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cp_fixed
股票指数模拟为几何布朗运动,GBM。 参数有五个:
s0,dt(time step),均值,标准差,到期时间T;
利用子函数进行10万条轨道的monte carlo 模拟到期日(3个月)的指数点数,从而估计在买入信号出现后,3个月后的损益情况,主要用来估算VAR
(Financial risk analysis on Matlab monte carlo simulation, stock index simulation for geometric Brownian motion, GBM.
)
- 2012-05-05 23:12:24下载
- 积分:1
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daitonglvbo1
matlab带通滤波程序
两个滤波器都是切比雪夫I型数字滤波器,不是巴特沃尔滤波器,包括实例
(bandpass filtering matlab program)
- 2014-10-21 21:19:55下载
- 积分:1
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sanwj
说明: 三次样条插值,三弯矩法计算,曲线拟合,求插值点的函数值,一阶导数,二阶导数(Cubic spline interpolation, three-moment method, curve fitting, interpolation points demand function values, first-order derivative, second derivative)
- 2010-03-18 10:03:41下载
- 积分:1
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matlab_PLLpost
这个程序是用来对pllpost进行仿真的,该思想基于多方面的考虑(This procedure is used to pllpost simulation, based on the thinking of a number of considerations)
- 2006-11-01 19:11:23下载
- 积分:1
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GA-BP
说明: 遗传算法和BP神经网络组合,风速的超短期预测(The combination of genetic algorithm and BP neural network can predict wind speed)
- 2021-03-04 23:39:41下载
- 积分:1
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基于MATLBA的无刷直流电机仿真 bldc
基于MATLBA的无刷直流电机仿真,使用新版MATLAB可以运行,基于MATLBA的无刷直流电机仿真,使用新版MATLAB可以运行(thank you )
- 2010-09-11 17:06:49下载
- 积分:1
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OFDM
ofdm系统中如何抑制峰均比,该程序给出了经典的仿真(ofdm system, how to suppress the PAPR, the program gives the simulation of the classic)
- 2010-11-17 12:23:14下载
- 积分:1
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1
说明: 改程序能求得卫星下行链路的传输速率和覆盖面积的关系(Procedures to obtain the relationship between the satellite downlink transmit date rate and coverage areas )
- 2009-07-24 03:16:37下载
- 积分:1
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f_smoothing
doa谱估计中,用于相干信源的DOA估计的一种算法的源程序。(doa spectral estimation for coherent sources of DOA Estimation Algorithm of the source.)
- 2010-05-20 08:44:33下载
- 积分:1
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GA-with-Constraint
appling GA to find optimum solution when we have constraints.
- 2013-08-31 03:08:23下载
- 积分:1