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Monte-Carlo1
应用蒙特卡罗模拟方法计算期权价格
统计模拟方法亦称蒙特卡罗(Monte-Carlo)方法.因为通常的教科书几乎不涉及
此内容.了解的人不多。听到过的人又常把它看作是统计力学或核物理等学科的专门工具.很少想到这个方法与自己的科研工作有什么关系。
(Application of Monte Carlo simulation method of calculating the option price statistics, also known as Monte Carlo simulation method (Monte-Carlo) methods. Because textbooks are usually almost do not involve this content. Not many people understand. Heard of people often see it as a statistical mechanics or nuclear physics disciplines, such as specialized tools. Rarely thought about this method and their own research work has anything to do.)
- 2020-11-25 14:59:32下载
- 积分:1
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doa-estimation-music-master
说明: MUSIC算法
DOA(Direction Of Arrival)波达方向定位技术主要有ARMA谱分析、最大似然法、熵谱分析法和特征分解法,特征分解法主要有MUSIC算法、ESPRIT算法WSF算法等。
MUSIC (Multiple Signal Classification)算法,即多信号分类算法,由Schmidt等人于1979年提出。MUSIC算法是一种基于子空间分解的算法,它利用信号子空间和噪声子空间的正交性,构建空间谱函数,通过谱峰搜索,估计信号的参数。对于声源定位来说,需要估计信号的DOA。MUSIC算法对DOA的估计有很高的分辨率,且对麦克风阵列的形状没有特殊要求,因此应用十分广泛。(DOA (direction of arrival) positioning technology mainly includes spectrum analysis, maximum likelihood method, entropy spectrum analysis method and feature decomposition method. The feature decomposition method mainly includes music algorithm, ESPRIT algorithm, algorithm, etc.
Music (multiple signal classification) algorithm, namely multi signal classification algorithm, was proposed by Schmidt In 1979. MUSIC algorithm is an algorithm based on subspace decomposition. It uses the orthogonality of signal subspace and noise subspace to construct spatial spectrum function, and estimates signal parameters through spectrum peak search. For sound source localization, DOA of signal needs to be estimated. MUSIC algorithm has high resolution for DOA estimation, and has no special requirements for the shape of microphone array, so it is widely used.)
- 2020-11-21 10:29:32下载
- 积分:1
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exp103
1、典型连续时间信号波形绘制
1)单边指数信号
要求:
(1) 画出t=0,1,2,…,500共501点
(2)在一个坐标系中用三种不同颜色分别绘制如下三种情况下的波形
(a) E=200,X=62.5
(b) E=200,X=125.0
(c) E=200,X=250.0
(3)标出特殊点的坐标,如t=0和 的坐标
代码为此题目的解
()
- 2007-09-14 09:46:14下载
- 积分:1
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femte
有限元法(finite element method)求波导中的TE模(FEM (finite element method) waveguide for the TE mode)
- 2007-04-25 10:15:28下载
- 积分:1
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KLpromoter2
KL距离一种分类方法,此程序是分类启动子的类别,对于运用KL距离的人有很大的作用(KLdistangce cnahelp us)
- 2011-06-16 09:46:41下载
- 积分:1
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AWGN
matlab 构建AWGN 信道的构建,并且详细分析了BER 和信噪比(simulation on OFDM AWGN channel compute BER AND SNR perfermance)
- 2011-07-02 22:06:01下载
- 积分:1
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RRR=PRP
机械结构RRR-PRP运动学仿真,包括速度,加速度的仿真结果,里面有运动仿真模型和M文件。(Mechanical structure RRR-PRP kinematics simulation, including speed, acceleration simulation results, there is a motion simulation model and the M-file.)
- 2013-04-16 20:55:03下载
- 积分:1
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PDC
Apply Ben-Israel and Iyigun s Probabilistic D-Clustering (PDC) algorithm for clustering.
This implementation is based on:
Adi Ben-Israel and Cem Iyigun, "Probabilistic D-Clustering", Journal of Classification 25:5-26 (2008)
- 2010-03-04 15:57:29下载
- 积分:1
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mt
说明: matlab文件结合实例,实际的优化例子,很有用的(matlab file with examples, practical optimization example, very useful)
- 2010-04-16 12:13:38下载
- 积分:1
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handwritten-digits_recognition-
一个基于神经网络的手写体数字识别的matlab程序,可以自行进行神经网络训练并识别给出相应的结果(A neural network-based handwritten numeral recognition matlab program, the neural network can be trained to identify themselves and give the corresponding results)
- 2013-12-02 07:06:43下载
- 积分:1