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C_application_framework_achieve_classic_code
C实现应用程序框架的经典代码C application framework to achieve the classic code(C application framework to achieve the classic code)
- 2010-08-18 12:20:06下载
- 积分：1
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RPCA_separation_codes
歌声与背景音乐分离，采用新方法低秩矩阵，应用了RPCA方法。(Songs and background music separation, using a new method of low rank matrix, applied RPCA methods.)
- 2021-05-13 10:30:02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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lorentzfit
= lorentzfit （× ）
lorentzfit 符合输入（× ）与罗伦兹功能的形式
“ （× ）= 1 / （（- 2）^ 2 + 3号）
输入
：因变量值[ 是] （× ）
× ：独立变量的值
输出功率
一：名单[ 1 2 3 ] 罗伦兹参数
示例
× = - 16:0.1:35
= 19.4 / （（- 7）^ 2 + 15.8）+ randn （大小（× ）/ 10 ）
= lorentzfit （× ）
杰瑞德·威尔斯
11 / 15 / 11
杰瑞德威尔斯[ 点] [在] [ 点] 教育公爵(a = lorentzfit(y,x)
LORENTZFIT fits the input Y(X) with a Lorentzian function of the form
Y (X) = A1./((X- A2).^2+ A3)
INPUTS
Y : Dependent variable values [Y(X)]
X : Independent variable values
OUTPUT
A : List of Lorentzian parameters [A1 A2 A3]
EXAMPLE
x =-16:0.1:35
y = 19.4./((x- 7).^2+ 15.8)+ randn(size(x))./10
a = lorentzfit(y,x)
Jered R Wells
11/15/11
jered [dot] wells [at] duke [dot] edu)
- 2012-05-02 20:28:43下载
- 积分：1
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OMB_DHC
该matlab代码实现了“综合多分支分裂式层次化聚类”
(Matlab implementation of Omnibus Multi-Branching Divisive Hierarchical Clustering (OMBDHC)
“A competitive omnibus performance criterion for divisive multi-branching
hierarchical clustering” by Soeria-Atmadja et al. (submitted). Note that OMB-DHC package
is implemented in Matlab code and therefore demands the Matlab core program, as well as the
Statistics toolbox of Matlab.
Divisive hierarchical clustering (DHC) has emerged as a promising alternative for the
identification of sub-structures in multivariate data. Of particular interest is multi-branching
DHC, which allows flexible numbers of subclusters at each hierarchical level. One poorly
explored issue in multi-branching DHC concerns the actual importance of the two
performance criteria (and their associated algorithms) to automatically create clusters and
select number of clusters, respectively. Another interesting but hitherto unexplored issue is
the possibility to employ a single omnibus performance criterion that guide)
- 2013-01-29 11:05:02下载
- 积分：1
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kalman
包含多种滤波模型算法，包括卡尔曼滤波模型，IMM滤波模型(Includes a variety of filter model algorithms, including Kalman filtering model, IMM filter model)
- 2014-09-21 17:00:01下载
- 积分：1
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multi-split
multi-split.rar为多分裂方法求解二维椭圆型偏微分方程(multi-split.rar splitting method for solving a multi-dimensional elliptic partial differential equations)
- 2013-06-15 22:41:29下载
- 积分：1
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nnpca
利用主分量分析(PCA)进行模式识别，包括主分量分析运算的主要函数，以及相关应用的例子。(Using principal component analysis (PCA) for pattern recognition, including the principal component analysis of the main function of computing, and related application examples.)
- 2010-10-04 03:02:37下载
- 积分：1
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fast_marching
在Juan Cardelino发布的FMM(fast marching methos)2维程序基础上改写的3维程序。并改写成适合复杂速度模型，可用于地震旅行时计算。大模型3d算法在matlab下计算速度较慢，根据源码中的注释很容易改写成c程序。(3D FMM program revised from Juan Cardelino s 2D version. The program can calculate the seismic traveltimes in 3D complex model)
- 2021-04-10 10:28:59下载
- 积分：1
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spars-array
稀疏阵的方向图仿真，给出了不同条件下的稀疏阵列的方向图(This is the simulate about sparse array ,different conditions have been taken into account )
- 2021-04-14 10:48:56下载
- 积分：1
