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cp_fixed
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 23:12:24下载
- 积分:1
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MATLAB6.0_Math
《Matlab 6.0 数学手册》,详细介绍了Matlab的数学应用。("Matlab 6.0 Mathematics Handbook", detailing the Matlab mathematical application.)
- 2007-03-14 17:29:45下载
- 积分:1
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som-chaiyouji
利用som聚类方法,对柴油机故障的判别,som入门程序(som chaiyouji guzhang pan bie )
- 2013-12-23 09:22:09下载
- 积分:1
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Space-Time-Wireless
《Introduction to Space-Time Wireless Communications 》By Arogyaswami Paulraj(Introduction to Space-Time Wireless Communications By Arogyaswami Paulraj)
- 2015-03-25 20:32:27下载
- 积分:1
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Laplace
传统的短时谱估计语音增强算法通常假设语音谱分量相互独立,没有考虑语音谱分量间的相关性。针对这
一问题,该文提出一种新的基于多元Laplace分布模型的短时谱估计算法。首先,假设语音的离散余弦变换(DCT)
系数服从多元Laplace分布,以此利用谱分量间的相关性;在此基础上,利用多元随机矢量的高斯尺度混合模型表
示,推导得到语音DCT系数矢量的最小均方误差(MMSE)估计的解析表达式;并进一步推导了基于该分布模型的
语音存在概率,对最小均方误差估计子进行修正。实验结果表明,该算法在抑制背景噪声和减少语音失真等方面优
于传统的语音增强方法。(The spectral components of speech are usually assumed to be independent in traditional short-time
spectrum estimation, which is not the case in practice. Tosolve this problem, a new speech enhancement algorithm
with multivariate Laplace speech model is proposed in this paper. Firstly, the speech Discrete Cosine Transform
(DCT) coefficients are modeled by a multivariate Laplace distribution, so the correlations between speech spectral
components can be exploited. And then a Minimum-Mean-Square-Error (MMSE) estimator based on the proposed
model is derived using a Gaussian scale mixture representation of random vectors. Furthermore, the speech
presence uncertainty with the new model is derived to modify the MMSE estimator. Experimental results show
that the developed method has better noise suppression performance and lower speech distortion compared to the
traditional speech enhancement method. )
- 2014-01-18 10:44:40下载
- 积分:1
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henon
说明: 混沌工具函数 function [x,y]=henon(n,level,a,b,x0,y0)(chaos function function [x,y]=henon(n,level,a,b,x0,y0))
- 2010-04-25 23:51:05下载
- 积分:1
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10242419TSP遗传算法程序
是tsp遗传算法,详细的描述其进行的过程,可以使人很容易理解。(TSP genetic algorithm, a detailed description of its process, can make it easy to understand.)
- 2017-07-02 21:30:49下载
- 积分:1
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jiemian
在matlab绘图中绘制不同函数曲线的用户界面的m函数,奉献给大家!(Drawing graphics in matlab function curves of different user interface function of m, and dedication to you!)
- 2008-01-15 21:50:36下载
- 积分:1
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wilsoc5_project
Distance Estimation using Stereo Vision
- 2011-01-27 13:54:37下载
- 积分:1
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dfield8
画常微分方程的方向场;点击方向场平面图,出现初值曲线。(The direction of the field painting of ordinary differential equations Click Floor Plan direction, there initial curve.)
- 2011-11-18 20:57:09下载
- 积分:1