(1)历史模拟法(HS,Historical Simulation method) 历史模拟法(HS)是最简单的非参数方法,主要是借助于计算过去一段时间内 的资产组合风险收益率频率分...
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Through the result based on the realistic status, it turned out that the historical simulation method and the improved historical simulation method can simulate the shipping market properly.
通过测算,在两种市场情况下,分别使用原始的和改进的历史模拟法能较好的对航运市场风险予以模拟。
Method Statistical analysis of historical data was adopted to set up computer model of system dynamics and simulation system of Polcy-making.
方法采用历史数据统计分析,建立系统动力学模型及决策模拟系统。
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