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200962456912721
matlab的课件三,以前上传了两个加这个就全了(matlab)
- 2010-01-10 21:14:09下载
- 积分:1
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matlab
实验名称:投资组合分析
实验性质:综合性和研究探索性
实验目的:熟练运用投资组合工具箱,学会构造有效前沿组合的方法,掌握最优投资组合的计算方法;给出投资组合VaR 的值。
实验任务:选择股票并从万得下载数据,计算证券的预期收益率、标准差和协方差,设定一组约束条件,构造最优投资组合并计算该组合的Var值。
实验设备:计算机
实验软件:Matlab2013 Wind数据库
选择一组股票作为投资标的,构造投资组合,通过估计收益率均值、计算方差、协方差,计算该投资组合权重、在险价值、画出有效前沿。(Experimental Name: Portfolio Analysis
Experimental nature: comprehensiveness and research exploration
The purpose of the experiment is to skillfully use the portfolio toolbox, learn to construct effective frontier portfolio method, grasp the best investment portfolio calculation method, and give the value of portfolio VaR.
Experimental tasks: select stock and download data from Wan De, calculate the expected return, standard deviation and covariance of securities, set up a set of constraints, construct the optimal portfolio and calculate the Var value of the portfolio.
Experimental equipment: computer
Experimental software: Matlab2013 Wind database
A group of stocks is selected as investment target, and a portfolio is constructed. By estimating the mean value, variance and covariance of the yield, we calculate the portfolio weight, value at risk and draw effective frontier.)
- 2017-12-27 13:31:24下载
- 积分:1
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exer_Baton5
stirling engine simulation with matlab
- 2013-12-07 23:57:44下载
- 积分:1
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Fresnel_diffraction
菲涅尔衍射。仿真圆形光圈的菲涅耳衍射,显示菲涅耳衍射图样的模值。(Fresnel diffraction simulation of circular aperture Fresnel diffraction, display mode value of the Fresnel diffraction pattern.)
- 2016-03-24 23:03:06下载
- 积分:1
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MPSK2
mpsk的matlab仿真实现 ,供初学者使用参考(MPSK Simulation of matlab for beginners to use reference)
- 2008-12-28 16:58:53下载
- 积分:1
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NetSimulator_Lorenz
simulation for lorenz dynamic system
- 2010-08-29 18:02:26下载
- 积分:1
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adaption-control-
matlab语言 用于自适应性控制,北航《系统辨识与自适应控制MATLAB仿真》.(the language of matlab,the code is used for adaption control.)
- 2013-08-12 15:58:50下载
- 积分:1
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ADVANCED-MUSIC-MATLAB
空间平滑的MUSIC算法,适合学习,算法经典(Spatial smoothing MUSIC algorithm, suitable for learning classical algorithm)
- 2013-04-24 14:47:57下载
- 积分:1
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GMSK
基于MATLAB的GMSK通信系统的建模与仿真(Modeling and simulation of GMSK communication system based on MATLAB)
- 2013-05-18 13:14:09下载
- 积分:1
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Microphone-volume-level
Noise Detection (Microphone volume level) - Windows Phone Silverlight.zip MSDN源代码(Noise Detection (Microphone volume level)- Windows Phone Silverlight.zip)
- 2015-12-23 17:10:56下载
- 积分:1