恒生指数成分股: hang seng index constituent stock分指令: split instruction分指指: group index恒生指数主要成分股: major hang seng index constituent stock恒生中型股指数成分股: hang seng midcaindex constituent stock成分: 1.(组成部分) composition; component part; ingredient; constituent; reactant; element; unit 肥料成分 the composition of a fertilizer; 化学成分 chemical composition; 土壤成分 composition of the soil2.(个人成分) one's profession or economic status 阶级成分 class status崩陷分指: collapsibility grading index, Δs; collapsibility grading index, δs不分指手套: mittens分指挥部: sub-command post分指挥局: subcontrol station; subcontrolstation分指挥所: sector command post分指手套: fingered glove分指状的: digitate