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MonteCarlo
使用直接模拟蒙特卡罗法的Matlab编程,里面三个算例,如湖面积、资产路径等的概率求解法~(Vincent Leclercq, The MathWorks, 2007
vincent.leclercq@mathworks.fr
Ths is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Carlo en MATLAB".
- The first demo (LakeArea, run MainLakeArea) is computing the size of a polyogon using a MC approach
- The second demo (PortSim, run WebinarScript) can do 2 things: First, we genrate some equity paths, to verify the lognormality If changing the mode to OptionPricing (uncomment one of the first line),
then those spaths will be used for pricing an asian option
- the 3rd Demo,in myMC (run MonteCarlo.m) , show how to simulate some corelated asset paths
- The 4th demo, (run VanillaPricingUsingDifferentMethods.m in the VarReduction folder) , wil compare th results obtrtain byt differents reduction of Variance technics or "quasi" 礛ont Carlo simultion using Hamlton and sobol Sequences)
- 2010-01-12 21:32:32下载
- 积分:1
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digital_filter_matlab_routine
这是数字滤波器的matlab的例程,从基本的到高级例子,内有详细程序的说明及仿真结果。(This is a digital filter matlab routine, from basic to advanced examples, with a detailed description of the procedures and simulation results.)
- 2012-08-28 23:33:25下载
- 积分:1
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sonido
This VI illustrates how to acquire sound samples continuously with the use of a microphone attached to the sound card.
- 2014-01-31 04:25:40下载
- 积分:1
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2003NN
说明: 重压缩检测:检测图像是否存在两次JPEG压缩并定位篡改区域(double JPEG detection)
- 2021-04-02 21:59:07下载
- 积分:1
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jlab
JLAB is a set of Matlab functions I have written or co-written over the past fifteen years for the purpose of analyzing data. It consists of four hundred m-files spanning thirty thousand lines of code. JLAB includes functions ranging in complexity from one-line aliases to high-level algorithms for certain specialized tasks. These have been collected together and made publicly available for you to use, modify, and --- subject to certain very reasonable constraints --- to redistribute.
Some of the highlights are: a suite of functions for the rapid manipulation of multi-component, potentially multi-dimensional datasets a systematic way of dealing with datasets having components of non-uniform length tools for fine-tuning figures using compact, straightforward statements and specialized functions for spectral and time / frequency analysis, including advanced wavelet algorithms developed by myself and collaborators.
(JLAB is a set of Matlab functions I have written or co-written over the past fifteen years for the purpose of analyzing data. It consists of four hundred m-files spanning thirty thousand lines of code. JLAB includes functions ranging in complexity from one-line aliases to high-level algorithms for certain specialized tasks. These have been collected together and made publicly available for you to use, modify, and--- subject to certain very reasonable constraints--- to redistribute.
Some of the highlights are: a suite of functions for the rapid manipulation of multi-component, potentially multi-dimensional datasets a systematic way of dealing with datasets having components of non-uniform length tools for fine-tuning figures using compact, straightforward statements and specialized functions for spectral and time/frequency analysis, including advanced wavelet algorithms developed by myself and collaborators.
)
- 2008-05-02 09:28:58下载
- 积分:1
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xylophone
一段MPEG格式的视频,可以通过MATLAB对视频中的帧进行提取,获取视频的所有帧图像(A MPEG format video, by MATLAB to extract the video in the frame, all frames for video)
- 2011-10-09 10:12:33下载
- 积分:1
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Yuan-Zhen
计算圆阵方向图,可任意设置阵元个数和信号频率;并汇出三维图、二维方向图以及等高线图(Calculating circular array pattern can be arbitrarily set the number of array elements and signal frequency and export three-dimensional map, two-dimensional pattern and contour plots)
- 2021-03-23 17:39:15下载
- 积分:1
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PSO-BP-wind-power
采用粒子群算法PSO优化BP神经网络,进行风电功率预测,含实际数据和案例(Particle swarm optimization PSO BP neural network for wind power prediction, including the actual data and case)
- 2021-01-21 10:58:46下载
- 积分:1
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weightpositioncalculation
通过移动机翼,尾翼,起落架和油箱的位置来使气动中心和重心重合。(By movingwings, tail, landing gearand fuel tankpositionto makethe aerodynamic centerand center of gravitycoincide.)
- 2013-12-22 19:00:34下载
- 积分:1
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EMD程序
基于MATLAB对EMD算法分解的例子,学习希尔伯特-黄变换的可以参考学习(Based on the example of EMD algorithm decomposition in MATLAB, learning Hilbert-Huang transform can be referred to.)
- 2020-06-19 18:00:01下载
- 积分:1