conditional value at risk
常見例句
- Taking the conditional value at risk (CVaR) as risk management index, DistCos purchase allocation among multi electricity trading markets is studied.
采用條件風險價值理論研究供電公司在多個電力交易市場中的最優(yōu)購電分配策略。 - With the use of Monte Carlo simulation technology, the minimum conditional value at risk(CVaR) of the different confidence level and the composition of assets related are also analyzed.
在不同的電力交易市場中分配容量與證券市場中的資產組合類似，可通過建立均值—條件風險價值模型進行優(yōu)化。 返回 conditional value at risk