模型英文的問題，透過圖書和論文來找解法和答案更準確安心。 我們找到下列包括價格和評價等資訊懶人包

模式識別中的二型模糊圖模型（英文）

為了解決模型英文的問題，作者曾嘉 這樣論述：

Level Up：提升寫作等級的提示工具

為了解決模型英文的問題，作者許靜媛 這樣論述：

本論文提出一個利用同義片語提升寫作文法等級的方法。在我們的研究中，我們分析使用者輸入的句子並取出句中的字彙或片語，來生成較高等級的同義詞，保持句子意思不變的同時也提升了寫作等級。該方法涉及訓練一個寫作等級分類器、分析句子並辨識片語、自動分類片語等級，來建立一個標註了文法等級的片語庫。在執行時，剖析學習者輸入的句子，再根據辨識出的單字或片語，利用語言模型（Language Model, LM）推薦進階的同義詞。我們提出一個雛形文法建議系統\textit{Level Up}，此系統將上述方法應用於巨量規模語料庫及學習者的句子或文章中，以協助其寫作。公開資料集的實驗結果顯示，我們的系統對於學習者常

出現的搭配詞錯誤，比起現今最具代表性的文法改錯系統，獲得較佳的結果。

利率模型（英文）

為了解決模型英文的問題，作者(美)卡莫納 這樣論述：

介紹了The main goal of the book is to present, in a self-contained manner, the empirical facts needed to understand the sophisticated mathematical models developed by the financial mathematics community over the last decade. So after a very elementary introduction to the mechanics of the bond market,an

d a thorough statistical analysis of the data available to any curious spectator without any special inside track information, we gradually introduce the mathematical tools needed to analyze the stochastic models most widely used in the industry. Our point of view has been strongly influenced by rec

ent works of Cont and his collaborators and the Ph.D. of Filipovid. They merge the original proposal of Musiela inviting us to rewrite the HJM model as a stochastic partial differential equation, together with Bjork’’s proposal to recast the HJM model in the framework of stochastic differential equa

tions in a Baoach space. Part Ⅰ The Term Structure of Interest Rates Data and Instruments of the Term Structure of Interest Rates 1.1 Time Value of Money and Zero Coupon Bonds 1.1.1 Treasury Bills 1.1.2 Discount Factors and Interest Rates 1.2 Coupon Bearing Bonds 1.2.1 Treasury

Notes and Treasury Bonds 1.2.2 The STRIPS Program 1.2.3 Clean Prices 1.3 Term Structure as Given by Curves 1.3.1 The Spot (Zero Coupon) Yield Curve 1.3.2 The Forward Rats Curve and Duration 1.3.3 Swap Rate Curves 1.4 Continuous Compounding and Market Conventions 1.4.1 Day Count Convent

ions 1.4.2 Compounding Conventions 1.4.3 Summary 1.5 Related Markets 1.5.1 Municipal Bonds 1.5.2 Indsx Linked Bonds 1.5.3 Corporate Bonds and Credit Markets 1.5.4 Tax Issues 1.5.5 Asset Backed Securities 1.6 Statistical Estimation of the Term Structure 1.6.1 Yield Curve Estimation

1.6.2 Parametric Estimation Procedures 1.6.3 Nonparametric Estimation Procedures 1.7 Principal Component Analysis 1.7.1 Principal Components of a Random Vector 1.7.2 Multivariate Data PCA 1.7.3 PCA of the Yield Curve 1.7.4 PCA of the Swap Rate Curve Notes & Complements Term Structur

e Factor Models 2.1 Factor Models for the Term Structure 2.2 Afllne Models 2.3 Short Rate Models as One-Factor Models 2.3.1 IncompleteneSs and Pricing 2.3.2 Specific Models 2.3.3 A PDE for Numerical Purposes 2.3.4 Explicit Pricing Formulae 2.3.5 Rigid Term Structures for Calibration

2.4 Term Structure Dynamics 2.4.1 The Heath Jarrow-Morton Framework 2.4.2 Hedging Contingent Claims 2.4.3 A Shortcoming of the Finite-Rank Models 2.4.4 The Musiela Notation 2.4.5 Random Field Formulation 2.5 Appendices Notes & ComplementsPart Ⅱ Infinite Dimensional Stochastic Analysis

Infinite Dimensional Integration Theory 3.1 Introduction 3.1.1 The Setting 3.1.2 Distributions of Gaussian Processes 3.2 Ganssian Measures in Banach Spaces and Examples 3.2.1 Integrability Properties 3.2.2 Isouormal Processes 3.3 Reproducing Kernel Hilbert Space 3.3.1 RKHS of Gaussia

n Processes 3.3.2 The RKHS of the Classical Wiener Measure 3.4 Topological Supports. Carriers. Equivalence and Singularity 3.4.1 Topological Supports of Gaussian Measures 3.4.2 Equivalence and Singularity of Gaussian Measures 3.5 Series Expansions 3.6 Cylindrical Measures 3.6.1 The Can

onical (Ganssian) Cylindrical Measure of a Hilbert Space 3.6.2 Integration with Respect to a Cylindrical Measure 3.6.3 Characteristic Functions and Bochner’’s Theorem 3.6.4 Radonification of Cylindrical Measures 3.7 Appendices Notes & Complements Stochastic Analysis in Infinite Dimensions

4.1 Infinite Dimensional Wiener Processes 4.1.1 Revisiting some Known Two-Parameter Processes 4.1.2 Bannch Space Valued Wiener Process 4.1.3 Sample Path Regularity 4.1.4 Absolute Continuity Issues 4.1.5 Series Expansions 4.2 Stochastic Integral and It6 Processes 4.2.1 The Case of E*

- and H*-Valued Integrands 4.9.2 The Case of Operator Valued Integrands 4.2.3 Stochastic Convolutions 4.3 Martingale Representation Theorems 4.4 Girsanov’’s Theorem and Changes of Measures 4.5 Infinite Dimensional Ornstein Uhtenbeck Processes 4.5.1 Finite Dimensional OU Processes 4.5.2

Infinite Dimensional OU Processes 4.5.3 The SDE Approach in Infinite Dimensions 4.6 Stochastic Differential Equations Notes & Complements The Malliavin Calculus 5.1 The Malliavin Derivative 5.1.1 Various Notions of Differentiability 5.1.2 The Definition of the Malliavin Derivative 5.2

The Chain Rule 5.3 The Skorohod Integral 5.4 The Clark Ocone Formula 5.4.1 Sobolev and Logarithmic Sebolev Inequalities 5.5 Maniavin Derivatives and SDEs 5.5.1 Random Operators 5.5.2 A Useful Formula 5.6 Applications in Numerical Finance 5.6.1 Computation of the Delta 5.6.2 Computati

on of Conditional Expectations Notes & ComplementsPart Ⅲ Generalized Models for the Term Structure 6 General Models 6.1 Existence of a Bond Market 6.2 The HJM Evolution Equation 6.2.1 Function Spaces for Forward Curves 6.3 The Abstract HJM Model 6.3.1 Drift Condition and Absence of Arbit

rage 6.3.2 Long Rates Never Fall 6.3.3 A Concrete Example 6.4 Geometry of the Term Structure Dynamics 6.4.1 The Consistency Problem 6.4.2 Finite Dimensional Realizations 6.5 Generalized Bond Portfolios 6.5.1 Models of the Discounted Bond Price Curve 6.5.2 Trading Strategies 6.5.3 U

niqueness of Hedging Strategies 6.5.4 Approximate Completeness of the Bond Market 6.5.5 Hedging Strategies for Lipscbitz Claims Notes & Complements 7 Specific Models 7.1 Markovian HJM Models 7.1.1 Gaussian Markov Models 7.1.2 Assumptions on the State Space 7.1.3 Invariant Measures for

Gauss-Markov HJM Models 7.1.4 Non-Uniqueness of the Invariant Measure 7.1.5 Asymptotic Behavior 7.1.6 The Short Rate is a Maximum on Average 7.2 SPDEs and Term Structure Models 7.2.1 The Deformation Process 7.2.2 A Model of the Deformation Process 7.2.3 Analysis of the SPDE 7.2.4 Re

gularity of the Solutions 7.3 Market Models 7.3.1 The Forward Measure 7.3.2 LIBOR Rates Revisited Notes & ComplementsReferencesNotation IndexAuthor IndexSubject Index