1) risk similarity
风险相似度
1.
The main contributions include:Concept of clustering based on dynamic parameter mining are defined,the concepts over bank loan databases,such as g-mean,the-similar of cluster,and risk similarity,a CSMA(clustering strategy mining algorithm) algorithm based on dynamic parameters mining are proposed,the effect on different parameters is analyzed.
定义了聚类动力学参数挖掘概念、g-平均、簇的-相似、风险相似度等概念,提出基于聚类动力学参数挖掘的聚类策略挖掘算法CSMA(clustering strategy mining algorithm),分析了该策略在不同参数下对实验结果的影响。
2) Risk-weighted similarity
风险加权相似度
3) coherent risk measure
相容风险测度
1.
Structure sharpe ratio based coherent risk measure;
基于相容风险测度的结构夏普比率
4) coherent risk measures
相关风险测度
1.
Conditional g-expectation and coherent risk measures;
条件g-期望与相关风险测度
5) coherent risk measures
相容风险测度
1.
They are acaptable set and coherent risk measures.
介绍了测度金融风险的数理基础的基本概念:可行集和相容风险测度,给出了一些常用的风险测度方法和它们的优缺点。
补充资料：风险投资的风险
风险投资的风险是指投资活动中人们不希望的后果出现的潜在可能性。
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