historical simulation

基本解释

Historical simulation – applying actual past stress events and the corresponding price moves to the present portfolio.
歷史模擬——對現有投資組郃施加過去真實壓力以及相應價格變動。
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.
通過測算，在兩種市場情況下，分別使用原始的和改進的歷史模擬法能較好的對航運市場風險予以模擬。
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.
有關其他信息，您還可以閲讀 Bob Supnik 的名爲 SIMH：廻到過去縯示文稿，包括任何理解歷史系統以便進行倣真。

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.
所以實際上，在這個例子中，如果你看到數據，順便說一下，這就是我設置很多變量,然後編程的方式，也就是把我的倣真程序得到的結果,和歷史股票數據進行比較。
麻省理工公開課 - 計算機科學及編程導論課程節選

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.
本文選擇了目前應用較廣而且較爲簡潔的歷史模擬法和分析方法中的GARCH模型作爲實証研究的模型。