中文说明:未来线路预测,分析误差,直线阵采用切比学夫加权控制主旁瓣比,用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述,预报误差法参数辨识-松弛的思想,借鉴了主成分分析算法(PCA),基于欧几里得距离的聚类分析。
English Description:
Next line prediction, analytical errors, linear array using weighted control main sidelobe ratio, using Monte Carlo simulation method to calculate the price of American options and basic description-relaxed parameter identification of prediction error method, using principal components analysis (PCA), cluster analysis based on the Euclidean distance.