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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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40chafengeshi
一些常用的CFD差分格式的代码,新学的用起来挺好的(some basic code for cfd )
- 2014-09-19 20:09:33下载
- 积分:1
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MATLAB_MPC
说明: 基于状态空间模型的模型预测控制,matlab平台实现。(The model predictive control based on state space model is realized by Matlab platform.)
- 2020-12-24 15:59:06下载
- 积分:1
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CameraCalibration
说明: 完整的相机标定程序,基于张正友标定板,用于相机的内参外参标定。(Complete camera calibration procedure, based on Zhang Zhengyou calibration board, is used for camera internal and external parameters calibration.)
- 2019-07-01 10:44:10下载
- 积分:1
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matlab
说明: matlab棒材计数的论文,对于工业棒材计数有很好的描述(matlab bar count of paper, counting for the industry have a good description of bar)
- 2010-05-04 13:39:06下载
- 积分:1
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wavelet_watermark
program on wavelet watermark
- 2015-02-25 09:56:27下载
- 积分:1
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MATLAB7
说明: matlab 7教材,讲述matlab的基本语法,matlab 7的特点优势,和编程技巧(matlab 7matlab 7)
- 2011-03-16 22:04:42下载
- 积分:1
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Dijkstra
解决最短路问题的MATLAB算法,只要输入邻接矩阵即可求出结果(MATLAB to solve the shortest path problem algorithm, the adjacency matrix can be obtained as long as the result of input)
- 2011-08-21 23:48:52下载
- 积分:1
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短期负荷预测
短期负荷预测通常是指24小时的日负荷预测和168小时的周负荷预测,本文主要预测的是日平均负荷,对于短期负荷预测(short-term load forecasts usually refers to the 24-hour daily load forecasting and 168 hours a week load forecasting, In this paper, the forecast is the average load, short-term load forecasting)
- 2020-09-24 11:07:48下载
- 积分:1
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MATLAB
ansys结构分析与MATLAB编程,详细的介绍了matlab在结构分析中的应用(ansys structural analysis and MATLAB programming, a detailed description of the matlab in Structural Analysis)
- 2014-02-12 13:00:51下载
- 积分:1