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markowitz_efficient_frontier

于 2021-01-07 发布 文件大小:253KB
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  马克维茨有效前沿的matlab实现。完整实例,含有前期数据处理的代码。含有画图和投资组合求解的代码。注释丰富,适合新手入门学习。作者软件版本matlab 2010a(An example of application of Markoviz efficient frontier in matlab.Containing code of data wrangling,and abundant explanatory note.starter-friendly.)

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    考虑输入双输出系统,输入量均为方差为1的互不相交白噪声,测量噪声采用方差为0.1的互不相交白噪声(Consider input dual-output system, enter the amount of all variance disjoint white noise, measurement noise variance was used to the white noise of 0.1 disjoint)
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  • paired123
    good file hope u will like it
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