登录
首页 » matlab » Commodity-One-Factor-Spot-Model

Commodity-One-Factor-Spot-Model

于 2011-06-10 发布 文件大小:258KB
0 228
下载积分: 1 下载次数: 4

代码说明:

  采用Clewlow and Strickland 单要素日现货模型,利用Monte Carlo方法模拟商品现货价格的Matlab程序。(Commodity Model One Factor Spot Model:This code simulates commodity spot prices using the Clewlow and Strickland one factor daily spot model using a Monte Carlo approach. The derived stochastic differential equations (SDEs) are solved using several finite difference schemes.)

下载说明:请别用迅雷下载,失败请重下,重下不扣分!

发表评论

0 个回复

  • utilities
    matlab中几个非常实用的画图程序,分别用来画箭头,方形,球体,多面体,坐标系,非常实用。(matlab drawing on some very practical procedures were used to draw the arrow, square, sphere, polyhedron, coordinate system, very useful.)
    2010-08-02 16:32:02下载
    积分:1
  • MATLAB
    1.本程序演示的是用简单遗传算法随机一个种群,然后根据所给的交叉率,变异率,世代数计算最大适应度所在的代数 2.演示程序以用户和计算机的对话方式执行,即在计算机终端上显示“提示信息”之后,由用户在键盘上输入演示程序中规定的命令;相应的输入数据和运算结果显示在其后。 3.测试数据 输入初始变量后用y=100*(x1*x1-x2)*(x1*x2-x2)+(1-x1)*(1-x1)其中-2.048<=x1,x2<=2.048作适应度函数求最大适应度即为函数的最大值 (1. This program demonstrates a simple genetic algorithm is a random population, then according to the crossover rate and mutation rate, fitness for calculating the maximum number of generations in which algebra 2. Demo program to computer users and the implementation of dialogue, that is displayed on a computer terminal " message" after the keyboard input by the user specified in the order demo program the corresponding input data and results in a subsequent operation. 3. Test data input with the initial variables y = 100* (x1* x1-x2)* (x1* x2-x2)+ (1-x1)* (1-x1) where-2.048 < = x1, x2 < = 2.048 ask for the maximum fitness function is the function of the maximum fitness)
    2011-04-27 10:45:28下载
    积分:1
  • 7analysis-of-variance
    数据处理的方差分析码源。经过测试可用,效果好!!(Data processing source code analysis of variance. Tested are available, the effect is good! !)
    2013-10-05 09:38:34下载
    积分:1
  • ED_Lagrange
    Economic Dispatch for power generating systems with Lagrange method
    2013-03-13 00:34:10下载
    积分:1
  • DTCsix_torque
    直接转矩控制(DTC)Matlab仿真文件(Direct Torque Control (DTC) Matlab simulation file)
    2013-10-21 10:48:31下载
    积分:1
  • Monte-Carlo-algorithm
    蒙特卡洛算法的word版资料,里面有丰富的源码和matlab函数应用 (Monte Carlo algorithm for word version of the information, which has a rich source and matlab function application)
    2013-05-25 21:46:16下载
    积分:1
  • 基于EM算法的混合COPULA mixed-Copula
    基于EM算法的混合COPULA(Frank、Gumbel和clayton)(EM algorithm based on hybrid COPULA (Frank, Gumbel and clayton))
    2021-02-25 22:29:38下载
    积分:1
  • optical_flow
    Phase-based Opic Flow Algorithm, described in Gautama, T. and Van Hulle, M.M. [2002]. A Phase-based Approach to the Estimation of the Optical Flow Field Using Spatial Filtering. IEEE Trans. Neural Networks, 13[5], 1127--1136.
    2009-02-28 18:25:20下载
    积分:1
  • Multi-frequency-signals-filtering
    多频混合信号,滤波器,最优化低通滤波,切比雪夫带通滤波,最优化高通滤波,matlab(Mixed multi-frequency signal, a filter, a low pass filter optimization, Chebyshev band-pass filter, high pass filter optimization, matlab)
    2013-11-20 16:55:54下载
    积分:1
  • nonlinear-conjugate-gradient
    在无约束最优化方法中,通过选择搜索方向 k d 而得到的方法主要有四种:最 速下降法,Newton法,共轭方向法,Quasi-Newton (拟牛顿法)。 (Study on the algorithm of several nonlinear conjugate gradient method and the analysis of global convergence)
    2013-12-05 15:03:36下载
    积分:1
  • 696516资源总数
  • 106914会员总数
  • 0今日下载