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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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Matlab-and-Vc
关于matlab和Vc混合编程的简介,内容浅显,欢迎下载(as above)
- 2011-08-26 12:35:56下载
- 积分:1
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close-all
ITS A MATLAB CODE FOR CR
- 2013-09-21 03:52:39下载
- 积分:1
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Car_DOF2
汽车操作动力学的简化2自由度模型,采用Matlab实现。可以实现对汽车的动力学仿真(Automotive operations to simplify the kinetics of 2-DOF model, using Matlab to achieve. Can be achieved on the vehicle dynamics simulation)
- 2007-11-30 21:14:58下载
- 积分:1
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v-f-control
vbyf method of induction motor
- 2014-10-16 17:57:08下载
- 积分:1
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Wines-Evaluation
2012年全国大学生数学建模竞赛题目--葡萄酒的评价。文件中包含葡萄酒成分数据(Excel文件)、各种数据统计处理的MATLAB函数(已封装好,直接调用),包括:数据预处理、灰色预测、灰色关联度、基于熵权法的模糊综合评价、主成分分析、系统聚类、多元线性回归等程序。(Wines Evaluation from the title of 2012 National Undergraduate Mathematical ModelingContest. The file includes many MATLAB codes about statistical analysis of data.For example: Principal component analysis Grey Relational Analysis Fuzzy Comprehensive Evaluation Based on Entropy Method System Clustering Grey Prediction Multiple linear regression and so on. We can call them directly.)
- 2021-03-17 23:49:20下载
- 积分:1
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ICI_suppress
通过多次迭代消除子载波间干扰,降低误码率(Using iteration approach to suppress intercarrier interference in OFDM system)
- 2012-03-15 22:14:04下载
- 积分:1
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solar3PI
采用PR控制策略的光伏发电并网的simulink仿真图(Simulink simulation of grid connected photovoltaic generation using PR control strategy)
- 2018-06-05 15:48:17下载
- 积分:1
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toolboxmatlabgraphtheory
说明: matlab图论工具箱用于利用工具箱求解最短路问题(matlab toolbox for the use of graph theory to solve the shortest path problem Toolbox)
- 2009-08-12 14:13:38下载
- 积分:1
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kmeans
K均值有效执行++多元数据的聚类算法。它已经表明,该算法具有的总群集内距离的期望值是日志(K)的竞争力的上限。此外,K -均值++通常远高于香草收敛K均值少。(An efficient implementation of the k-means++ algorithm for clustering multivariate data. It has been shown that this algorithm has an upper bound for the expected value of the total intra-cluster distance which is log(k) competitive. Additionally, k-means++ usually converges in far fewer than vanilla k-means.)
- 2011-05-23 11:27:50下载
- 积分:1