{"id":23781,"date":"2023-12-06T08:53:47","date_gmt":"2023-12-06T08:53:47","guid":{"rendered":"https:\/\/masterskills.org\/blog\/nhieu-trang-white-noise-trong-tai-chinh-la-gi-ung-dung.html"},"modified":"2023-12-22T09:04:29","modified_gmt":"2023-12-22T02:04:29","slug":"nhieu-trang-white-noise-trong-tai-chinh-la-gi-ung-dung","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/nhieu-trang-white-noise-trong-tai-chinh-la-gi-ung-dung.html","title":{"rendered":"Nhi\u1ec5u tr\u1eafng (White noise) trong t\u00e0i ch\u00ednh l\u00e0 g\u00ec? \u1ee8ng d\u1ee5ng"},"content":{"rendered":"<div class=\"vnbcbc-body vceditor-content wi-active\" data-role=\"content\">\n<figure class=\"VCSortableInPreviewMode\" type=\"Photo\" style=\"\">\n<div><\/div><figcaption class=\"PhotoCMS_Caption\">\n<p data-placeholder=\"[nh\u1eadp ch\u00fa th\u00edch]\">H\u00ecnh minh h\u1ecda (Ngu\u1ed3n: Medium)<\/p>\n<\/figcaption><\/figure>\n<h2><font style=\"font-size: 22px; line-height: 22px;\" color=\"#3d85c6\">Nhi\u1ec5u tr\u1eafng<\/font><\/h2>\n<p><b>Kh\u00e1i ni\u1ec7m<\/b><\/p>\n<p><b>Nhi\u1ec5u tr\u1eafng<\/b> hay<b> ti\u1ebfng \u1ed3n tr\u1eafng<\/b> hay<b> t\u1ea1p \u00e2m tr\u1eafng<\/b> trong ti\u1ebfng Anh g\u1ecdi l\u00e0:<b> White noise.<\/b><\/p>\n<p><b>Ti\u1ebfng \u1ed3n tr\u1eafng<\/b> l\u00e0 s\u1ef1 k\u1ebft h\u1ee3p c\u1ee7a t\u1ea5t c\u1ea3 c\u00e1c t\u1ea7n s\u1ed1 \u00e2m thanh, v\u00ec v\u1eady, t\u1ea1i m\u1ed9t th\u1eddi \u0111i\u1ec3m n\u00e0o \u0111\u00f3, s\u1ef1 xu\u1ea5t hi\u1ec7n c\u1ee7a m\u1ed9t t\u1ea7n s\u1ed1 l\u00e0 b\u1ea5t k\u00ec, ho\u00e0n to\u00e0n ng\u1eabu nhi\u00ean, c\u00f3 th\u1ec3 cao ho\u1eb7c th\u1ea5p, kh\u00f4ng th\u1ec3 bi\u1ebft tr\u01b0\u1edbc \u0111\u01b0\u1ee3c. <\/p>\n<p>S\u1ef1 bi\u1ebfn thi\u00ean ho\u00e0n to\u00e0n mang t\u00ednh ng\u1eabu nhi\u00ean v\u00e0 kh\u00f4ng c\u00f3 c\u00e1c ph\u1ea7n t\u1eed mang t\u00ednh h\u1ec7 th\u1ed1ng n\u00e0o khi xu\u1ea5t hi\u1ec7n trong c\u00e1c qu\u00e1 tr\u00ecnh ng\u1eabu nhi\u00ean t\u00e0i ch\u00ednh thay v\u00ec g\u1ecdi l\u00e0 ti\u1ebfng \u1ed3n tr\u1eafng, ch\u00fang ta th\u01b0\u1eddng g\u1ecdi l\u00e0 nhi\u1ec5u tr\u1eafng.<\/p>\n<h3><font style=\"font-size: 22px; line-height: 22px;\" color=\"#3d85c6\">\u1ee8ng d\u1ee5ng c\u1ee7a nhi\u1ec5u tr\u1eafng trong t\u00e0i ch\u00ednh<\/font><\/h3>\n<p>Ti\u1ebfng \u1ed3n tr\u1eafng c\u00f3 vai tr\u00f2 h\u1ebft s\u1ee9c quan tr\u1ecdng trong c\u00e1c m\u00f4 h\u00ecnh t\u00e0i ch\u00ednh, kinh t\u1ebf, v\u1eadn t\u1ea3i, y h\u1ecdc\u2026 \u0111\u1eb7c bi\u1ec7t l\u00e0 c\u00e1c m\u00f4 h\u00ecnh d\u1ef1 b\u00e1o gi\u00e1 trong t\u00e0i ch\u00ednh. D\u1ef1a v\u00e0o t\u00ednh ch\u1ea5t ng\u1eabu nhi\u00ean c\u1ee7a nhi\u1ec5u tr\u1eafng m\u00e0 nhi\u1ec1u m\u00f4 h\u00ecnh to\u00e1n h\u1ecdc \u0111\u00e3 \u0111\u01b0\u1ee3c x\u00e2y d\u1ef1ng \u0111\u1ec3 \u01b0\u1edbc l\u01b0\u1ee3ng c\u00e1c tham s\u1ed1 trong c\u00e1c m\u00f4 h\u00ecnh d\u1ef1 b\u00e1o gi\u00e1 t\u00e0i s\u1ea3n nh\u01b0 d\u1ef1 b\u00e1o gi\u00e1 ch\u1ee9ng kho\u00e1n.<\/p>\n<p>M\u1ee5c \u0111\u00edch ch\u00ednh trong vi\u1ec7c m\u00f4 h\u00ecnh th\u1ed1ng k\u00ea l\u00e0 \u0111\u1ec3 t\u00e1ch ra th\u00f4ng tin c\u01a1 b\u1ea3n c\u1ee7a c\u00e1c qu\u00e1 tr\u00ecnh nhi\u1ec1u nh\u1ea5t c\u00f3 th\u1ec3 v\u00e0 \u0111\u1ec3 l\u1ea1i ph\u1ea7n d\u01b0 x\u1ea5p x\u1ec9 m\u1ed9t nhi\u1ec5u tr\u1eafng. Nhi\u1ec5u tr\u1eafng l\u00e0 m\u1ed9t trong nh\u1eefng qu\u00e1 tr\u00ecnh ng\u1eabu nhi\u00ean quan tr\u1ecdng trong nhi\u1ec1u l\u0129nh v\u1ef1c. M\u1ed9t c\u00e1ch to\u00e1n h\u1ecdc, n\u00f3 c\u00f3 ph\u1ed5 x\u00e1c \u0111\u1ecbnh, gi\u1ed1ng nh\u01b0 \u00e1nh s\u00e1ng tr\u1eafng ch\u00fang ta nh\u00ecn th\u1ea5y b\u1eb1ng m\u1eaft.<\/p>\n<p>C\u00e1c nh\u00e0 ph\u00e2n t\u00edch t\u00e0i ch\u00ednh \u0111\u00e3 \u00e1p d\u1ee5ng nhi\u1ec5u tr\u1eafng \u0111\u1ec3 m\u00f4 h\u00ecnh c\u00e1c th\u1ecb tr\u01b0\u1eddng ch\u1ee9ng kho\u00e1n. Th\u1ef1c t\u1ebf nhi\u1ec5u tr\u1eafng hay ti\u1ebfng \u1ed3n tr\u1eafng \u0111\u00e3 \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng trong xung l\u1ef1c, t\u1ed5ng h\u1ee3p \u00e2m thanh, ngh\u1ec7 thu\u1eadt, \u0111i\u1ec1u tr\u1ecb gi\u1ea5c ng\u1ee7&#8230; <\/p>\n<p>Nhi\u1ec5u tr\u1eafng l\u00e0 d\u1ea1ng c\u01a1 b\u1ea3n c\u1ee7a qu\u00e1 tr\u00ecnh ng\u1eabu nhi\u00ean cung c\u1ea5p n\u1ec1n t\u1ea3ng cho h\u1ea7u h\u1ebft t\u1ea5t c\u1ea3 c\u00e1c m\u00f4 h\u00ecnh th\u1ed1ng k\u00ea \u1ee9ng d\u1ee5ng \u0111\u01b0\u1ee3c d\u00f9ng trong khoa h\u1ecdc t\u1ef1 nhi\u00ean v\u00e0 khoa h\u1ecdc x\u00e3 h\u1ed9i.<\/p>\n<p>C\u00e1c m\u00f4 h\u00ecnh chu\u1ed7i th\u1eddi gian d\u1ef1 b\u00e1o gi\u00e1 t\u00e0i s\u1ea3n, gi\u00e1 ch\u1ee9ng kho\u00e1n\/ c\u1ed5 phi\u1ebfu:<\/p>\n<p>&#8211; M\u00f4 h\u00ecnh m\u1ed9t b\u01b0\u1edbc th\u1eddi gian;<\/p>\n<p>&#8211; M\u00f4 h\u00ecnh v\u1edbi th\u1eddi gian r\u1eddi r\u1ea1c;<\/p>\n<p>&#8211; M\u00f4 h\u00ecnh t\u1ef1 h\u1ed3i qui t\u00edch h\u1ee3p trung b\u00ecnh tr\u01b0\u1ee3t ARIMA;<\/p>\n<p>&#8211; M\u00f4 h\u00ecnh ARCH (Autoregressive conditional heteroskedasticity) &#8211; m\u00f4 h\u00ecnh ph\u01b0\u01a1ng sai c\u00f3 \u0111i\u1ec1u ki\u1ec7n c\u1ee7a sai s\u1ed1 thay \u0111\u1ed5i t\u1ef1 h\u1ed3i qui v\u00e0 m\u00f4 h\u00ecnh GARCH (M\u1edf r\u1ed9ng Autoregressive conditioned heteroskedasticity);<\/p>\n<p>&#8211; M\u00f4 h\u00ecnh Black Scholes v\u00e0 \u1ee9ng d\u1ee5ng trong t\u00e0i ch\u00ednh c\u1ee7a \u0111\u1ecbnh l\u00ed Black S &#8211; Ocone.<\/p>\n<p><i>(T\u00e0i li\u1ec7u tham kh\u1ea3o: Ti\u1ebfng \u1ed3n tr\u1eafng v\u00e0 \u1ee9ng d\u1ee5ng trong t\u00e0i ch\u00ednh, ThS. V\u0169 Th\u1ecb H\u01b0\u01a1ng S\u1eafc, T\u1ea1p ch\u00ed C\u00f4ng th\u01b0\u01a1ng, )<br \/><\/i><\/p>\n<\/p><\/div>\n","protected":false},"excerpt":{"rendered":"<div class=\"vnbcbc-sapo\" data-role=\"sapo\">\n                            Nhi\u1ec5u tr\u1eafng (ti\u1ebfng Anh: White noise) c\u00f3 vai tr\u00f2 h\u1ebft s\u1ee9c quan tr\u1ecdng trong c\u00e1c m\u00f4 h\u00ecnh t\u00e0i ch\u00ednh, kinh t\u1ebf, v\u1eadn t\u1ea3i, y h\u1ecdc\u2026 \u0111\u1eb7c bi\u1ec7t l\u00e0 c\u00e1c m\u00f4 h\u00ecnh d\u1ef1 b\u00e1o gi\u00e1 trong t\u00e0i ch\u00ednh.\n                        <\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[414],"tags":[],"_links":{"self":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/23781"}],"collection":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/comments?post=23781"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/23781\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=23781"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=23781"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=23781"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}