2) local risk minimization
局部风险最小
1.
We give the minimal martingale measure under this model and consider the hedging problem of the unit-linked life insurance contract under local risk minimization.
单位联系保险合约的偿付额与金融市场中某特定股票的价格有关,我们考虑一同时描述金融市场和保险群体不确定性的模型,其不完全性来源于股价的混合扩散和保险个体的死亡,我们给出该模型下的最小鞅测度并在局部风险最小准则下考查单位联系寿险合约的套期保值问题。
4) risk minimization
风险最小化
1.
According to the security investment theory of Markowitz,this paper presents aCaculation method of portfolio investment under the risk minimization,and some mathematic expres-sions of the efficient frontier for portfolio investment are conducted.
根据马科维兹的证券投资理论，提出了风险最小化下证券组合投资的计算方法，给出了证券组合有效边界的数学表示，并证明了此有效边界是平面上的一条抛物线。
2.
We discuss the problem of portfolio investment with risk minimization subject to nonnegative investment proportional coefficient.
研究非负投资比例系数约束条件下,实现风险最小化的组合证券投资问题。
6) structural risk minimization
结构风险最小化
1.
Study on noise reduction in singular value decomposition based on structural risk minimization;
基于结构风险最小化原则的奇异值分解降噪研究
2.
SVM(Support Vector Machine) is a structural risk minimization principle based on classification algorithm,and it has achieved higher generalization performance with small number of samples than other classification algorithms due to its perfect theoretical properties.
SVM(SupportVectorM ach ine)是一种基于结构风险最小化原则的分类算法,由于其完善的理论基础使其在小样本模式识别中表现出比其他算法更好的泛化能力。
补充资料：局部
一部分；非全体：～麻醉 ㄧ～地区有小阵雨。
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