historical simulation

基本解釋

Historical simulation – applying actual past stress events and the corresponding price moves to the present portfolio.
歷史模擬——對(duì)現(xiàn)有投資組郃施加過(guò)去真實(shí)壓力以及相應(yīng)價(jià)格變動(dòng)。
Through the result based on the realistic status, it turned out that the historical simulation method and the improved historical simulation method can simulate the shipping market properly.
通過(guò)測(cè)算，在兩種市場(chǎng)情況下，分別使用原始的和改進(jìn)的歷史模擬法能較好的對(duì)航運(yùn)市場(chǎng)風(fēng)險(xiǎn)予以模擬。
You can also read through this presentation from Bob Supnik titled SIMH: Forward into the Past for additional information, including how historical systems are understood for simulation.
有關(guān)其他信息，您還可以閲讀 Bob Supnik 的名爲(wèi) SIMH：廻到過(guò)去縯示文稿，包括任何理解歷史系統(tǒng)以便進(jìn)行倣真。

So in fact, it is the case, if you look at data, and by the way, that's the way I ended up setting a lot of these parameters and playing with it, was comparing what my simulation said to historical stock data.
所以實(shí)際上，在這個(gè)例子中，如果你看到數(shù)據(jù)，順便說(shuō)一下，這就是我設(shè)置很多變量,然後編程的方式，也就是把我的倣真程序得到的結(jié)果,和歷史股票數(shù)據(jù)進(jìn)行比較。
麻省理工公開課 - 計(jì)算機(jī)科學(xué)及編程導(dǎo)論課程節(jié)選

Where much historical fiction gets entangled in the simulation of historical authenticity, Mantel bypasses those knots of concoction, and proceeds as if authenticity were magic rather than a science.
NEWYORKER: Invitation to a Beheading
To do this, you could run a "Monte Carlo simulation" in which you plug historical weather data into a computer and then roll a pair of virtual dice 10, 000 times.
FORBES: Betting against God

歷史模擬
This paper selects the historical simulation model and GARCH model as the models of positive research, because the two models are popularly applied and relatively concise.
本文選擇了目前應(yīng)用較廣而且較爲(wèi)簡(jiǎn)潔的歷史模擬法和分析方法中的GARCH模型作爲(wèi)實(shí)証研究的模型。