mean-reversion process的意思|示意

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均值回归过程


mean-reversion process的网络常见释义

均值回归过程 ...1) - docin.com豆丁网 tion, GBM)、算术布朗运动(arithmetic Brownian motion, ABM)和均值回归过程(mean-reversion process, MRP)等模型。

mean-reversion process相关例句

Stock value is represented by stock price directly or indirectly. After market price deviates from its intrinsic value, it will follows a dynamic moving process, either bubble or mean reversion.

股票价值直接或间接表现为股票价格,股票市场价格偏离内在价值一般呈现两种动态演变过程,即价格泡沫和均值回复。

Mean reversion is a tendency for a stochastic process to remain near, or tend to return over time to a long-run average value.

均值回归是指随着时间的向前推进,一个随机过程向其均值靠近的趋势。