A subtle variant of the mean reversion case is put forward by jeremy grantham of the fund management group gmo 原譯: gmo基金管理公司的杰若米?格蘭森提出均值回歸實例的一個微變量。
With the distinct feature of memory industry in the semiconductor industry , the chapter adopts mean reverting process to describe the value of investment project and uses matlab program to compute v * 針對半導體產業中存儲器產業的特殊性,采用均值回歸過程對其進行了基本的分析,并基于matlab軟件編寫了計算廠’的程序。
The price is an average of their assessments , it follows a trend but it is impossible ever to be sure whether a rise or fall represents a deviation , subject to mean reversion , or a shift in the trend itself 他們的平均估值就是價格,它遵循一個趨勢,但永遠也不可能確定,價格的上漲或下跌代表著價格偏離(這種情況下隨時可能出現均值回歸) ,抑或是趨勢本身的轉變。