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matlab_pairs_trading

于 2020-07-01 发布文件大小:127KB

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代码说明：

这个程序包实现了高盛投行部研究成果：配对交易。Pair trading. (Pair Trading Strategy. This packages contains the sample codes for pair trading. Please refer to the auther to show respects.)

文件列表：

matlab_pairs_trading
....................\DemoMatlabPairsTrading.m,8818,2013-04-29
....................\html
....................\....\DemoMatlabPairsTrading.html,23816,2013-04-29

....................\....\pairs-trading-zscore.png,10875,2013-04-29
....................\license.txt,1311,2014-02-12
....................\PairsTradingStrategy.m,2870,2013-04-28

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lle
此程序为局部线性嵌入，能够实现降维功能。(This program is locally linear embedding and can realize dimensionality reduction function.)

2018-11-20 22:23:40下载

积分：1
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2010-12-21 11:04:28下载

积分：1
auproved
本文提出在数字移动通信中子带滤波器组处理可以提高不同阵元信号的相关性,从而能改善自适应阵列抑制码间干扰(ISI)和共信道干(In this paper, it is proposed that the correlation of different array element signals can be improved by processing the subband filter banks in digital mobile communication, thus the adaptive array suppression inter-symbol interference (ISI) and the co-channel stem can be improved.)

2018-09-28 12:48:18下载

积分：1
Echo
dsp上实现的音频经典混响算法,四个梳状滤波加两个全通滤波器实现(dsp audio to achieve the classic reverb algorithms, 4 comb filter plus two all-pass filter to achieve)

2020-09-03 16:38:07下载

积分：1
liu-control
Liu混沌系统程序及其线性反馈同步控制程序(Liu chaotic system of linear feedback synchronization control)

2009-07-08 13:54:32下载

积分：1
28335采样程序
说明： TMS320F28335的ADC模块采样程序，用于对外部模拟信号的采样(ADC module sampling program of TMS320F28335 for sampling external analog signals)

2020-06-17 20:00:02下载

积分：1
knn(带数据)
说明：基于接收信号强度的KNN室内定位算法，还有测试数据。适合初学者参考(KNN indoor positioning algorithm based on the received signal strength, as well as test data. For beginners)

2018-12-24 11:17:23下载

积分：1
BM3D
图像去噪，是目前图像处理领域对高斯白噪声效果最好的去噪算法(image denoising)

2009-09-29 10:34:26下载

积分：1
MIMO-OFDM
MIMO-OFDM信道估计中对不同信道的对比(MIMO-OFDM channel estimation for different channel contrast)

2020-09-09 18:28:01下载

积分：1
ASMcontrol
异步电机的直接转矩控制，很好的模型，希望能有对需要的人有帮助(Induction Motor Direct Torque Control, a good model, I hope to have on those who need help)

2010-09-07 17:58:49下载

积分：1

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