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MonteCarlo
使用直接模拟蒙特卡罗法的Matlab编程,里面三个算例,如湖面积、资产路径等的概率求解法~(Vincent Leclercq, The MathWorks, 2007
vincent.leclercq@mathworks.fr
Ths is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Carlo en MATLAB".
- The first demo (LakeArea, run MainLakeArea) is computing the size of a polyogon using a MC approach
- The second demo (PortSim, run WebinarScript) can do 2 things: First, we genrate some equity paths, to verify the lognormality If changing the mode to OptionPricing (uncomment one of the first line),
then those spaths will be used for pricing an asian option
- the 3rd Demo,in myMC (run MonteCarlo.m) , show how to simulate some corelated asset paths
- The 4th demo, (run VanillaPricingUsingDifferentMethods.m in the VarReduction folder) , wil compare th results obtrtain byt differents reduction of Variance technics or "quasi" 礛ont Carlo simultion using Hamlton and sobol Sequences)
- 2010-01-12 21:32:32下载
- 积分:1
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xiaobosanjiefenjiechonggou
说明: 对心音信号进行小波三阶分解重构(默认阈值,软阈值)的matlab程序(wavelet decompose and redistribute matlab)
- 2011-04-05 15:55:53下载
- 积分:1
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gaosipinghualvbo
关于matlab高斯滤波器的一点资料,有兴趣者可以共同研究(Gaussian filter on matlab point information of interested parties can work together)
- 2011-04-30 09:59:23下载
- 积分:1
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R001.m
贝叶斯回归分析,以二维图像线性拟合为例,解决过度拟合问题(Bayes regression)
- 2013-12-13 13:13:25下载
- 积分:1
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Real-codedGA
用MATLAB分别采用浮点编码和二进制编码方法,求函数最大值的程序。(were used with MATLAB floating-point code and binary coding method, the maximum function for the procedure.)
- 2006-10-28 17:25:34下载
- 积分:1
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Bayes-and-Fisher
模式识别的贝叶斯算法和Fisher算法 加以比较 有图有真相(Bayesian algorithm and pattern recognition algorithms to compare Fisher map with the truth)
- 2011-07-06 16:44:14下载
- 积分:1
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kolda_862
Kolda Tensor Factorization toolbox.
Useful for tensor signal processing
- 2014-08-08 18:22:14下载
- 积分:1
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BERd2
在多分辨率衰落信道中第一类优先级数据的平均BER表达式(Fading channel in a multi-resolution data first priority of the average BER expression)
- 2010-08-18 18:32:21下载
- 积分:1
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MCMC_Unscented_Particle_Filter_demo
The algorithms are coded in a way that makes it trivial to apply them to other problems. Several generic routines for resampling are provided. The derivation and details are presented in: Rudolph van der Merwe, Arnaud Doucet, Nando de Freitas and Eric Wan. The Unscented Particle Filter. Technical report CUED/F-INFENG/TR 380, Cambridge University Department of Engineering, May 2000. After downloading the file, type "tar -xf upf_demos.tar" to uncompress it. This creates the directory webalgorithm containing the required m files. Go to this directory, load matlab5 and type "demo_MC" for the demo.
(The algorithms are coded in a way that makes it trivial to apply them to other problems. Several generic routines for resampling are provided. The derivation and details are presented in: Rudolph van der Merwe, Arnaud Doucet, Nando de Freitas and Eric Wan. The Unscented Particle Filter. Technical report CUED/F-INFENG/TR 380, Cambridge University Department of Engineering, May 2000. After downloading the file, type "tar-xf upf_demos.tar" to uncompress it. This creates the directory webalgorithm containing the required m files. Go to this directory, load matlab5 and type "demo_MC" for the demo.
)
- 2008-03-07 23:27:02下载
- 积分:1
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initfcm
说明: 计算模糊C-均值聚类中的初始隶属度值,并进行调节(clculate the initial degree of membership)
- 2011-03-24 15:03:59下载
- 积分:1