英德
有道
百度
谷歌
图片
维基
百科
复合正态分布
compound normal distribution
- 在连续时间下假设资产的价格服从随机扩散过程，引入参数不确定性，利用随机动态规划方法推导出风险资产最优配置的封闭解，使投资者的终期财富期望幂效用最大；在离散时间下假设风险资产的连续复合月收益率服从独立同分布的正态分布，通过贝叶斯学习准则，以上证综合指数不同区间段的两个样本做实证研究。
In continuous-lime framework, assuming that asset price follows stochastic diffusion process, it introduces parametric uncertainty, and applies stochastic dynamic programming to derive the closed-form solution of optimal portfolio choice, which maximizes the expected power utility of investor's terminal wealth; in discrete-time framework, continuous compounding monthly returns of risky asset are assumed to be normal i.1.d., it applies the rule of Bayesian learning to do empirical study about two different sample of Shanghai Exchange Composite Index. - 摘要首先对广义分布式天线系统的复合信道模型，如瑞利对数正态衰落信道模型，进行了分析。
The composite channel models of the generalized distributed antenna system (GDAS) such as Rayleigh-lognormal fading are studied.
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中国词汇量第二的英语词典
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