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OFM_s
generation de modulation OFDM
- 2009-07-17 17:23:26下载
- 积分:1
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code
一个利用MATLAB编写的螺纹钢期货高频交易套利策略。本策略主要使用移动平均(Moving Average)+RSI 指数策略进行交易判定。其基本思想是 MA 策略对 于明显 趋势走效果较好,而 RSI 策略适用于震荡的行情 ,对两种策略 产生的信号合成之后具有较强抵抗风险的能力 。实际验中,在对初始价格信号进行处理并 通过以往数据回测,得到最佳据回测,得到最佳参数组合之后,策略的年均收益率 达到了23.6,夏普比率为 2.05。(One using MATLAB rebar futures arbitrage high frequency trading strategies. This strategy is mainly used moving average (Moving Average)+ RSI index trading strategy determination. The basic idea is a clear trend to go for MA strategy is better, while RSI strategy for market shocks, the two signals generated after synthesis strategy has a strong ability to resist risks. Practical experience, in the pair. Practical experience, in the pair. Actual experiment, in the initial price signals to be processed and the data back through the previous test, get the best according to backtesting, get the best combination of parameters, the strategy to achieve an average annual rate of return of 23.6 2, the Sharpe ratio of 2.05.)
- 2013-10-09 14:14:53下载
- 积分:1
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calcvar
CALCUL VAR VALU AT RISK WITH MATLAB
- 2015-02-13 05:03:18下载
- 积分:1
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gz_LBP
基于人脸识别的LBP特征提取的检测算法,更加的精准,用于做人脸识别识别特征提取的首选(Detection algorithm based on the recognition of LBP feature extraction more accurate for Face recognition, feature extraction preferred
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- 2012-02-26 09:30:08下载
- 积分:1
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一个bp的逼近算法
一个bp的逼近算法-an approximation algorithm bp
- 2022-03-12 15:05:29下载
- 积分:1
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此程序是关于小波变换用于故障信号分析和处理的程序,特别适合去噪和第一类间断点的检测,适合机械波研究者参考...
此程序是关于小波变换用于故障信号分析和处理的程序,特别适合去噪和第一类间断点的检测,适合机械波研究者参考-this procedure is used on the wavelet transform fault signal analysis and processing procedures, particularly suitable for de-noising and continuity of the first category of detection, for the reference of researchers mechanical wave
- 2022-06-30 21:57:29下载
- 积分:1
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sift
sift特征点检测及匹配,matlab源码(sift feature point detection and matching, matlab source code)
- 2009-10-21 10:16:25下载
- 积分:1
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EXCEL2DBC
说明: Excel生成DBC文件,便于通讯管理,DBC文件为CAN通讯通用的标准格式文件(database can DBC generates can communication)
- 2020-06-26 09:41:11下载
- 积分:1
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TSP游遍全国问题
1.用蚁群算法解决TSP问题,考虑了多目标叠加下的蚁群算法优化思想;
2.首先基于路程最短进行路径规划;
3.其次基于费用最省进行路径规划;
4.基于两种目标组合下的路径规划,采用时间费用模型进行量值等价转换;
希望对有兴趣的朋友有所帮助,欢迎学习交流!
- 2023-07-04 12:05:03下载
- 积分:1
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ASK_FSK
ASK FSK MATLAB CODES
- 2011-03-25 17:06:14下载
- 积分:1