variance n. 1.變化,變動(dòng),變更;變度,變量;【統(tǒng)計(jì)】(平)方(偏)差。 2.(意見等的)相異;不和,沖突,爭論。 3.【法律】訴狀和供詞的不符。 at variance with 和…不和;和…不符 (at variance with the facts 不符事實(shí)。His conduct is at variance with his words. 他言行不符)。 set at variance 使不睦,離間。
matrix n. (pl. matrices 或matrixes) 1.【解剖學(xué)】子宮;母體;發(fā)源地,策源地,搖籃;【生物學(xué)】襯質(zhì)細(xì)胞;間質(zhì);基質(zhì);母質(zhì)。 2. 【礦物】母巖;脈石;【冶金】基體;【地質(zhì)學(xué);地理學(xué)】脈石;填質(zhì);雜礦石。 3. 【印刷】字模;型版,紙型;鑄型,陰模。 4.【陣】(矩)陣,方陣;母式;【物理學(xué)】間架;【無線電】矩陣變換電路。 5.【染】原色〔紅黃藍(lán)白黑五種〕。 the matrix of a nail 【解剖學(xué)】指甲床。
matrix, the 駭客任務(wù),又名:二十二世紀(jì)殺人網(wǎng)絡(luò)或黑客帝國
Under a certain conditions on variance matrix invertibility , we show that the optimally weighted ls estimate outperforms the linear minimum variance estimate provided that they have the same priori information 因此,我們討論了在相同已知信息的情況下,即最優(yōu)加權(quán)最小二乘估計(jì)也利用有關(guān)被估參數(shù)的先驗(yàn)信息時(shí),二者的估計(jì)性能。
Two indexes was calculated to estimate the best bands union for color combination , one is optimum index factor ( oif , the sum of standard deviation divided by the sum of correlation coefficient . ) , the other is the determinant of the co - variance matrix . it can be seen from the result that for color combination the original optimal bands were tm 4 , 3 , 7 and tm 4 , 3 , 5 , the best mixed images were mnf1 , br and ndvi 以協(xié)方差矩陣行列式值和最佳指數(shù)值(組合波段標(biāo)準(zhǔn)差之和除以相關(guān)系數(shù)之和)為評價(jià)標(biāo)準(zhǔn),得出對于tm原始波段而言,最佳的彩色合成組合是tm4 、 3 、 7和tm4 、 3 、 5 ;綜合幾種變換圖像的彩色合成的最佳組合是mnf1 、 br 、 ndvi 。
For a general linear model ( input matrix is deterministic ) , under a certain conditions on variance matrix invertibility , the two estimates can be identical provided that they have the same priori information on the parameter under estimation . even if the above information is unknown only for the optimally weighted ls estimate , the sufficient condition and necessary condition , under which the two estimates are identical , is derived . more significantly , we know how to design input of the linear system to make the performance of the optimally weighted ls estimation identical to that of the linear minimum variance estimation in case of being lack of prior information 在一般線性模型(即輸入矩陣為確定性)下,當(dāng)兩種估計(jì)都利用有關(guān)被估參數(shù)的先驗(yàn)信息時(shí),二者在方差陣可逆的一定條件下可達(dá)到一致;當(dāng)最優(yōu)加權(quán)最小二乘估計(jì)不利用此先驗(yàn)信息時(shí),存在二者一致的充分條件和必要條件,進(jìn)而找到一種設(shè)計(jì)輸入矩陣的方法,使得在先驗(yàn)信息缺乏的條件下,仍可利用最優(yōu)加權(quán)最小二乘估計(jì)達(dá)到與線性最小方差估計(jì)一樣優(yōu)越的估計(jì)性能。
When the covariance matrix formed by securities yields is non - oppositive definite , we provide the model with transaction costs , which risk is variance matrix risk . when the covariance matrix formed by securities yields is not exist , the risk we use is absolute deviation risk and semi - absolute deviation , which is differ with traditional risk such as variance matrix risk or semi - variance matrix risk 在證券收益率協(xié)方差陣不一定存在時(shí),給出了不同于以往以證券收益率間的方差或是半方差為風(fēng)險(xiǎn)度量指標(biāo)而是以絕對離差為風(fēng)險(xiǎn)指標(biāo)和以半絕對離差為風(fēng)險(xiǎn)指標(biāo)的含有交易費(fèi)用的證券組合投資模型。
Chapter 2 : using a so - called variance matrix , we studied the propagation and the focusing characteristics of the paraxial light beams . the quantities characterizing the gross features for a paraxial optical beam , such as the beam width , the divergence , the curvature radius of the wavefront , the complex beam parameter q . and the beam quality factor , are related by using variance matrix 第二章:闡述了常數(shù)折射率介質(zhì)中光束的傳輸和聚焦,建立了表征傍軸光束總的特征的量,如:束寬、衍射發(fā)散角、波前曲率半徑、復(fù)光束參數(shù)q與變換矩陣的關(guān)系,得到了光束質(zhì)量因子和變換矩陣行列式的定量關(guān)系。
Following , making development study from the three directions : the first one is how to reduce calculation when to use markowitz model . this text has improved the efficient frontier of markowitz model utilizing free risk assets , and reduced calculation about revenue rates " co - variance matrix utilizing single or multiple factors , and so on . the second one is to add thinking factors about , such as transaction fee , fund limitation , lowest transaction unit ' s limitation , risk measures and exchange rate risk of international portfolio securities , so as to make markowitz model closer to our country ' s practice 接著,分三今方向?qū)arkowitz模型進(jìn)行了拓展研究:第一個(gè)方向是運(yùn)用markowitz模型時(shí)如何減少計(jì)算量,本文利用無風(fēng)險(xiǎn)資產(chǎn)來改進(jìn)markowitz模型的有效邊界,利用單因子或多因子模型來減少收益率協(xié)方差的計(jì)算量等等;第二個(gè)方向是增加考慮因素,諸如交易費(fèi)用、資金限制、最小交易單位限制,風(fēng)險(xiǎn)測度和國際組合證券的匯率風(fēng)險(xiǎn),使markowitz模型更貼近我國的實(shí)際;第三個(gè)方向是對markowitz模型進(jìn)行動(dòng)態(tài)拓展研究,提出了將證券收益率看成是隨機(jī)序列時(shí)的投資決策模型,深入研究了m ? v有效邊界隨資產(chǎn)品種數(shù)增加而發(fā)生的漂移,并用解析方法和幾何圖形描述了漂移的軌跡和方向。