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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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knn
k nearest neigbours classifier
- 2010-01-19 18:10:59下载
- 积分:1
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narayani__ref
A multiplexing system with NT transmit and NR equals NT receive antennas is designed.
The main challenge fo systems lies in the non-orthogonality of the transmission channel.
This can be solved by turbo processing.
Turbo channel encoder is used for converting the bits in its suitable form.
Then different M-ary QAM is compared.
- 2013-11-26 13:19:04下载
- 积分:1
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paramiterator
matlab based parameter indicator ckt
- 2012-11-18 02:19:00下载
- 积分:1
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meanShiftExample
改进的均值偏移跟踪算法,带有示例视频,可完成对选定目标的实时跟踪(Improved mean shift tracking algorithm, with a sample video, to be completed by the real-time tracking of selected targets)
- 2010-10-24 14:34:01下载
- 积分:1
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LEACH
经典leach ,仿真成功,是学习matlab仿真的最有效的代码(The classical leach, the simulation is successful, is to learn matlab simulation is the most effective code)
- 2013-03-20 21:45:59下载
- 积分:1
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OMP
THIS CODE IS AN IMPLEMENTATION FOR THE GREEDY ALGORITHM IN COMRESSIVE SENSING THE ORTHOGONAL MATCHIN PURSUIT
- 2014-11-28 01:07:21下载
- 积分:1
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svpwm
使用Matlab的M文件实现的SVPWM程序,包含调制区和过调制区两个过程,文件包含主程序和子程序,经过测试可行。(Using Matlab M-file to achieve SVPWM program consists of two processes modulation region and over-modulation region file contains the main program and subroutines, tested feasible.)
- 2020-09-23 19:27:51下载
- 积分:1
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DTFT-in-Matlab
离散时间信号的频域分析的简洁分析及其运用实例,用于地震信号处理(Discrete time signal frequency domain analysis of concise analysis and its application instance, used for seismic signal processing)
- 2015-01-15 00:36:11下载
- 积分:1
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Alamouti
Matlab code for COST207
- 2009-10-09 07:41:15下载
- 积分:1