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RiskCalculator
Simple VaR Calculator provides:
- Evaluation of return distribution of single asset or portfolio of assets
- Volatility forecasts using moving average and exponential algorithm
- Value at Risk of single asset or portfolio measurement using parametric and historical simulation.
- Historical data can be obtained from simple text file or MS Excel using Matlab Excel Links. (Simple VaR Calculator provides:- Evaluation of return distribution of single asset or portfolio of assets- Volatility forecasts using moving average and exponential algorithm- Value at Risk of single asset or portfolio measurement using parametric and historical simulation .- Historical data can be obtained from simple text file or MS Excel using Matlab Excel Links.)
- 2008-01-15 06:37:17下载
- 积分:1
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NSGA_II
NSGA_II多目标优化算法,用于工程优化计算,很好很强大(NSGA_II)
- 2010-10-19 11:02:06下载
- 积分:1
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KValgorithm
在matlab中,使用Koetter-Vardy算法进行Reed-Solomon码的解码。(in Matlab. use Koetter- Vardy algorithm for Reed-Solomon codes decoder.)
- 2021-05-14 05:30:02下载
- 积分:1
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nodereplacechildnewchilddiffdocument
D O M Test Incompatible Exception Source Code for Andriod.
- 2013-11-28 11:28:42下载
- 积分:1
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CHAPTER2
pid自适应控制器学习和程序大家学习,很好用的(点对点)
- 2010-09-17 10:52:59下载
- 积分:1
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1DBVP
heat transfer 1d matlab code
- 2011-06-23 04:03:24下载
- 积分:1
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daopujuli
基于倒谱距离的语音信号端点检测方法的matlab程序,可以用于语音信号端点检测(Cepstral distance voice signal endpoint detection method based on the matlab program that can be used for voice signal endpoint detection)
- 2015-01-13 17:03:12下载
- 积分:1
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yiyuanhuiguifexi
进行一元线性回归分析,分析的模型y=a+bx+e,e服从N(0,sigma平方),以及根据所建的一元线性回归模型进行预测实例(A linear regression analysis, the analysis of the model y = a+bx+e, e obey N (0, sigma squared), and built a linear regression model to predict instance)
- 2021-05-09 15:48:34下载
- 积分:1
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Another-Particle-Swarm-Toolbox
粒子群优化工具箱,采用Matlab编写的PSO程序工具箱(Development Notes for psopt toolbox
Future plans (in no particular order):
* Performance improvement: Automatically check for existence of constraints, skip boundary-checking if unconstrained.
* Performance improvement: Automatically vectorize fitness functions supplied by user, if not already vectorized.
* Performance improvement: Detect and eliminate dependent (i.e. redundant) linear constraints.
* Performance improvement: Automatically choose "penalize" versus "soft" constraint handling method based on type of constraints in problem. If any equality constraints exist, using "penalize", otherwise default to "soft". If "soft", automatically switch to "penalize" if more than a given percentage of particles (initial or interim) are infeasible.
* Feature: An output function defined by options.OutputFcns that can save current swarm state in a file which can be reloaded later as a problem structure, in case of a system crash.
* Feature: Implement multiobjective optimization option)
- 2013-12-27 12:39:09下载
- 积分:1
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pdeselect
PDESELECT 手动选择和移动操作的图形界面偏微分方程工具(PDESELECT manually select and mobile operations graphical interface tool for partial differential equations)
- 2009-06-25 22:40:47下载
- 积分:1