historical simulation

基本解释

Historical simulation – applying actual past stress events and the corresponding price moves to the present portfolio.
历史模拟——对现有投资组合施加过去真实压力以及相应价格变动。
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。
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.
有关其他信息，您还可以阅读 Bob Supnik 的名为 SIMH：回到过去演示文稿，包括任何理解历史系统以便进行仿真。

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.
所以实际上，在这个例子中，如果你看到数据，顺便说一下，这就是我设置很多变量,然后编程的方式，也就是把我的仿真程序得到的结果,和历史股票数据进行比较。
麻省理工公开课 - 计算机科学及编程导论课程节选

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

历史模拟
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.
本文选择了目前应用较广而且较为简洁的历史模拟法和分析方法中的GARCH模型作为实证研究的模型。