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brownianbridge
An example case is considered to price an option at a maturity of T years - prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally option prices are compared to Black Scholes values to verify results(An example case is considered to price an option at a maturity of T years- prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally option prices are compared to Black Scholes values to verify results)
- 2009-03-23 22:29:02下载
- 积分:1
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PCA
应用PCA进行特征提取和降维,可以应用于数据挖掘,机器学习,人脸识别上!(Application of PCA for feature extraction and dimensionality reduction can be applied to data mining, machine learning, face recognition on!)
- 2010-10-20 10:50:41下载
- 积分:1
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DV_Hop
无线传感网络DV HOP定位算法仿真 matlab平台源代码(DV HOP wireless sensor network localization algorithm simulation platform source code matlab)
- 2009-05-05 21:30:37下载
- 积分:1
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w_croston
说明: croston方法。对间歇性需求数据进行预测的经典方法(Croston method. Of intermittent demand data for prediction of the classical method)
- 2008-09-22 10:02:22下载
- 积分:1
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(高维词典学习)OSDL-master
说明: 用matlab实现的稀疏字典学习算法,可以用于图像去噪、图像分类、图像识别等(Sparse dictionary learning algorithm implemented by Matlab can be used for image denoising, image classification, image recognition and so on.)
- 2019-04-24 19:29:15下载
- 积分:1
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FM_phase_noise_1
The file calculates and plots FM noise sidebands for a carrier. It also does sinusoidal modulation. This simple way of adding noise to a carrier is useful for simulation of PLLs. It turns out, though, that the mean of the randn function is not as close to zero as it could be, and this causes the fft to generate extra sideband energy, which makes it appear as if the noise is not what would be expected. This program gets around this by adding a fudge factor to the randn results to eliminate this problem. It took me ages to figure this out, I hope to reduce a similar effort for others
- 2011-07-20 21:08:11下载
- 积分:1
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1
说明: 学习用的事件与触发.cs
可以用于教学.....演示(Learn to events and triggers. Cs can be used to demonstrate the teaching .....)
- 2009-11-10 18:43:25下载
- 积分:1
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MatlabFIRIIR
Matlab设计FIR,IIR,应该很有帮助的吧(MatlabFIR,IIR is important)
- 2009-05-22 09:21:51下载
- 积分:1
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fit
曲面拟合的程序,网上很多地方有,但是都是错的,我改正后上传了(Surface fitting procedure, there are many places online, but it is wrong, I uploaded the corrected)
- 2010-05-13 22:02:33下载
- 积分:1
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resize_image
this function is used for resizing the cropped images got the process of character extraction for the first step of build a ANN. This is useful because it can resize a lot of images in one folder.
- 2014-12-22 09:24:03下载
- 积分:1