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10
说明: 《精通MTLAB最优化计算》第10章 线性规划
源码(" The most proficient MTLAB Optimization" Chapter 10 Linear Programming Source)
- 2011-04-18 21:49:24下载
- 积分:1
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12
说明: simulation of ballistic target trajectiry
- 2011-01-08 05:17:29下载
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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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gaot
matlab 遗传算法工具箱(有说明文档)(matlab genetic algorithm toolbox (with documentation))
- 2007-08-14 08:52:12下载
- 积分:1
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toppj21
拓扑化的99行显示 主要应用于力学领域(topology optimization)
- 2010-10-19 22:56:41下载
- 积分:1
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NR1
可以实现直角坐标系下的牛顿拉夫逊算法,适合于潮流计算(Cartesian coordinate system can achieve the Newton Raphson method, suitable for power flow calculation)
- 2010-05-31 15:23:07下载
- 积分:1
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generate_correlated_image
图像相关算法的示例,网上转的,如果有问题请留言交流。英文说明很详细。(This function generates images with spatially correlated pixels.
It regards an image as a discerete random field where each pixel is a
random variable. The pixels can be correlated or completely independent,white noise field.)
- 2011-12-16 10:30:06下载
- 积分:1
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yuchou2
说明: 用matlab解决线性回归问题,在约束条件下求解二次回归问题的极小值(Using matlab to solve linear regression problems, in the constraint solving quadratic regression under the condition of the minimum problem)
- 2008-10-31 22:55:42下载
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FIR
利用窗函数法实现FIR滤波器的设计,包括各种常见的窗口函数
(Window function method using FIR filter design, including a variety of common window function)
- 2009-01-02 16:56:52下载
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music_recognize_on_matlab
从信号处理的角度讲,小波(变换)是强有力的时频分析(处理)工具,是在克服傅立叶变换缺点的基础上发展而来的,所以从信号处理的角度认识小波,需要傅立叶变换、傅立叶级数、滤波器等的基础知识。
(From signal processing perspective, the wavelet (transform) is a powerful time-frequency analysis (processing) tool is to overcome the shortcomings on the basis of Fourier transform evolved, so from the perspective of understanding of wavelet signal processing need to Fourier transform, Fourier series, filters and other basic knowledge.)
- 2010-01-10 17:20:41下载
- 积分:1