1) minimum-variance portfolio
最小方差组合
2) Minimum Variance Portfolio
最小方差证券组合
3) global minimum variance portfolio
全局最小方差证券组合
4) the minimum varance set
最小方差集合
1.
In the paper,researching into the minimum varance set,we proved that the risk of optimal portfolio may not reduce at the same expected return on increasing securities number and gave the full and essential condition of distinguishing invalid security under risk non-reducing.
以证券组合投资之最小方差集合为研究对象,证明了随着证券数目的增加,对应相同的期望收益率,最优投资组合的风险不一定必然减少;并给出了在风险不减少情况下无效证券差别的充要条件。
5) minimum variance
最小方差
1.
Controller performance assessment method of minimum variance based on adaptive filter;
基于自适应滤波器的最小方差性能评价方法
2.
Inverse design approach for minimum variance observers;
最小方差观测器逆设计实现方法
3.
It only needs routine closed-loop operating data and knowledge of the process time delay using minimum variance as a benchmark in controller performance assessment.
用最小方差准则来评价控制器的性能,仅需过程变量的常规闭环操作数据和过程的时间延迟特性。
6) least-square
最小方差
1.
In the paper,it has been discussed that the approach of determining weights considering the expert s level with geometric mean and least-square for multi-objective group hierarchical decision making,the example is given.
应用几何平均和最小方差等概念,探讨了多目标群体层次决策中考虑决策者水平的权重确定方法,并用实例给予了验证。
2.
The quantitative synthetical appraisement model combined weighted setting value statistic and attribute mathematics and least-square etc.
应用加权集值统计、属性数学和最小方差等方法 ,建立了考虑专家水平的量化综合评估模型 ,对土木工程质量进行多目标多人的综合评估 ,并给出计算实例 。
3.
The track initiation of multi-target in dense noisy environment is concerned A method combined improved Hough transform and least-square criterion is proposed.
主要研究杂波密集环境下多目标航迹起始问题,提出一种改进Hough变换和最小方差准则相结合的航迹起始方法。
补充资料:最小方差估计
分子式:
CAS号:
性质:在系统模型辨识过程中,寻求使实际测量与计算值间的方差达到最小的参数作为参数的估计值的方法。
CAS号:
性质:在系统模型辨识过程中,寻求使实际测量与计算值间的方差达到最小的参数作为参数的估计值的方法。
说明:补充资料仅用于学习参考,请勿用于其它任何用途。
参考词条