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StockPaths
股票指数模拟为几何布朗运动,GBM。 参数有五个:
s0,dt(time step),均值,标准差,到期时间T;
利用子函数进行10万条轨道的monte carlo 模拟到期日(3个月)的指数点数,从而估计在买入信号出现后,3个月后的损益情况,主要用来估算VAR
(Financial risk analysis on Matlab monte carlo simulation, stock index simulation for geometric Brownian motion, GBM.
)
- 2012-05-05 23:15:19下载
- 积分:1
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myGA
myGA:用基本遗传算法求解一维无约束优化问题
(myGA: basic genetic algorithm with the one-dimensional unconstrained optimization problems)
- 2013-12-08 18:32:56下载
- 积分:1
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kalman
实现 Kalman 非线性 滤波的简单程序(Kalman filtre no-linear )
- 2012-01-20 19:11:42下载
- 积分:1
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kjtrew.23
This paper presents a new and efficient approach for capacitor placement in
radial distribution systems (RDS) that determine the optimal locations and size of
capacitor with an objective of improving the voltage profile and reduction of power loss.
The solution methodology has two parts: in part one the loss sensitivity factors (LSF) are
used to select the candidate locations for the capacitor placement and in part two a new
algorithm that employs Dijkstra Algorithm (DA) is used to estimate the optimal size of
capacitors at the optimal buses determined in part one. The main advantage of the
proposed method is that it does not require any external control parameters. The other
advantage is that it handles the objective function and the constraints separately. The
proposed method is applied to 33 & 69 RDS. The solutions obtained by the proposed
method are compared with other methods. The proposed method has outperformed the
other methods in terms of the quality of solution.
OPTIMAL C
- 2013-12-16 14:32:22下载
- 积分:1
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An-integrated-multidisciplinary-particle-swarm
An integrated multidisciplinary particle swarm
optimization approach to conceptual ship design
- 2013-12-25 04:57:55下载
- 积分:1
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matlab
matlab经典算法程序:插值,规划问题,数据分析,解方程,绘图(matlab ,algorithm)
- 2010-07-30 14:55:18下载
- 积分:1
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PVmodule
说明: 自己做的太阳能光伏电池仿真模型,外带参考资料!PV(pv and reference book)
- 2011-03-24 22:42:16下载
- 积分:1
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KF
说明: 卡尔曼滤波matlab源程序,对于过程控制及航空航天航海等有重要作用(Kalman filter matlab source, for process control and aerospace navigation and so plays an important role)
- 2010-04-23 10:16:16下载
- 积分:1
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RLS
智能天线自适应RLS算法matlab仿真(Smart Antenna Adaptive RLS algorithm simulation)
- 2021-04-27 17:58:44下载
- 积分:1
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Desktop
利用matlab实现差分脉冲调制,不会的兄弟可以参考一下(Using matlab to achieve differential pulse modulation, the brothers can not refer to)
- 2011-06-16 22:28:29下载
- 积分:1