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cp_fixed
股票指数模拟为几何布朗运动,GBM。 参数有五个:
s0,dt(time step),均值,标准差,到期时间T;
利用子函数进行10万条轨道的monte carlo 模拟到期日(3个月)的指数点数,从而估计在买入信号出现后,3个月后的损益情况,主要用来估算VAR
(Financial risk analysis on Matlab monte carlo simulation, stock index simulation for geometric Brownian motion, GBM.
)
- 2012-05-05 23:12:24下载
- 积分:1
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Jakes-working
Jakes model simuation. Autocorrelation and crosscorrelation as outputs
- 2014-12-14 21:57:41下载
- 积分:1
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chengxu
参数变化对最小相位系统的影响,动态矩阵算法(DMC)仿真实例。(Effects of parameter changes on the minimum-phase system。Dynamic matrix algorithm (DMC) simulation.)
- 2013-12-27 13:59:53下载
- 积分:1
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model3--2009011537
模式识别作业三,对属性的优先选择和数据分类。(Pattern recognition job priority attribute selection and data classification.)
- 2013-02-26 12:01:18下载
- 积分:1
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gmsk
it is a complete gmsk matlab folder
- 2011-04-24 06:34:17下载
- 积分:1
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five_level_diode_clamped_pwmnikhil
five level diode clamp PWM.this is th e matlab simulink readyly usable file for PWM techinique
- 2011-05-23 17:04:02下载
- 积分:1
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I2C_read_block_for_ArduinoIO_package
Help for Writing Level-2 M-File S-Functions
- 2014-09-28 07:53:13下载
- 积分:1
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mpc_3
this ismatlab code for mpc example..
- 2014-01-30 03:38:44下载
- 积分:1
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avi_reader
使用matlab gui将AVI格式的视频分帧播放,可暂停,且可以反复播放上一帧和下一帧(Using matlab gui to AVI format video sub-frame playback, you can pause, and can repeat the previous frame and the next frame)
- 2020-11-27 13:49:31下载
- 积分:1
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ComputeDispersion
专门用于计算频散现象的matlab程序,各种功能函数都提供,并且还有举例说明,希望对大家的研究有所帮助(compute dispersion)
- 2021-04-08 10:29:01下载
- 积分:1