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RiskCalculator
Simple VaR Calculator provides:
- Evaluation of return distribution of single asset or portfolio of assets
- Volatility forecasts using moving average and exponential algorithm
- Value at Risk of single asset or portfolio measurement using parametric and historical simulation.
- Historical data can be obtained from simple text file or MS Excel using Matlab Excel Links. (Simple VaR Calculator provides:- Evaluation of return distribution of single asset or portfolio of assets- Volatility forecasts using moving average and exponential algorithm- Value at Risk of single asset or portfolio measurement using parametric and historical simulation .- Historical data can be obtained from simple text file or MS Excel using Matlab Excel Links.)
- 2008-01-15 06:37:17下载
- 积分:1
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Newton-rapahson
牛顿拉夫森法用来解决极大似然估计的问题。很好用。(Newton La Fusen method to solve the problem of maximum likelihood estimation. Good use.)
- 2011-05-25 15:24:12下载
- 积分:1
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tab
This simple function can be used for designing tab panel in matlab using GUIDE
- 2020-07-19 20:38:47下载
- 积分:1
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Matlab2010
Matlab2010经典超强的教程,非常实用。(Matlab2010 classic course)
- 2012-02-01 20:26:12下载
- 积分:1
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pca(matlab)
一个PCA用于人脸识别的程序,不知道有没有,先传了供大家参考下。 (a PCA for face recognition procedures, I do not know any first-of reference for everyone under.)
- 2006-07-16 12:35:50下载
- 积分:1
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Matlab-time-frequency-anlysis-code
时频分析工具箱中提供了计算各种线性时频表示和双线性时频分布的函数(Time-frequency analysis toolkit provides the calculation of linear time-frequency representation and bilinear time-frequency distribution function)
- 2013-09-03 21:00:49下载
- 积分:1
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MLP
A multilayer perceptron (MLP) is a feedforward artificial neural network model that maps sets of input data onto a set of appropriate outputs.
- 2015-02-02 03:09:18下载
- 积分:1
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UKF_GPS
利用UKF融合算法在融合多传感器数据加上GPS实现多数据融合,最后进行姿态解算(UKF fusion algorithm in use multi-sensor data fusion plus GPS multi-data fusion, and finally the attitude solution)
- 2020-07-01 16:00:01下载
- 积分:1
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Adaptive_filtering_toolbox
The matlab codes for adaptive filtration and echo-cancelleration, codes using LMS, RLS, DFT, Subband filtration.
- 2010-03-04 20:01:46下载
- 积分:1
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ovrlpsav
%realize overlapped-save method
%y:output sequence
%x:input seqence
%h:filter impulse response sequence
%N:length of each segment
%重叠保留法实现分段卷积
( Realize overlapped-save method y: output sequence x: input seqence h: filter impulse response sequence N: length of each segment overlap to retain sub-convolution method)
- 2006-11-05 10:41:28下载
- 积分:1