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matlab_PairsTrading_FEX
matlab sourch code PairsTrading FEX
- 2012-05-29 15:04:35下载
- 积分：1
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max alpha
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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work
This is an image segmentation file.
- 2011-05-09 13:58:50下载
- 积分：1
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fdtd_m_samples
经典FDTD程序，仿真对象为horn天线，并且在域内设置电流源计算在空间内的散射场。(Classic FDTD procedure, simulation for horn antenna, and set the current source in the region in the space of the scattering field.)
- 2007-12-09 13:18:33下载
- 积分：1
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MATLAB2
电机拖动里的用空载点和负载点做出直流电机的固有机械特性曲线(failed to translate)
- 2012-03-25 16:45:02下载
- 积分：1
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xuanzhuanridiyuegongzhuan
一个很好的三维动态matlab实例，是学习的好资料，并且有解释说明部分(A good three-dimensional dynamic matlab instance, is a good learning materials, and there are some explanations)
- 2011-11-15 17:58:53下载
- 积分：1
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SRM_Modele
Switched Reluctance Motor Simulation Program
Matlab_Simulink Simulation of Speed Control System
- 2014-12-16 16:59:37下载
- 积分：1
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xiaobobao
对振动信号进行小波包分解，并以小波包的节点能量作为特征进行了提取。(The vibration signal is decomposed by wavelet packet, and the node energy of wavelet packet is taken as the feature to extract the vibration signal.)
- 2018-10-17 13:46:27下载
- 积分：1
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detect_face
face detection in algorithm in rgb
- 2011-12-16 05:35:19下载
- 积分：1
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SegmentImage
segmentation of the image end eliminate backgroung useful for digital watermarking
- 2010-03-09 01:41:46下载
- 积分：1
