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matlab
实验名称:投资组合分析
实验性质:综合性和研究探索性
实验目的:熟练运用投资组合工具箱,学会构造有效前沿组合的方法,掌握最优投资组合的计算方法;给出投资组合VaR 的值。
实验任务:选择股票并从万得下载数据,计算证券的预期收益率、标准差和协方差,设定一组约束条件,构造最优投资组合并计算该组合的Var值。
实验设备:计算机
实验软件:Matlab2013 Wind数据库
选择一组股票作为投资标的,构造投资组合,通过估计收益率均值、计算方差、协方差,计算该投资组合权重、在险价值、画出有效前沿。(Experimental Name: Portfolio Analysis
Experimental nature: comprehensiveness and research exploration
The purpose of the experiment is to skillfully use the portfolio toolbox, learn to construct effective frontier portfolio method, grasp the best investment portfolio calculation method, and give the value of portfolio VaR.
Experimental tasks: select stock and download data from Wan De, calculate the expected return, standard deviation and covariance of securities, set up a set of constraints, construct the optimal portfolio and calculate the Var value of the portfolio.
Experimental equipment: computer
Experimental software: Matlab2013 Wind database
A group of stocks is selected as investment target, and a portfolio is constructed. By estimating the mean value, variance and covariance of the yield, we calculate the portfolio weight, value at risk and draw effective frontier.)
- 2017-12-27 13:31:24下载
- 积分:1
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ofdmchannel
OFDM信道仿真 包含OFDM编码调制全过程(OFDM channel simulation includes the entire process of OFDM-Coded Modulation)
- 2009-06-03 16:49:58下载
- 积分:1
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haiqei_v61
在matlab环境中自动识别连通区域的大小,多元数据分析的主分量分析投影,实现典型相关分析。( Automatic identification in the matlab environment the size of the connected area, Principal component analysis of multivariate data analysis projection, Achieve canonical correlation analysis.)
- 2016-10-08 12:24:11下载
- 积分:1
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diffusion
Code for a a anisotropique diffusion
- 2012-01-05 04:09:33下载
- 积分:1
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enframe
一种分帧算法 比较简单基础 基于matlab 请大家分享(A simple algorithm based on sub-frame based on matlab)
- 2011-06-05 12:55:18下载
- 积分:1
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757804377TSP-PSO
各种优化算法解决TSP问题的matlab可视化源程序(Various optimization algorithm to solve TSP problem matlab source code visualization)
- 2013-11-16 16:50:49下载
- 积分:1
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GMSK_O50601
基于matlab的GMSK仿真, 代码 (it is used for matlab
)
- 2011-12-27 12:38:46下载
- 积分:1
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matlab
说明: 用matlab进行通信过程中基带信号通过系统传输的模拟(describe a signal in fundamental frequency band transmit through a system with the matlab language)
- 2009-07-31 10:08:08下载
- 积分:1
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gzjfz
感知分类器的MATLAB仿真源代码,供大家交流!(Perception Classifier MATLAB simulation source code for all to share!)
- 2011-05-11 01:22:50下载
- 积分:1
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ANFIS_2_class
ANFIS: Adaptive Neuro-Fuzzy Inference Systems
- 2012-05-17 19:19:42下载
- 积分:1