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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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gaijinshengjinwangruo
改进神经网络PID程序用来位置跟踪,比普通的PID位置跟踪稳定性高(PID neural network program is used to improve location tracking, location tracking than conventional PID stability)
- 2011-04-20 08:53:51下载
- 积分:1
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AnadaptiveKalmanfilterfordynamicharmonicstateestim
Knowledge of the process noise covariance matrix
is essential for the application of Kalman filtering. However,
it is usually a difficult task to obtain an explicit expression of
for large time varying systems. This paper looks at an adaptive
Kalman filter method for dynamic harmonic state estimation and
harmonic injection tracking.(Knowledge of the process noise covariance matrix is essential for the application of Kalm an filtering. However, it is usually a difficult task to obtain an expli cit for large expression of time varying system s. This paper looks at an adaptive Kalman filter method for dynamic estimation a harmonic state nd harmonic injection tracking.)
- 2007-03-10 17:26:49下载
- 积分:1
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software-for--Astrodynamics
非常有用的卫星轨道参数计算模块,很方便进行轨道特性分析。(This is a very useful toolbox for satellite s trajectory parameter computation )
- 2014-02-18 13:47:24下载
- 积分:1
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unsectorized
source code for 3G handover in mobile wireless network
- 2010-11-08 15:29:44下载
- 积分:1
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sc
说明: 用matlab的simulink做的对选择式分集进行的测试 及性能验证。(Using matlab to do the simulink of Selective sub-set of testing and performance validation.)
- 2008-08-15 19:24:18下载
- 积分:1
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ESPRIT
DOA估计的经典算法esprit算法的求根算法,在matlab中能够完全仿真。(DOA estimate of the classical esprit of the algorithm is extract roots algorithm, in matlab simulation can completely.)
- 2012-04-09 13:20:36下载
- 积分:1
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KLMS_KRLS
program to generate the RKHS for given vectors
- 2012-07-05 13:52:36下载
- 积分:1
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EC
说明: i want matlab code for image processing in 3d modeling technique
- 2014-11-15 23:29:01下载
- 积分:1
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shen
这是一段MATLAB程序,是在神经网络模型下进行辨识,只要将程序中部分数字改变成你想要的,就能运用了。(This is a MATLAB program is to identify under the neural network model, as long as the program part of the figure change to what you want, you can use the.)
- 2010-08-28 01:35:45下载
- 积分:1