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CorrelationDimension_Takens
混沌时间序列 GP算法求关联维的另一种方法(GP algorithm for chaotic time series correlation dimension seek another way)
- 2010-12-25 20:35:44下载
- 积分：1
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ViewContactActivity
Displays the details of a specific contact.
- 2013-12-06 12:05:40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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chazhi
详细介绍了matlab插值与拟合方法，包括拉格朗日多项式插值、牛顿插值、分段线性插
值、Hermite 插值和三次样条插值和曲线的最小二乘拟合、多项式拟合方法、最小二乘优化所有程序均有相应的说明与应用实例(Details of the matlab interpolation and fitting methods, including Lagrange polynomial interpolation, Newton interpolation, piecewise linear interpolation
Value, Hermite interpolation and cubic spline interpolation and least-squares curve fitting, polynomial fitting method, least squares optimization program has all the appropriate instructions and application examples)
- 2013-12-08 20:21:36下载
- 积分：1
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gonglvpuguji
实现功率谱估计的两种方法，直接法与自相关法(Power spectrum estimation of the two methods, the direct method and the autocorrelation method)
- 2014-01-04 16:48:23下载
- 积分：1
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卡尔曼代码
TDOA/AOA定位的扩展卡尔曼滤波定位跟踪算法Matlab源码(TDOA/AOA positioning of the extended Calman filter positioning tracking algorithm, Matlab source code)
- 2017-07-23 20:15:41下载
- 积分：1
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bpsk
干扰可分为窄带和宽带，本程序主要针对宽带干扰信号进行编写(Interference can be divided into narrowband and broadband, the program is aimed at a broadband signal BPSK modulation
)
- 2021-02-04 13:09:58下载
- 积分：1
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RLS
递归式最小均方（RLS）算法的基本思想是力图使在每个时刻对所有已输入信号而言重估的平方误差的加权和最小，这使得RLS算法对非平稳信号的适应性要好。与LMS算法相比，RLS算法采用时间平均，因此，所得出的最优滤波器依赖于用于计算平均值的样本数，而LMS（NLMS）算法是基于集平均而设计的，因此稳定环境下LMS（NLMS）算法在不同计算条件下的结果是一致的(Recursive least-mean-square (RLS) algorithm for the basic idea is to try to make in every moment of all the input signal in terms of re-evaluation of the weighted squared error and the smallest, which allows non-stationary RLS algorithm for adaptive signal better. Compared with the LMS algorithm, RLS algorithm uses the average time, therefore, the resulting optimal filter depends on the used to calculate the average number of samples, and the LMS (NLMS) algorithm is designed based on set average, and therefore a stable environment LMS (NLMS) algorithm in different conditions, the results of the calculation is consistent)
- 2021-03-06 11:09:30下载
- 积分：1
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MATLA
matlab从入门到精通 学习资料 很全面的 (matlab entry to the proficient very comprehensive learning materials)
- 2014-12-21 19:09:29下载
- 积分：1
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EC
说明： 遗传算法matlab代码，经过检测无错，希望对大家有用(Genetic algorithm matlab code, error detection)
- 2013-12-29 19:46:57下载
- 积分：1
