Math

algorithmic trading strategy backtesting for MATLAB

用Matlab编程，其中包括，FFT算法，FIR，IIR和卷积的代码(With Matlab programming, including, FFT algorithm, FIR, IIR, and convolution code)

说明：  自行选择lamdahe和p的参数进行广义S变换时频分析(Design the parameters of lamdahe and p by yourself)

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辛普森积分的四种经典算法的matlab程序(Simpson points of the four classic algorithm matlab program)

编制改进一次二阶矩法计算可靠指标的程序 编制改进一次二阶矩法计算可靠指标的程序(Improve the preparation of first order second moment method to calculate a reliable indicator of the program improve the preparation of first order second moment method to calculate a reliable indicator of the program)

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说明：  Modify the Matlab Gauss Elimination routine given in lectures so that it (a) performs implicit complete pivoting, and (b) handles m right hand sides at once by performing an LU decomposition of the matrix A first and then doing forward substitution and back substitution (hence not modifying the right hand side as the elimination is perfomed). Test your program and then run it on the system AX = B(Modify the Matlab Gauss Elimination routine given in lectures so that it (a) performs implicit complete pivoting, and (b) handles m right hand sides at once by performing an LU decomposition of the matrix A first and then doing forward substitution and back substitution ( hence not modifying the right hand side as the elimination is perfomed). Test your program and then run it on the system AX = B)

Mann-Kendall 趋势分析，于进行m-k检验 突变所发生的时间(Mann-Kendall，used for testing mk mutation occurred at a time)

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