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SecVibratPSO
二阶振荡粒子群算法,提高算法的全局收敛性(SecVibratPSO)
- 2010-09-02 16:17:14下载
- 积分:1
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tfpart3
时频分析的toolbox的tutorial,可以用于<Matlab时频分析技术及其应用>一书(time-frequency analysis of the toolbox the tutorial, which can be used)
- 2007-06-07 19:45:06下载
- 积分:1
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tools
用有限差分方法计算模式的使用模拟介质波导法(This function calculates the modes of a dielectric waveguide using the semivectorial finite difference method)
- 2011-09-08 16:11:48下载
- 积分:1
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PWM
光伏电池理论模型及MPPT的matlab-simlink程序,boost等(Theoretical model of photovoltaic cells and MPPT matlab-simlink program, boost, etc.)
- 2013-03-31 14:39:10下载
- 积分:1
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max alpha
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.)
- 2020-06-24 10:20:02下载
- 积分:1
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mmar
Simulates a Multifractal Model of Asset Return using a multiplicative lognormal cascade
(Simulates a Multifractal Model of Asset Return using a multiplicative
lognormal cascade
See the following papaer
A Multifractal Model of Asset Returns by B Mandelbrot- 1997
The current implementation uses the generator for the fractional brownian motion from B. Scott Jackson. Many thanks!
)
- 2010-12-14 16:42:32下载
- 积分:1
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pn_code
产生PN序列码的源代码,里面有详细的注释!希望对有需要的朋友有用!(PN code sequence generated source code, which has detailed notes! Wish to have a friend in need useful!)
- 2008-05-21 19:19:58下载
- 积分:1
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matlab-satellite-move
gps与matlab仿真,模拟卫星的运动,后续程序正在写。(gps with matlab simulation, motion simulation of the satellite, the follow-up program is being written.)
- 2014-01-18 20:41:08下载
- 积分:1
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MSE
Comparison of the performances of the LS and the MMSE channel estimators
for a 64 sub carrier OFDM system based on the parameter of Mean square error
- 2007-11-08 10:25:56下载
- 积分:1
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GaussJordan
matlab编写的适用于数值分析求解线性方程组的程序(matlab numerical analysis prepared for the procedure for solving linear equations)
- 2009-12-07 21:11:36下载
- 积分:1