登录
首页 » matlab » VaR

VaR

于 2021-04-15 发布 文件大小:161KB
0 309
下载积分: 1 下载次数: 32

代码说明:

  用蒙特卡洛模拟来迭代1000次以后,计算10天后的VaR,特色就是对里面的方差和均值进行差分。里面有详细步骤和方法。(Using monte carlo simulation to iteration after 1000 times, calculate the VaR after 10 days,the characteristic of model is that calculating the the variance and mean 不by difference.There are detailed steps and methods)

下载说明:请别用迅雷下载,失败请重下,重下不扣分!

发表评论

0 个回复

  • channelsimulate
    program to construct a siusoidal signal
    2010-11-04 19:49:51下载
    积分:1
  • DVB_S2_Codes
    Alternative good LDPC codes for DVB-S2(In our following paper, we find that the shortten codes of DVB-S2 have some problems,this program can provide a good DVB-S2 LDPC code without cascaded BCH codes. [1] Yang Xiao, Kiseon Kim, "Alternative good LDPC codes for DVB-S2", 9th International Conference on Signal Processing, 2008 (ICSP 2008), Beijing, 26-29 Oct. 2008, page(s): 1959-1962, ISBN: 978-1-4244-2178-7, INSPEC Accession Number: 10411270, Digital Object Identifier: 10.1109/ICOSP.2008.4697527, Current Version Published: 2008-12-08 The paper can be downloaded from Web site of IEEE Explore.)
    2009-05-28 15:54:48下载
    积分:1
  • ellipse
    This function is easy to use, logical, and does exactly what it says it will. I am very happy with it.
    2010-10-20 14:34:48下载
    积分:1
  • MELP-PPT
    Mixed-Excitation Linear Predictive Coder - MELP codec demonstration
    2015-01-19 00:41:02下载
    积分:1
  • ClassDefItem
    Representation of a Dalvik class, which is basically a set of members (fields or methods) along with a few more pieces of information.
    2013-12-04 10:18:45下载
    积分:1
  • G---P-algorithm-
    G-P算法计算关联维数,可以运用在混沌时间序列的瓦斯浓度预测研究中(GP algorithm to calculate the correlation dimension, you can use the gas concentration in the prediction of chaotic time series in)
    2013-12-27 17:15:33下载
    积分:1
  • DE PID
    differential algorithm
    2017-06-14 23:49:52下载
    积分:1
  • 水声信道的均衡dfe-lms
    最小均方误差算法,判决反馈均衡,主要用于水声信道的均衡(lms, decision feedback equilization.)
    2020-12-01 14:09:26下载
    积分:1
  • SA-for-TSP
    it s for TSP with Simulated Annealing
    2011-06-10 18:14:38下载
    积分:1
  • shangfenbuguji
    主要介绍了分布估计算法方面关于熵的介绍,实现最大熵分布估计算法(Mainly introduces the estimation of distribution algorithm on entropy is introduced, the realization of maximum entropy estimation of distribution algorithm )
    2014-10-23 09:53:57下载
    积分:1
  • 696516资源总数
  • 106914会员总数
  • 0今日下载