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42ISAR
ISAR simulation on ISAR motion compensation and SAR imaging Matlab source
- 2010-12-14 21:57:05下载
- 积分:1
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max alpha
使用个股日内髙频收益率计算己实现值进行分析,同时计算得到二阶矩
和高阶矩值并进行对比。本文根据己实现量的大小将所有样本股分为己实现值由
小到大的姐别,分别跟踪各股票组合的收益,探索预期收益与个股己实现值之间
的变化关系,然后将分组的结果应用于多空策略,为提高资产配置收益提供参考。
同时,将各己实现变量和各类对预期收益产生影响的控制变量放在一起构建
Fama-MacBeth截面回归,分析高频已实现量是否具有定价能力。(The realized value is calculated by using the daily gust rate of return of individual stocks, and the second-order moments are obtained by calculating at the same time.
Comparisons are made with higher order moment values. This paper divides all sample stocks into realized values according to the size of realized stocks.
Sisters from small to large track the earnings of each stock portfolio, and explore the relationship between expected earnings and the realized value of each stock.
Then the grouping results are applied to the multi-empty strategy to provide reference for improving asset allocation returns.)
- 2020-06-24 10:20:02下载
- 积分:1
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hycell
hysys and matlab link
- 2009-10-15 19:33:30下载
- 积分:1
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Cluster-analysis
对应聚类分析与盲矿体的地球化学预测 为利用矿区地球化学数据进行找矿靶区预测,采用了对应的聚类分析方法(Cluster analysis and blind orebodies corresponding geochemical prediction for the use of data mining geochemical prospecting target prediction, using the corresponding cluster analysis method)
- 2011-05-13 22:26:59下载
- 积分:1
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RINEX-3.01-read
Read RINEX 3.01 observation data into matrix named by satellite
- 2013-04-07 04:51:29下载
- 积分:1
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DeskEEEWtop
【谷速软件】卷积的GUI 可以作为参考使用学习([Valley] GUI convolution speed software can use as a reference to learn)
- 2014-12-20 12:27:35下载
- 积分:1
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DIDO_7.3.6DEMOVersion
用勒让德伪谱法,求解最优控制问题的DIDO工具箱。demo版本。license需要在其网站上填一个调查问卷(Legendre pseudospectral method for solving the optimal control problem DIDO toolbox. The demo version. license need to fill in a questionnaire on its website)
- 2012-12-14 14:10:56下载
- 积分:1
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Radar_KalmanIMM6
运动目标跟踪的多模型算法仿真程序
运动目标跟踪的多模型算法仿真程序
- 2009-04-27 20:38:24下载
- 积分:1
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Orbit-Dynamics-of-Spacecrafts
基于MATLAB开发的航天器轨道动力学程序包。(Program package of orbit dynamics of spacecrafts based on MATLAB.)
- 2014-09-22 20:10:34下载
- 积分:1
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spherefunction
Sphere 函数的MATLAB实现。Sphere函数是一个优化问题的测试函数,经常用于优化问题的测试。(Sphere function of MATLAB implementation. Sphere function is a test function optimization problem, often used for optimization of the test.)
- 2021-02-18 11:09:46下载
- 积分:1