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gen_exp_gain
eve plot eve plot eve plot eve plot eve plot eve plot
- 2009-11-30 10:56:40下载
- 积分:1
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validategoalpost
validation of goal post by using FE
- 2009-12-22 12:21:17下载
- 积分:1
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getdemoduldata2
主要功能是对数据进行自相关处理,然后通过带通滤波后进行解调,得到数据的主要特征。(The main function is to carry on the data correlation processing, and then through the band-pass filter after demodulation, get the main features of the data.)
- 2014-12-30 16:30:26下载
- 积分:1
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max alpha
说明: 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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josaafig8
fdtd模拟二维表面等离子体波导结构的电磁场分布(FDTD simulation of two-dimensional surface plasmon waveguide structure of electromagnetic field distribution)
- 2007-11-10 18:55:41下载
- 积分:1
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optim
多变量非线性优化模型求解,对约束条件建立m文件(Multi-variable nonlinear optimization model for solving the establishment of restrictive conditions on m file)
- 2009-04-18 21:45:14下载
- 积分:1
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342225144NoisenewTVInpaintingTest
说明: 基于TV模型的图像快速修复自适应方法,欢迎大家分享(TV model based on adaptive methods of image quick fix, please share)
- 2011-04-11 15:31:34下载
- 积分:1
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PhysModMatlab
phsical mpdelling matlab
- 2013-11-29 10:42:17下载
- 积分:1
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memory_er
描述铁电薄膜的存储窗口与铁电介电常数的关系(Describe the ferroelectric thin film ferroelectric memory window and the relationship between dielectric constant)
- 2010-06-24 10:59:58下载
- 积分:1
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pca-deductional-vector
说明: pca降维 在pca提取vd后可以利用降维进行更加简便的操作(pca pca extraction vd dimension reduction in the dimensionality reduction can be used after a more simple operation)
- 2011-04-17 18:43:19下载
- 积分:1