2004_5340

利用matlab进行一些金融工程分析，书内包括一些程序范例(Quantitive analysis using matlab.)

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.)

PLL锁相环运用在矢量变换中的matlab的仿真模型，试试看咯！(PLL is used in the vector transformation of matlab simulation model, try slightly!)

ZeroForcing MIMO BPSK BER

Fuzzy support vector machine for regression estimation

CMMB中PN序列的生成和强自相关特性在各种条件下的保持(The reasearch of PN sequences in CMMB, about its autocorrelation)

基于压缩传感的匹配追踪重建算法研究。给出了OMP的一种改进方案。OMP算法本身耗时过长速度过慢，本文的改 进方案将图像进行分块后再处理，从而大大降低了OMP算法每次迭代的矩阵规模。 实验结果表明，该方案在不明显降低重建效果的同时提高了运算速度。(Matching track reconstruction algorithm based on compressed sensing)

电力系统风险评估基于30节点系统的仿真程序，已仿真(System Risk Assessment Based on 30 node power system simulation program, has simulation)

神经网络处理污垢数据的matlab程序的lavbview实现(The interface of fouling thermal resistance LabVIEW)

Efficiency optimization of IPMSM with PI controller and loss minimization algorithm. Good for comparison and simulation results.