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StockPaths
股票指数模拟为几何布朗运动,GBM。 参数有五个:
s0,dt(time step),均值,标准差,到期时间T;
利用子函数进行10万条轨道的monte carlo 模拟到期日(3个月)的指数点数,从而估计在买入信号出现后,3个月后的损益情况,主要用来估算VAR
(Financial risk analysis on Matlab monte carlo simulation, stock index simulation for geometric Brownian motion, GBM.
)
- 2012-05-05 23:15:19下载
- 积分:1
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multi-path-flat-fading
多径衰落信道matlab仿真程序,有说明(multi-path flat fading)
- 2013-10-30 00:28:38下载
- 积分:1
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LQG_LTR
自己编写的LQG/LTR程序,里面附有一片LQG/LTR论文,希望各位能够交流探讨。(LQG/LTR method using MATLAB)
- 2020-09-11 09:58:00下载
- 积分:1
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cengcifenxifa
层次分析法,对事物尽心主顾复制很好的评价事物的方法(Analytic Hierarchy Process evaluation of the things conscientious patrons copy good things)
- 2013-03-29 16:21:06下载
- 积分:1
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weatherechoSNR10
模拟了一个信噪比为10dB的边界层风廓线雷达的回波信号(To simulate a signal to noise ratio of 10dB boundary layer wind profiler radar echo signal)
- 2013-04-16 19:26:34下载
- 积分:1
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matlabBOC
matlab关于BOC调制的相关知识,里面有BOC调制的原始代码,供大家参考学习。(BOC modulation matlab on the relevant knowledge, there are BOC modulation of the original code for your learning.)
- 2009-06-29 08:25:08下载
- 积分:1
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05041062qpsk-fading
说明: 带瑞丽衰落信道高斯白噪声的QPSK调制解调信道,可以得到功率谱波形和星座图(with Ruili fading channel Gaussian white noise QPSK demodulator access that can be power spectrum waveform and constellation)
- 2006-04-04 21:42:38下载
- 积分:1
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BeyondtheKalmanFilterParticlefilterfortrackingappl
优于Kalman滤波的粒子滤波在目标跟踪中的应用,幻灯片(Kalman filtering is superior to the particle filter in the target tracking application, slide)
- 2007-11-14 10:53:25下载
- 积分:1
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wiener
wiener滤波器的matlab程序,是自己编的,希望能对大家有用(wiener filter matlab program is own the hope that it can be useful for all of us)
- 2008-01-10 13:19:16下载
- 积分:1
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borland-turbo-prolog-2.0
Turbo prolog 2.0 software
- 2013-07-21 13:36:56下载
- 积分:1