-
Project4_rar
this is a matlab cod for image processing.
- 2010-08-03 05:38:37下载
- 积分:1
-
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
-
turbowman16QAM
说明: turbo码在无线城域网中应用,matlab(turbo codes in the wireless MAN applications, Matlab)
- 2006-01-09 19:05:07下载
- 积分:1
-
fracMcOLD.m
choose vector machin frac md old
- 2011-06-16 06:14:07下载
- 积分:1
-
TCoreRKC2
simulates the motion of a pendulum in 3-D usin RK-4.
- 2011-08-27 22:52:20下载
- 积分:1
-
PID-controller
先进PID控制matlab仿真,对PID的仿真有很大帮助,内含好多源代码(Advanced PID control matlab simulation , PID simulation , containing a lot of source code
)
- 2012-03-27 16:32:51下载
- 积分:1
-
MATLAB
简单的MATLAB拉普拉斯变换,单位阶跃响应的程序(Simple MATLAB Laplace transform of unit step response procedures)
- 2012-06-05 10:28:18下载
- 积分:1
-
nchoosek_wacs5
组合算法
Matlab中有函数nchoosek,它是返回全部可能的给合数,本例是一个个地产生组合(Combination algorithm
In Matlab function nchoosek, it is possible to return all composite numbers in a matrix, in this case is a combination of one to generate)
- 2010-10-05 18:38:21下载
- 积分:1
-
Parameter-Optimizati
Parameter Optimization of AC Rectangular Wave Outputs for Aluminum Cold Wire GTAW.docx
- 2013-11-26 10:54:45下载
- 积分:1
-
MATLAB-simulink-jiaoan
说明: 上海交通大学matlab与simulink讲义
总体感觉还不错,对于初学simulink还是很有意义的。(Shanghai Jiaotong University, matlab and simulink lecture feeling pretty good overall, for beginners simulink makes sense.)
- 2010-03-17 19:55:31下载
- 积分:1