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RiskCalculator
Simple VaR Calculator provides:
- Evaluation of return distribution of single asset or portfolio of assets
- Volatility forecasts using moving average and exponential algorithm
- Value at Risk of single asset or portfolio measurement using parametric and historical simulation.
- Historical data can be obtained from simple text file or MS Excel using Matlab Excel Links. (Simple VaR Calculator provides:- Evaluation of return distribution of single asset or portfolio of assets- Volatility forecasts using moving average and exponential algorithm- Value at Risk of single asset or portfolio measurement using parametric and historical simulation .- Historical data can be obtained from simple text file or MS Excel using Matlab Excel Links.)
- 2008-01-15 06:37:17下载
- 积分:1
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matlab_roots_for_nonlinear_equations
说明: 非线性估计,还是很有用的,自己用过的 和大家分享了(Nonlinear estimation)
- 2010-04-21 09:44:56下载
- 积分:1
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cm_bpske
bpske调制信号在matlab里的仿真实现(Simulation of BPSKE modulated signal in matlab)
- 2013-04-25 22:13:53下载
- 积分:1
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TouchExpand
This software implements the touch-expand algorithm and demonstrates how it can be applied for shape-from-oriented points reconstruction.
The algorithm and its application were suggested in:
- 2010-05-06 02:09:15下载
- 积分:1
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IRR-digital-high-pass-filter
IRR数字高通滤波器matlab程序代码(IRR digital high pass filter matlab code)
- 2011-05-04 16:20:28下载
- 积分:1
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matlab
matlab算法源程序,重要介绍了三十多种算法,可以直接应用于各种实际问题。(matlab prom)
- 2010-05-24 13:17:54下载
- 积分:1
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runATGP
ATGP endmember extraction algorithm from Washington DC hyperspectral data!
- 2013-08-07 03:32:54下载
- 积分:1
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qun-cq34
基于互功率谱的时延估计,计算目标和海洋回波的功率谱密度,一个很有用的程序。( Based on the time delay estimation of power spectrum, Calculating a target and ocean echo power spectral density, A very useful program.)
- 2020-07-30 22:18:37下载
- 积分:1
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sumplot
这是现代数字信号处理课程中涉及到的实验,预测太阳黑子周期的,包含周期图法和burg法。(This is a modern digital signal processing courses related to the experiment, predicted sunspot cycle, including the periodogram method and burg method.)
- 2010-01-26 18:40:17下载
- 积分:1
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create_x_custom
根据自己的需求产生加入特定方差的白噪声的状态量数据。(According to their specific needs generated by adding white noise variance of the state of traffic data.)
- 2011-11-19 18:10:56下载
- 积分:1