1、

This paper we put the extreme value theory ( EVT) into the VaR model, and use the extreme value theory of the threshold model ( POT) to measure the foreign exchange margin trading of extreme risk.

本文把极值理论(EVT)引入VaR模型中,并使用极值理论的阈值模型(POT)来度量外汇保证金交易的极端风险。

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2、

conditional evt for confidence level 99% and conditional t for confidence level 95% is most excellent model to measure var of a stock and b stock market respectively.

置信水平为99%的条件EVT和置信水平为95%的条件t分布模型,分别是测度上证A、B股市场风险效果最好的模型。

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3、

The digital output of ECT/ EVT is sampled value, which is foundation of correct working of relay protection and measuring devices. For sampled service has a strict command of real-time performance, it has a simple mapping method.

电子式互感器的数字输出是采样值,它是继电保护以及计量设备的正确工作的基础,采样值服务具有较高实时性要求,因此采用较为简单的映射。

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4、

Compared with CSF shunt, the advantages of EVT come as follows: lower infection rate, fewer complications, lower morbidity and mortality.

与CSF分流手术相比,神经内镜三脑室造瘘术具有感染机会少,与分流术相关的并发症少,远期死亡率、残废率低等优点。

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5、

Aiming at the phase error of the electronic voltage transformer(EVT) with capacitive divider, a phase compensation scheme was proposed.

针对基于电容分压原理的电子式电压互感器的相位误差,提出了相位补偿方案。

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6、

At present, the main methods of financial market risk measurement are sensitivity analysis, volatility, VaR, stress testing, as well as the extreme value theory ( EVT).

目前,金融市场风险测量的主要方法有灵敏度分析、波动性方法、VaR、压力测试、以及极值理论(EVT)。

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7、

EVT not to measure the whole risk, but can well depict the tail of a distribution.

EVT并非对整个风险进行度量,而是在尾部分布刻画上有较好的效果。

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8、

Detection performance has been improved. And lead into Extreme Value Theory ( EVT) to analyze the performance of DPA.

同时引入极值理论(EVT)对检测性能进行分析,得出了检测概率的定量关系式。

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9、

Making use of the two estimation methods of EVT the paper predicts the VaR of Shanghai Securities Composite Index. Then the reliability of the methods has been evaluated by back testing.

主要使用极值理论中的两种方法对上证指数进行VaR估计,并且进行后验测试以评价该方法的可靠性。

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10、

Correlation Research of Shanghai and Shenzhen Stock Market Based on EVT

基于极值理论证券市场风险的相关性研究

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11、

Extreme VaR and its Empirical Analysis Based on EVT and Bootstrap Method

基于极值理论和Bootstrap方法的E-VaR研究和实证分析

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12、

The EVT Electric Motorcycle with Excellent Performance and Its Market

性能优异的EVT电动摩托车及市场

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13、

Returns Distribution in Financial Markets and EVT Risk Measures

金融市场的收益分布与EVT风险测度

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14、

This phase compensation technology has been used successfully in EVT.

该相位补偿技术已成功应用于电子式电压互感器。

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15、

The Application of Financial Market Risk Measurement Based on EVT and Copula

金融市场风险的度量&基于极值理论和Copula的应用研究

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16、

Based on this idea, extreme value theory ( EVT) was raised.

基于这种思想提出了极值理论。

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