术语“风险矩阵”的详细信息

英译术语:

decision matrix

汉语语境:

当金融时间序列具有分布的厚尾性、波动的集聚性等特征时，传统的方法将难以胜任对风险的准确度量。除了讨论在厚尾分布下如何应用条件极值与无条件极值来度量风险外，还利用历史模拟、风险矩阵、条件正态模型等方法进行风险值估计，最后运用五项评估指标对各种模型的预测效果进行了比较分析。

英语语境:

While the conventional VaR models suffer shortcomings due to distributional assumptions, the extreme value theory (EVT) based POT model offers a framework for VaR estimation with miminal distributional assumptions. We propose a conditional EVT method which combines APARCH model to estimate the current volatility and extreme value theory (EVT) for estimating the tail of the innovation distribution of the APARCH model to estimate conditional quantiles (VaR).This model is then compared with the prediction effect of five assessment indexes of various model.

英译术语:

selection matrix

汉语语境:

针对多属性决策中属性权重的确定问题，提出了一种主客观信息的集成方法．该方法是通过一个数学规划模型，将决策者给出的主观权重偏好信息与客观的决策矩阵信息进行有机地集成，使确定的权重同时反映主观程度和客观程度

英语语境:

In order to determine attribute weights in multiple attribute decision making, an integrated approach based on subjective and objective information is proposed. By solving a mathematic programming model, the subjective information of weights given by decision makers and the objective information of the decision matrix are integrated so that the determined weights reflect both subjective factors and objective factors.