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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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6matlab
6轴机器人的matlab构造程序(6-axis robot matlab tectonic process)
- 2008-12-24 00:32:26下载
- 积分：1
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inverter-control
太阳能光伏并网发电及其逆变控制，光伏发电的入门级书籍，含有控制、MPPT、孤岛检测等(Solar photovoltaic power generation and inverter control, entry-level books photovoltaic containing control, MPPT, islanding detection)
- 2016-09-28 21:13:18下载
- 积分：1
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xyz2blh_pudn
说明： 坐标转换，从地固坐标系的笛卡尔直角坐标到大地坐标，考虑到不同的椭球参数。(function to calculate the geodetic Earth-fixed coordinates from Cartesian coordinates
)
- 2009-08-05 04:39:27下载
- 积分：1
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BER
bpsk,qpsk等的误码率比较程序，可直接运行
(bpsk, qpsk comparison procedures such as bit error rate can be directly run)
- 2011-05-05 21:21:16下载
- 积分：1
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MFP_beta91
这是一个处理affy mitochip v2的芯片封装套件。它将提供SNP的电话，来电异质性，以及mitochip数据质量评估。最小样本数为20或以上的无偏产生的结果。(This is a wrapper suite for processing affy mitochip v2 chip. It will provide snp calls, heteroplasmy calls, as well as quality evaluation for mitochip data. MIn sample size will be 20 or above to produce a unbiased result.
)
- 2011-05-15 11:02:36下载
- 积分：1
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MATLAB_fuzzy
模糊控制隶属度函数及部分代码，幻灯片讲义(Fuzzy control membership function and part of the code)
- 2012-06-04 10:55:24下载
- 积分：1
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egmfile
具有丰富的matlab编程实例，把matlab的基本应用都包括进来了(example of MATLAB applications, including a lot of documents)
- 2009-09-11 17:59:47下载
- 积分：1
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bianhuan
对给定图像裁剪为384×384，对其分别进行傅立叶等变换 。。。——bianhuan.m(For a given image cut to 384 × 384, so its Fourier transform respectively. . .- Bianhuan. M)
- 2010-07-19 10:21:49下载
- 积分：1
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matlab
各种matlab的命令和函数，matlab中用到的基本上都有收集到。很全面。(A variety of matlab commands and functions, matlab basically used in all collected. Very comprehensive.)
- 2007-12-10 17:16:18下载
- 积分：1
