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ACOmatlab
蚁群算法的Matlab程序,用于连续函数优化(Ant colony algorithm Matlab program for continuous function optimization)
- 2010-06-24 14:05:57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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MATLABAndItsApplicationInPowerSystemSimulationStud
说明: MATLAB及其在电力系统仿真研究中的应用(MATLAB and Its Application in Power System Simulation Study)
- 2009-08-31 14:20:01下载
- 积分:1
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sarstripmap1
正侧视条件下对点目标的经典R-D的SAR成像算法!(preoptic conditions are right point target of the classic R-D imaging algorithm for SAR!)
- 2007-01-17 00:53:40下载
- 积分:1
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ALCPSO
自适应粒子群优化更新算法,在MATLAB环境下仿真运行,程序代码能够正确运行。(A viable particle swarm optimization to update algorithm, MATLAB code to run correctly simulation, ease of use.)
- 2013-04-28 16:54:24下载
- 积分:1
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fangxiangjiaowucha
利用延时来估计单个声源位置,并给出了改进方法和改进以后的一些参数比较。(The use of delay to estimate the location of a single sound source, and give an improved method and improved some of the parameters after comparison.)
- 2009-03-17 09:58:55下载
- 积分:1
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Matlab-input-output-function
MATLAB 输入输出函数 描述。还有常用函数简介(MATLAB input and output functions described. There are commonly used functions Introduction)
- 2012-09-13 09:35:25下载
- 积分:1
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crcGenerator
crc校验产生器,输入信息位,输出加校验位的信息位(CRC checksum generator, the input information bits, the output of information bits plus parity bit)
- 2012-11-03 16:24:07下载
- 积分:1
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LMS
LMS自适应算法matlab程序,能够运行(LMS adaptive algorithm matlab program to run)
- 2010-05-24 10:22:08下载
- 积分:1
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moshifenlei
经典书籍《模式分类》杜达编写,包含了其中所有的算法的MATLAB代码,有助于大家对算法的学习。(Classic books " classification" Duda preparation, which contains all of the algorithm MATLAB code, help you learn the algorithm.)
- 2013-07-12 08:53:26下载
- 积分:1