回测

通过VaR回测，计算出失败天数。

And according to retest of VaR , the failed days can be calculated .

本文首先在正态分布的假设下对开放式基金的VaR值进行了计算，通过回测发现，计算结果与现实情况有较大出入。

First , this paper carries on the computation under the normal distribution supposition to the VaR of opened fund , and the reverse running discovers that the computed result is inconsistent with the realistic situation greatly .

本文采用OLS估计和时变系数估计两种方法来获得协整系数，并将两策略分别作用于测试样本的回测，效果较好。

This thesis adopts OLS estimating and time-varying estimating method to acquire co-integration coefficient . We use the above two strategies to back testing the sample and get a satisfactory result .

经回测检验，历史符合率达100%。

After back test , the accordance rate reach 100 % in history .

我将校园服务器进行三角测量，然后重新回测。

I was able to triangulate the connection to the campus servers , and then reran the back-trace .

各公司感兴趣的是这样的系统&出售的套装软件已内置了回测某种算法在某些情景下表现如何并从中汲取教训的能力。

Firms are interested in systems where the ability to back-test what happens with an algorithm in certain scenarios – and learn from it – are built into the package being sold .

本文利用商品期货的分笔数据，通过相应的数学模型估算出了套利合约的冲击成本。第三：协整系数的估计以及策略回测。

Based on mathematical models , this thesis uses the data of commodity futures to estimate the impact cost of arbitrage contract . Third , estimate the co-integration coefficient and back testing of strategies .

建立苹果黑星病多元线性回归预测模型，以残差绝对值小于0.5为统计标准，对1997－2003年苹果黑星病的流行程度进行了回测，结果表明，预测模型的回测准确率很高。

Prediction model was set up through collecting meteorologic and disease epidemic data in 1997-2003 . Back prediction of apple scab occurrence in 1997-2003 was carried out respectively and less than 0.5 of absolute residue value was determined as the statistical standard .

尤其是判别分析预测法和马尔柯夫链预测法，这两种预测方法的预测准确率和回测准确率相差较大，说明预测效果不稳定，对小麦吸浆虫的预测实际应用价值不大。

And particularly is the discriminatory analysis and Markovian model , their accurate rate of return are more higher than their prediction , this show that their prediction resolutions are unsteady and they have good application value in the prediction of wheat midge .

根据广东封开1975-2002年马尾松毛虫发生程度的历史资料，应用马尔可夫链方法对2003-2005年的马尾松毛虫发生程度进行预测，对1990-2002年的发生程度进行回测，历史符合率为92.31%。

Based on the database of Dendrolimus punctatus from 1975 to 2002 in Fengkai of Guangdong Province , the occurrence degree of Dendrolimus punctatus in 2003-2005 was forecasted by means of Markov chain . The simulation forecast accuracy of 1990-2002 was 92.31 % .

土坝横向水平位移必要的观测精度及其测回差与测回数的确定

Essential observation accuracy for lateral horizontal displacement of earth dam and determination of surveying sets and error between sets