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均值回归

网络mean reversion; reversion to the mean; mean-reverting

均值回归

网络释义

均值回归

mean reversion

均值回归理论(The Theory of Mean Reversion)认为从长期来看，股票价格呈均值回归（Mean Reversion）。本文对近些年均值 …

reversion to the mean

基于一个称为均值回归(reversion to the mean)的统计现象，属于高本益比的股只可能在一段长时间内滞后于大市，反之亦然。 …

mean-reverting

企业利润向来都有均值回归（mean-reverting）的特性，虽然背后原因不一而足，但无论如何，当前利润占GDP百分比空前高企 …

regression to the mean

这是向均值回归（regression to the mean）现象的一个实例。第一次考试的极端分数（极高或极低）有可能，至少是部分由于 …

Mean regression

行为金融学有关词汇及其解析... ... Mass behavior 大众行为 Mean regression 均值回归 Media distortion 媒体失真 ...

Regression Toward the Mean

台湾佛教网路论坛 -> 聊斋：台湾经济 ... 18 均值回归 Regression Toward the Mean 19 公地悲剧 The Tragedy of the Commons ...

mean reverse

... Game Theory与投资心理学市场是活的 均值回归(mean reverse)现象资料挖掘过程中可能造成的过度配适(over-fitting)。

The average value regression theory

均值回归（The average value regression theory）从理论上讲应具有必然性。因为有一点是肯定的，价格不能总是上涨或下跌…

例句：

Hearing Parker 's Southern cadence as he preaches about mean reversion hits home.

帕克用南方口音告诉你均值回归是如何害人的。

But mean reversion never anticipates anything out of the ordinary .

但均值回归永远无法预测超乎寻常的事情。

S. , with suggesting the long-run price reversal phenomenon in the market .

意味市场未来价格变动存在长期价格反转的现象，亦即均值回归。

Considering indetermination, mean regression forecast model is adopted to simulate redound of mineral product price .

考虑不确定性，采用均值回归预测模型模拟矿产品价格波动。

Further analysis indicates that profitability ratio exhibits strong mean reversion property .

同时，上市公司的赢利能力有着较强的均值回归特性。

But they must eventually return to these norms through "mean reversion" , creating the endemic booms and busts of cycles .

但是，房价通过均值回归（meanreversion ）必然回到正常水平，从而造就特定的周期性房地产的繁荣与萧条。

The market is always reverting to the mean except when it doesn't.

市场总是在均值回归，但它也有不均值回归的时候。

A subtle variant of the mean reversion case is put forward by Jeremy Grantham of the fund management group GMO.

GMO 基金管理公司的杰若米•格兰森提出均值回归实例的一个微变量。

We find that the mean reversion is the significant factor and is embed into implied volatilities in the Taiwan and S&P 500 options markets .

实证结果发现，不管在台湾市场或者美国 S&P500 的隐含波动率均有内含均值回归之因子且非常显著。

In other words , Eckhardt was saying that they were not mean reversion traders .

换句话说，埃克哈特的意思是，他们不是均值回归交易者。

Mean reversion works almost all of the time .

大部分时间都有均值回归的现象发生。

The empirical data of PPP enigma are that time for mean conversion is long and PPP theory is untenable in short time .

购买力平价假说之谜的实证表象是均值回归时间较长，致使购买力平价理论在短期内不成立。

Mean-reversion Analysis of Closed-end Fund Discount and Investment Strategy

我国封闭式基金折价率均值回归与投资策略分析

Mean Regression of Corporate Earning Capacity

上市公司盈利能力的均值回归性研究

均值回归

均值回归

mean reversion

reversion to the mean

mean-reverting

regression to the mean

Mean regression

Regression Toward the Mean

mean reverse

The average value regression theory

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