covariance matrix [计] 历方差矩阵, 协变矩阵
- When adopting stochastic software in the solution of base line, it can only obtain the covariance matrix of a single base line vector.
在基线解算采用随机软件时,仅能获得单一基线向量的协方差阵。 - In attribute analysis, some conventional technologies such a s the th ird generation Coherence Algorithm and multi attribute weighted comprehensive pa rameter method, are based on the analysis of covariance When the covariance matrix used to measure the risk of investment is singular, by using the linear relationship of return rate, this paper deals with the mean-variance model of portfolio investment
在用于度量投资风险的方差阵为奇异时,本文通过建立收益率向量分量间的线性关系,研究了允许卖空情形下证券组合投资均值-方差模型,给出了计算最优投资比例系数的方法,同时也给出了模型的有效边界。
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