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yuan_jiao_cai_ch1
我自己在学习空时编码一书时编写的第一章的仿真程序，很值地参考(My own space-time coding in the study when one book chapter prepared by the simulation program, it is the value of reference)
- 2009-02-28 13:58:08下载
- 积分：1
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max alpha
说明： 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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zuoye2
一般最小二乘、递推最小二乘、增广最小二乘用于有色噪声干扰的系统辨识，及辨识结果对比。(General least squares, recursive least squares, extended least squares for the colored noise system identification, and the comparison of recognition results.)
- 2012-05-09 21:04:55下载
- 积分：1
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power_FCV_powertrain
simulation of train in matlab with fuel cell source
- 2013-09-08 15:34:22下载
- 积分：1
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Adaptive-CoDE
Adaptive Composite Differential Evolution Algorithm 自适应复合差分进化算法(Differential Evolution with Composite Trial Vector
Generation Strategies and Control Parameters)
- 2013-12-10 13:34:23下载
- 积分：1
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rgb2xyz
convert RGB color space to XYZ color space
- 2013-11-27 15:32:41下载
- 积分：1
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ECG
实现心电图信号的方针，可是输出任意参数的心电图信号，并且支持手动输入的参数。(ECG signal to achieve the policy, but the output ECG signals any parameters, and supports manual input of parameters.)
- 2010-08-15 19:22:33下载
- 积分：1
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PCA311
说明： PCA人脸是识别在matlab的实现程序，包含数据库。(PCA face is to identify procedures in matlab implementation, including the database.)
- 2010-04-24 09:46:59下载
- 积分：1
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randfixedsum
随机固定求和函数，里面附有具体的应用讲解，可参考。(Random fixed sum function, which accompanied the application of specific explanations, can be found.)
- 2021-03-04 11:19:32下载
- 积分：1
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Electronics_and_Circuit_Analysis_using_MATLAB___C
ELECTRONIC AND circuit analysis using Matlab
- 2012-09-25 16:37:48下载
- 积分：1
