搜索结果: 1-15 共查到“Nelson”相关记录19条 . 查询时间(0.107 秒)
Term Structure Modelling by Using Nelson-Siegel Model
Nelson-Siegel model Nonlinear least squares Yield curve estimation
2016/1/27
Zero coupon rates are not observable in the market for a range of maturities. Therefore, an estimation methodology is required to derive the zero coupon yield curves from observable data. If we deal w...
利率期限结构是利率产品定价的基础和核心,对利率市场化具有重要意义。根据我国债券市场的特点,本文对动态Nelson-Siegel模型进行扩展,引入第二个斜率因子,构造双斜率因子动态利率期限结构模型,增强收益率曲线近端的静态拟合和动态预测能力。本文提出的模型嵌套了动态Nelson-Siegel模型,是对动态Nelson-Siegel模型的实质性推广,极大似然比检验证明了第二个斜率因子引入的必要性。本文...
Professor Drew Nelson，The Department of Mechanical Engineering at Stanford University（图）
Professor Drew Nelson The Department of Mechanical Engineering at Stanford University adaptive mechatronic systems
2015/8/7
Research involves development of improved methods for predicting the fatigue life of engineering materials, incuding the effects of manufacturing processes, and investigation of new approaches in the ...
Professor Keith Adam Nelson，The Department of Chemistry at Massachusetts Institute of Technology（图）
Professor Keith Adam Nelson The Department of Chemistry at Massachusetts Institute of Technology
2014/8/21
Our research is aimed at time-resolved optical study and control of condensed matter structural changes and the collective modes of motion through which they occur. How do phase transitions or other c...
无套利Nelson-Siegel模型在中国国债市场的实证分析
国债利率期限结构 状态因子 拟合 预测
2013/3/7
无套利Nelson-Siegel模型形式上具有Nelson-Siegel模型的简约性,本质上是满足无套利假设的仿射类动态模型。本文以Fama-Bliss方法获得的上交所国债利率期限结构为研究对象,利用卡尔曼滤波法方法实证分析了无套利Nelson-Siegel(AFNS)模型在中国国债市场的适用性。研究发现估计出的AFNS模型能够很好反映我国国债市场利率期限结构的动态特征,模型中的三个状态因子能更有...
Removal of UV cutoff for the Nelson model with variable coefficients
Nelson model static space-times ground state ultraviolet limit
2011/9/15
Abstract: We consider the Nelson model with variable coefficients. Nelson models with variable coefficients arise when one replaces in the usual Nelson model the flat Minkowski metric by a static metr...
政府支持企业R&D的政策模拟研究:基于改进的Nelson—Winter模型
技术创新 企业R&D 政策模拟
2012/9/21
技术是经济发展的重要动力,政府在推动企业R&D中采取何种有效政策值得深入研究。在改进Nelson—Winter经典演化经济模型的基础上,引进政府税收因素,研究了政府鼓励创新性R&D政策和鼓励模仿性R&D政策在不同行业的效果。模拟结果发现,对于垄断性行业,政府鼓励创新性R&D要优于鼓励模仿性R&D;而对于竞争性行业,政府鼓励模仿性R&D要优于鼓励创新性R&D。
政府支持企业R&D的政策模拟研究:基于改进的Nelson—Winter模型
技术创新 企业R&D 政策模拟
2011/2/21
技术是经济发展的重要动力,政府在推动企业R&D中采取何种有效政策值得深入研究。在改进Nelson—Winter经典演化经济模型的基础上,引进政府税收因素,研究了政府鼓励创新性R&D政策和鼓励模仿性R&D政策在不同行业的效果。模拟结果发现,对于垄断性行业,政府鼓励创新性R&D要优于鼓励模仿性R&D;而对于竞争性行业,政府鼓励模仿性R&D要优于鼓励创新性R&D。
Absence of ground state for the Nelson model on static space-times
Quantum field theory Nelson model static space-times ground state
2011/1/21
We consider the Nelson model on some static space-times and investigate the problem of absence of a ground state. Nelson models with variable coefficients arise when one replaces in the usual Nelson m...
Dr. Dorothy A. Nelson，Professor of the University of Wayne Statee for Biomedical Engineering（图）
Dorothy A. Nelson Professor genders races bone morphometry
2010/1/6
Dr. Dorothy A. Nelson，Professor of the University of Wayne Statee for Biomedical Engineering.Research Interests:Osteoporosis from anthropological standpoint, Differences in bone morphometry and accumu...
Professor David Nelson，The Department of Biomedical Engineering at Michigan Technological University（图）
Professor David Nelson heat transfer organ heating effects
2009/12/21
Professor David Nelson，The Department of Biomedical Engineering at Michigan Technological University.His research is in the field of heat transfer.He study how energy moves in,and through physiologica...
A conceptual model of flow to the Waikoropupu Springs, NW Nelson, New Zealand, based on hydrometric and tracer (18O, Cl,3H and CFC) evidence
Arthur Marble Aquifer A conceptual model of flow
2009/4/28
The Waikoropupu Springs, a large karst resurgence 4 km from the coast, are supplied by the Arthur Marble Aquifer (AMA) underlying the Takaka Valley, South Island, New Zealand. New evidence on the rech...
Empirical comparison between the Nelson-Aalen Estimator and the Naive Local Constant Estimator
Cumulative hazard function efficiency Nelson-Aalen estimator survival analysis
2009/2/23
The Nelson-Aalen estimator is widely used in biostatistics as a non-parametric estimator of the
cumulative hazard function based on a right censored sample. A number of alternative estimators can be ...
Alice (Ruth Moore) Dunbar-Nelson（图）
Alice (Ruth Moore) Dunbar-Nelson Realism Violets and Other Tales
2009/2/18
Alice Ruth Moore Dunbar Nelson (July 19, 1875 - September 18, 1935) was an American poet, journalist and political activist. She was one of the prominent African Americans involved in the Harlem Renai...
低阶半单Nelson代数
De Morgan 代数 半单Nelson 代数 阶数
2012/9/27
给出半单Nelson 代数的一些新性质, 证明了全序半单 Nelson 代数只存在二阶和三阶的, 四阶及以上的有限全序半单Nelson 代数不存在.同时,借助数学软件 Mathematica 得到阶数不超过9 的全部(同构意义下)半单Nelson 代数.