-
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
-
incidence_degree
灰色关联分析中,计算关联度系数,以寻找出两个变量间的关联程度(This program will caculate the calculation of correlation coefficients in order to find out the correlation between two variables in the Grey relational analysis)
- 2010-06-18 10:42:29下载
- 积分:1
-
airline_routing_visualization
很强大的路径规划程序,非常实用。军事迷们的最爱(plan planing)
- 2014-11-16 21:38:15下载
- 积分:1
-
33753138toolbox_liftwave
小波提升算法的实现,欢迎大家交流指正,希望对您有帮助。(Wavelet Lifting Algorithm, welcome to the exchange correction, and they hope to help you.)
- 2009-04-22 19:00:04下载
- 积分:1
-
3
说明: 随机信号的功率谱估计及Matlab的实现(Power spectral estimation of random signals and the realization of Matlab)
- 2010-04-29 23:59:59下载
- 积分:1
-
DS-SS-System
DS-SS system with blocks for synchronization of clock and carrier
- 2011-07-01 05:18:23下载
- 积分:1
-
scfdma-total
it a matlab scource code to simulate sfdma
- 2014-09-09 03:25:25下载
- 积分:1
-
matlab-Image-Processing
Matlab,Image Processing,including Mean Value Filtering,MidValue Filtering,Laplacian Transformation,Locating Center of Stripes.With GUI Interface
- 2013-11-19 18:56:29下载
- 积分:1
-
GraphFunctions
These matlab codes alow to compute topological specific attibutes of weigthed netwoks.
- 2012-01-30 21:35:55下载
- 积分:1
-
DelayedMackey-Glass
利用Matlab求解带有时间延迟的Mackey-Glass系统,在非线性动力学中经常用到。可以用来求解类似的延迟微分方程系统。(using Matlab time delay with the Mackey-Glass Systems, Nonlinear Dynamics frequently used. Can be used to solve the differential equation similar to the delayed system.)
- 2007-01-30 12:30:59下载
- 积分:1