statecom

RLS算法和LMS算法在系统识别中的应用(RLS algorithm and the LMS algorithm in system identification application )

说明：  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.)

这是一本非常实用的关于自适应滤波器的教材的电子书(This is a very useful textbook on adaptive filter e-book)

Independent Component Analysis Play a Role in Unmixing Hyperspectral Data(This paper studies the impact of hyperspectral source statistical dependence on ICA and IFA performances)

利用基于排序的邻域粗糙集算法对具有高维属性的元数据进行属性约简，删减多余的无关属性，避免模型的过拟合，提高模型预测精度和模型运算速度(The algorithm based on the ordered neighborhood rough set is used to reduce the attributes of the high dimension attributes, to eliminate the redundant irrelevant attributes, to avoid the over fitting of the model, and to improve the accuracy of the model prediction and the operation speed of the model)

说明：  计算在同一区域上的二重高斯-勒让德积分。(Calculating double Gauss integral in the same region)

说明：  多目标优化模型matlab详细代码，文件里面有代码说明。以及代码注释(Detailed code for multi-objective optimization, with code description in the file. And code comments)

说明：  用MATLAB实现的灰色理论代码，采用word的格式。欢迎下载。(Implemented using MATLAB code for gray theory, using word format. Welcome to download.)

可实现函数的产生，基本运算，时域频域分析(Generation function, basic operations, time domain frequency domain analysis)

awgn channel simulation