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StockPaths
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 23:15:19下载
- 积分:1
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radar-clutter
对多种雷达杂波的生成进行仿真,包括高斯白噪声,瑞利噪声等(simulation of a variety of radar clutter)
- 2012-09-12 22:01:16下载
- 积分:1
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2Dhistogram
说明: 该程序师用MATLAB实现的,作用是绘制图像的二维直方图(The programmers used MATLAB to achieve, is to draw two-dimensional histogram of the image)
- 2010-04-19 11:05:13下载
- 积分:1
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MATLAB
双面动平衡x方向,社工和客户更卡环境肯定噶卡了人家给姐姐哦(Double dynamic balancing x direction, social workers, and customers more card environment must be washed card family to sister oh)
- 2014-11-02 12:08:10下载
- 积分:1
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Rev_1_code
A GUI for browsing and finding region of interent in a gaussion noise filtered image.
- 2013-10-20 09:08:54下载
- 积分:1
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4.-BPSK
BPSK modulation with simulink model and code
- 2014-09-23 02:03:00下载
- 积分:1
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lsvm
LSVM Langrangian Support Vector Machine algorithm
LSVM solves a support vector machine problem using an iterative
algorithm inspired by an augmented Lagrangian formulation.
- 2008-03-21 11:31:38下载
- 积分:1
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test55
说明: 带全阶状态反馈的电机控制模拟系统。在simulink内通过二阶控制实现了良好的速度相应性能。(With full-order state-feedback simulation system of motor control. In simulink through second-order control to achieve a good performance speed accordingly.)
- 2008-10-19 03:04:47下载
- 积分:1
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cnv_encd
实现卷积编码功能的matlab程序,参数可设。(source code for convolutional encoding)
- 2012-04-27 16:02:11下载
- 积分:1
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lingo4
lingo小程序,解决线性规划问题,如最优下料问题等。希望对从事这方面的朋友有帮助。(lingo small program to solve linear programming problems, hope in this field to help a friend.)
- 2011-08-23 12:43:57下载
- 积分:1