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StockPaths
股票指数模拟为几何布朗运动,GBM。 参数有五个:
s0,dt(time step),均值,标准差,到期时间T;
利用子函数进行10万条轨道的monte carlo 模拟到期日(3个月)的指数点数,从而估计在买入信号出现后,3个月后的损益情况,主要用来估算VAR
(Financial risk analysis on Matlab monte carlo simulation, stock index simulation for geometric Brownian motion, GBM.
)
- 2012-05-05 23:15:19下载
- 积分:1
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sun
纯弯构件受力分析,曲率-弯矩关系,荷载-挠度关系。(Pure bending component stress analysis, curvature- the moment the relationship between the load- deflection relationship.)
- 2012-07-04 10:44:43下载
- 积分:1
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ORDER
数组变换!逆序,将数组倒置!将一个二维数组行和列元素互换后到另一个二维数组中(Array transformation ! Reverse , the array upside down ! Will be a two-dimensional array of rows and columns after the swap element into another two-dimensional array)
- 2013-11-19 14:32:21下载
- 积分:1
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matlablubiao
matlab编写的路标识别系统,需要安装matlab才能运行。(matlab prepared signs identification system need to install matlab in order to run.)
- 2008-05-12 21:53:00下载
- 积分:1
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10236506
这是<小波分析与信号处理——理论、应用及软件实现>的电子版书籍(<wavelet analysis and signal processing-- Theory, Application and Software> electronic version of books)
- 2006-06-21 20:42:59下载
- 积分:1
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3duanlu
电网三相短路电流仿真,可以自己设定哪个短路(Grid three-phase short-circuit current simulation can be set for which short-circuit)
- 2012-06-14 10:33:14下载
- 积分:1
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BER
QPSK传输系统在随机高斯信道和瑞利衰落信道下的误码率计算。(QPSK transmission system in the random Gaussian channels and Rayleigh fading channel bit error rate.)
- 2010-12-11 21:10:33下载
- 积分:1
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enframe
语音信号的分帧处理,实现语音的非平稳化为准平稳过程,利用一些平稳信号的处理方法来处理语音信号。(The sub-frame of the speech signal processing, non-smooth voice of whichever stationary process, some stationary signal processing methods to process voice signals.)
- 2013-03-10 19:12:56下载
- 积分:1
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efk_example
Extended Kalman Filter MATLAB code
- 2013-08-18 15:26:04下载
- 积分:1
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tongbudianjimoxing
基于matlab的同步电机模型,可在仿真中用于模拟一侧电网进行仿真分析。参数登可调。(Synchronous motor model based on matlab, simulation can be used to simulate the side of the grid simulation and analysis. Board adjustable parameters.)
- 2011-07-23 11:43:03下载
- 积分:1