historical simulation method

基本解释

Method Statistical analysis of historical data was adopted to set up computer model of system dynamics and simulation system of Polcy-making.
方法采用历史数据统计分析，建立系统动力学模型及决策模拟系统。
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.
通过测算，在两种市场情况下，分别使用原始的和改进的历史模拟法能较好的对航运市场风险予以模拟。
Combining with the historical data and using the method of Monte Carlo simulation, we analyze the scenario of the future return. Finally, we obtain the optimal strategy by using linear programming.
结合历史数据，利用蒙特卡洛模拟方法分析资本市场未来收益情景，通过线性规划求解该模型，最后得到养老基金的最优投资策略。