random risk process

基本解释

Evaluation method for project risk based on random process analysis;
建議了一類基於標準正交基的隨機過程展開方法。
Under the assumption of exponent utility, this paper treats optimal investment policies of a firm with a random risk process.
本文在指數傚用函數的假設條件下，討論具有隨機風險的企業，極大化期望終止傚用的最優投資策略問題。
In this method, event risk is described by random jumps, and the return series can be described by a jump-GARCH process whose parameters can be estimated by simulated annealing algorithm.
這種方法用跳躍來描述事件風險，用跳躍-擴散過程來描述收益率過程。