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VWAP_from_Intra_Daily_Data
使用matlab计算交易价的VWAP。是程序化交易和算法交易的必备代码。(Matlab calculate the trading price of the VWAP. Program trading and algorithmic trading must code.)
- 2012-12-28 18:03:06下载
- 积分:1
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stft
本例介绍了一个利用MATLAB仿真短时傅里叶变换的实例,初学者可以根据此例子来了解短时傅里叶变化的过程,通过仿真图形分析也可理解短时傅里叶变换的含义。(This example describes a short time Fourier transform using MATLAB simulation examples, beginners can understand this example of short-time Fourier transform of the process, through simulation analysis is also understandable graphic short time Fourier transform meaning.)
- 2021-01-14 16:48:47下载
- 积分:1
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kalman-filter-simulation-tools
In 1960, R.E. Kalman published his famous paper describing a recursive solution to the discretedata
linear filtering problem [Kalman60]. Since that time, due in large part to advances in digital
computing, the
Kalman filter
has been the subject of extensive research and application,
particularly in the area of autonomous or assisted navigation. A very “friendly” introduction to the
general idea of the Kalman filter can be found in Chapter 1 of [Maybeck79], while a more complete
introductory discussion can be found in [Sorenson70], which also contains some interesting
historical narrative.(In 1960, R. E. Kalman published his famous paper describ ing a recursive solution to the discretedata li near filtering problem [Kalman60]. Since that time, due in large part to advances in digital computi Vi, the Kalman filter has been the subject of extens ive research and application. particularly in the area of autonomous or assis ted navigation. A very "friendly" introductio n to the general idea of the Kalman filter can be f ound in Chapter 1 of [Maybeck79] while a more complete introductory discussion can be found in [Sorenson70] which also contains some interesting historic al narrative.)
- 2007-05-24 21:18:33下载
- 积分:1
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fit
该算法是用正交多项式来求最小二乘拟合多项式。(This algorithm is to use orthogonal polynomials to seek least-squares polynomial fitting.)
- 2020-12-19 20:59:09下载
- 积分:1
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OFDMQPSK
说明: OFDM的QPSK仿真程序,里面只有一个txt文件,所有程序都在上面了。(OFDM QPSK simulation program, only a txt file, all proceedings in the above.)
- 2006-03-27 15:26:09下载
- 积分:1
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gauss_pu
说明: 用MatlaB编程实现GMSK在移动通信系统中的调制解调(Programming with MatlaB GMSK mobile communication system in the modulation and demodulation)
- 2011-04-14 10:02:37下载
- 积分:1
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butterworth-filter
本程序是设计巴特沃斯滤波器的代码,可以正常运行,实现巴特沃斯滤波器的基本功能。(butterworth filter)
- 2011-06-13 16:36:19下载
- 积分:1
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Thevenins-theorem-GUI-design
通过MATLAB中的GUI编程,绘制出戴维南定理的GUI界面并绘制相应的曲线(Through the GUI in MATLAB programming, drawing out the GUI interface and Thevenin s theorem to draw the corresponding curve)
- 2011-12-27 17:04:58下载
- 积分:1
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BLMS
自适应滤波的块型最小均方差算法(B-LMS),能够快速跟踪过程的变化(Block adaptive filtering algorithm based on LMS (B-LMS), to fast track the process of change)
- 2010-06-09 13:21:02下载
- 积分:1
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drivenflowinasquarecavity
交错网格SIMPLE算法数值模拟顶盖驱动流(Staggered grid SIMPLE algorithm for simulation of roof-driven flow)
- 2009-09-24 20:06:58下载
- 积分:1