Question

请求人工翻译一段到英文，特别急！！！！额外再赠送高分 （二）。

如果市场满足若有效，技术分析方法无效，证券价格的时间序列无规律科研，价格变动呈现随机行为。
一种方法是检验不同时期证券价格是否存在相关性，如自相关检验（Autocorrelation Test）。序列的自相关检验用于衡量不同时期，序列前后数据之间的相关性，如果序列是独立的，则前后数据间的相关系数为零或者接近零。在弱有效市场中，新信息以随机、独立的方式进入市场，所以弱有效市场认为证券在不同时期的收益应该相互独立。即对证券收益序列进行相关性分析，如果不存在相关性，弱有效市场理论成立，反之则不成立。

Answer 1

If the market to meet, if effective, technical analysis does not work, no time series of prices of the securities laws of scientific research, price changes, showing a random behavior.
One approach is to test whether the price of securities at different times there is a correlation, such as the autocorrelation test (Autocorrelation Test). Autocorrelation test was used to measure the different periods of time, serial correlation between the data before and after, if the sequence is independent, the correlation between before and after the data is zero or near zero. In the weak efficient market, the new information to random, independent way to enter the market, so the weak efficient market that securities should return at different times independent of each other. Return series of securities that the correlation analysis, if there is no correlation, weak establishment of efficient market theory, and vice versa is not true.

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机器翻译的就不要贴了

Answer 2

If the market to meet, if effective, technical analysis does not work, no time series of prices of the securities laws of scientific research, price changes, showing a random behavior.
One approach is to test whether the price of securities at different times there is a correlation, such as the autocorrelation test (Autocorrelation Test). Autocorrelation test was used to measure the different periods of time, serial correlation between the data before and after, if the sequence is independent, the correlation between before and after the data is zero or near zero. In the weak efficient market, the new information to random, independent way to enter the market, so the weak efficient market that securities should return at different times independent of each other. Return series of securities that the correlation analysis, if there is no correlation, weak establishment of efficient market theory, and vice versa is not true. 欢迎采纳

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机器翻译的就不要贴了

追答

你不是说急用么 /尴尬

Answer 3

手工翻译，有些专业词语已查询过字典。

If the market meet is valid, the technical analyzing method is invalid and the time sequence of negotiable securities’ price is irregular, changes of price apears to be random. There is one way to test whether there is relevance between negotiable securities’ prices of different periods, like autocorrelation test. Autocorrelation test of a sequence is used to evaluate the relevance of datas both before and after the sequence in different periods. If the sequence is independent, then the correlation coefficient of datas before and after the sequence is zero or close to zero. In the weak form of efficient market, new informations enter the market in a random and independent way. So the weak form of efficient market thinks that the profit of negotiable securities in different periods should be relatively independent. That is to analyze the relevance of the sequence of negotiable securities‘ profit, if no relevance exists, the theory of the weak form of efficient market is established, otherwise it’s not established.

Answer 4

If the market to meet you, technical analysis, the price of the time sequence No laws research and price changes on the random acts. one is inspection at the price of the relevance, if the relevant inspection （ autocorrelation ） test. a sequence of the relevant inspection for measuring different times, a sequence of data to and fro between its independent, if a sequence of data, and the correlation coefficient should be zero or near zero. the weak effective

应该是这样、、

Answer 5

嗯，帮你一把吧~！

我直接吧答案写在你的百度HI中，希望采纳