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var cvar 金融计算 matlab
说明: Matlab;金融计算;var计算;cvar计算
[VaR&&CVaR] VAR,CVAR详细介绍,并附带各种方法计算,matlab程序实现,仿真结果图展示。
[Matlab和金融计算] Matlab实现金融计算,并附带蒙特卡洛实现。([VaR&&CVaR] Var, cvar are introduced in detail, as well as various methods of calculation, and matlab program calculation is included, and the results are displayed in graphs.
[Matlab and financial calculations] Matlab implements financial calculations with Monte Carlo implementation.)
- 2019-12-27 11:21:18下载
- 积分:1
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19864062MatrixOper
对于协方差矩阵的一种计算方法,对于地震中的反演约束算法能起到很好的作用。(For a kind of covariance matrix calculation method)
- 2011-05-30 13:43:06下载
- 积分:1
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LAPACK-3.4.1.tar
LAPACK,其名為Linear Algebra PACKage的縮寫,是一以Fortran程式語言寫就,用於數值計算的函式集。 LAPACK提供了豐富的工具函式,可用於諸如解多元線性方程式、線性系統方程組的最小平方解、計算特徵向量、用於計算矩陣QR分解的Householder轉換、以及奇異值分解等問題。(LAPACK (Linear Algebra PACKage) is a software library for numerical linear algebra. It provides routines for solving systems of linear equations and linear least squares, eigenvalue problems, and singular value decomposition. It also includes routines to implement the associated matrix factorizations such as LU, QR, Cholesky and Schur decomposition.)
- 2012-07-31 10:14:37下载
- 积分:1
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Kalman
卡尔曼滤波的C语言实现,可用于估测电池soc等(C language implementation of Calman filter)
- 2018-05-09 13:51:39下载
- 积分:1
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hanshuubijin
用切比雪夫多项式逼近已知函数
用勒让德多项式逼近已知函数
用帕德形式的有理分式逼近已知函数
用列梅兹算法确定函数的最佳一致逼近多项式
求已知函数的最佳平方逼近多项式
用傅立叶级数逼近已知的连续周期函数
离散周期数据点的傅立叶逼近
用自适应分段线性法逼近已知函数
用自适应样条逼近(第一类)已知函数
离散试验数据点的多项式曲线拟合
离散试验数据点的线性最小二乘拟合
离散试验数据点的正交多项式最小二乘拟合
(By using Chebyshev polynomial approximation of the known functionApproximation of the known functions by Legendre polynomialsApproximation by rational fraction of known function in the form of PadmaTo determine the best uniform function polynomial approximation with the Lemez algorithmThe best known polynomial square for function approximationContinuous periodic function with Fourier series approximation of the knownApproximation of discrete data points in the Fu Liye cycleApproximation of the known function with adaptive piecewise linear methodAdaptive spline approximation ( first class ) known functionPolynomial curve fitting of discrete data pointsLinear least squares fitting of discrete data pointsOrthogonal polynomial least squares fitting of discrete data points)
- 2020-08-24 21:38:15下载
- 积分:1
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fitline
最小二乘拟合空间直线,和单独的误差计算函数(Linear least squares fitting space, and a separate error calculation function)
- 2016-08-28 16:19:16下载
- 积分:1
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homework3
悬臂梁 固体力学 有限元 端部作用力下梁的变形问题(Solid mechanics finite element cantilever force under the ends of the beam deformation)
- 2014-05-29 23:07:15下载
- 积分:1
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Bayesian-maximum-a-posteriori
实现贝叶斯最大后验概率计算,适合原理的研究,简单易懂。(To achieve the maximum a posteriori Bayesian probability, the principle of appropriate and easily understood.)
- 2011-06-15 22:01:03下载
- 积分:1
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matlab-code
几个多目标求极值的Matlab算法,包括模式搜索法、Rosenbrock法、单纯形法、Powell法、最速下降法、共轭梯度法、牛顿法、信赖域法(Matlab algorithm, several multi-objective extremum including pattern search method, Rosenbrock method, simplex method, Powell method, the steepest descent method, conjugate gradient method, Newton' s method, trust region method)
- 2013-03-09 14:53:27下载
- 积分:1
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minfit
实现最小二乘的仿真函数,有3次和9次多项式的拟合。(Realize the simulation of least squares function, has 3 times and 9 times polynomial fitting.)
- 2007-10-26 21:32:30下载
- 积分:1