Based on the theory of principal components analysis of functional data, the paper which regards the weekly return of butterfly warrants as functional data, analyzes and predicts the variation tendency of butterfly warrants through modelling the weekly return refined by principal components analysis. 3.

  • 本文基于函数型数据的主成分分析理论,将蝶式权证的周收益率看作函数型数据,根据提炼出的主成分对权证的周收益率建立模型,进一步分析和预测蝶式权证的变化趋势。

  • 互联网 2025-03-07 13:43:06

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