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refined_Lee_fliter
关于精致Lee滤波的原创matlab代码，只限仿真使用。代码详细，有说明，有图有结果。(About matlab code of the refined Lee filtering, Only simulation to use.)
- 2013-05-14 17:06:03下载
- 积分：1
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max alpha
使用个股日内髙频收益率计算己实现值进行分析,同时计算得到二阶矩
和高阶矩值并进行对比。本文根据己实现量的大小将所有样本股分为己实现值由
小到大的姐别,分别跟踪各股票组合的收益,探索预期收益与个股己实现值之间
的变化关系,然后将分组的结果应用于多空策略,为提高资产配置收益提供参考。
同时,将各己实现变量和各类对预期收益产生影响的控制变量放在一起构建
Fama-MacBeth截面回归,分析高频已实现量是否具有定价能力。(The realized value is calculated by using the daily gust rate of return of individual stocks, and the second-order moments are obtained by calculating at the same time.
Comparisons are made with higher order moment values. This paper divides all sample stocks into realized values according to the size of realized stocks.
Sisters from small to large track the earnings of each stock portfolio, and explore the relationship between expected earnings and the realized value of each stock.
Then the grouping results are applied to the multi-empty strategy to provide reference for improving asset allocation returns.)
- 2020-06-24 10:20:02下载
- 积分：1
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微电网仿真
说明： SOGI及DS,QS传递函数MATLABm文件及伯德图绘制((SOGI, DS, QS Transfer Function MATLABm File and Bird Diagram Drawing)
- 2020-06-18 09:40:01下载
- 积分：1
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mapping_toolbox
电子书，专门介绍matlab的mapping制图工具箱mapping toolbox.pdf(E-books, dedicated to matlab toolbox of mapping mapping mapping toolbox.pdf)
- 2009-12-08 00:07:17下载
- 积分：1
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xiangguanfa
编制以M序列为输入时，脉冲响应的相关分析算法并检验。(The preparation of the M sequence as input, the impulse response of the correlation analysis algorithm and test.)
- 2012-06-27 09:52:50下载
- 积分：1
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matlab-statistical-tool-copula
本软文件是copula的matlab说明和案例，是Word文档。(The soft file is the copula matlab description and case, is the Word document.)
- 2014-09-03 21:56:10下载
- 积分：1
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Speech-Analysis
语音分析程序，包括语音分帧、短时能量计算等，对初学者很有帮助。(procedure for speech analysis,contains frame and energy caculate, it is usful.)
- 2011-09-15 16:49:04下载
- 积分：1
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ActiveMQPInPActionp28Manning-2011p29
ActiveMQ学习文档,参考书籍,很有用的书籍(ActiveMQ study documents, reference books, useful books)
- 2013-12-12 12:49:42下载
- 积分：1
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Matlabmotor
matlab下的三相异步电机模型，可用于仿真(matlab under the three-phase induction motor model can be used for simulation)
- 2009-04-12 13:21:38下载
- 积分：1
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ROOT_MUSIC_DOA
简洁但是经典的Root Music DOA 算法,是用多项式求解的方法来寻找DOA(Direction of Arrival )(simple but classic Root Music DOA algorithm, is the polynomial method to find DOA (Direction of Arrival))
- 2007-03-30 00:14:54下载
- 积分：1
