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All_OptionPricing_Codes
Matlab Algos for Option Pricing
- 2009-09-12 01:33:45下载
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123
this document describe commands of interface bet matlab and camira
- 2009-06-26 05:28:16下载
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cal
遗传算法解决作业车间调度问题,,这一M文件计算目标函数值。(Genetic algorithms to solve the job shop scheduling problem,, the M-file to calculate the value of the objective function....)
- 2015-04-15 15:28:15下载
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work
基本的卡尔曼滤波算法,对于初学卡尔曼滤波的来说比较容易看懂(kalman fitler)
- 2015-04-22 21:17:29下载
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boost3
本仿真为电源充电仿真,采用了boost电路(The simulation for power charging simulation, using a boost circuit)
- 2012-07-23 11:21:28下载
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circle
points in a circle - circle1 and circle2
- 2013-03-04 12:09:30下载
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BDpre
对4个发射天线,2个分别有2个接收天线的多用户MIMO系统进行BD预编码的仿真,观察其误码率性能。(Four transmit antennas, 2 respectively, the two receiving antennas, multi-user MIMO system BD precoding simulation, to observe the bit error rate performance.)
- 2020-12-24 10:49:06下载
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Neural-Network-Design
基于MATLAB坏境,一本很经典的神经网络设计书,值得参考学习(MATLAB,Neural Network Design)
- 2017-03-14 09:03:11下载
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Self-Organizing--8
The most robust and unambiguous examples of self-organizing systems are ..... the origin of life itself self-organizing chemical systems
- 2015-02-02 00:55:08下载
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DateConvert
DateConvert:简单而快速的日期转换
DateConvert转换DATESTR(0)格式的日期向量或序列号和日期向后。
Matlab的DATENUM,DATEVEC和DATESTR接受各种不同意见,但结果他们是缓慢的。如果输入格式正是众所周知,转换可以更快:
DATENUM( 17 - 10 - 2009 11时08分23秒 ):2.97秒
DateConvert( 17 - 10 - 2009 11时08分23秒 , 号码 ):0.039秒
=>“1.3%(1000环,1.5GHz的奔腾- M的,利用Matlab 7.7)
DateConvert不*不*验证作为Matlab的日期函数输入日期:
DATEVEC( 32 - 2 - 2008 25:62:63 )的答复[2008 3 4 2 2 7]
DateConvert( 32 - 2 - 2008 25:61:67 , 载体 )的答复[2008 2 32 25 61 67]!
因此DateConvert几乎微不足道,但对速度进行了优化。我需要时间排序200 000邮票,并从217个减少到11秒的时间。
请运行单元测试TestDateVec检查的有效性和速度。
测试:利用Matlab 6.5,7.7,7.8,winxp的,32位。
纯Matlab代码,所以兼容性的MacOS,Linux操作系统,64位预期。
英语月份名称是必要的。(DateConvert: Simple but fast date conversion
DateConvert converts the DATESTR(0) format to a date vector or serial date number and backwards.
Matlab s DATENUM, DATEVEC and DATESTR accept a variety of inputs, but in consequence they are slow. If the input format is exactly known, the conversion can be much faster:
DATENUM( 17-Oct-2009 11:08:23 ): 2.97 sec
DateConvert( 17-Oct-2009 11:08:23 , number ): 0.039 sec
=> 1.3 (1000 loops, 1.5GHz Pentium-M, Matlab 7.7)
DateConvert does*not* validate the input date as Matlab s date functions:
DATEVEC( 32-Feb-2008 25:62:63 ) replies [2008 3 4 2 2 7],
DateConvert( 32-Feb-2008 25:61:67 , vector ) replies [2008 2 32 25 61 67] !
So DateConvert is nearly trivial, but optimized for speed. I needed it for sorting 200 000 time stamps and reduced the time from 217 to 11 sec.
Please run the unit-test TestDateVec to check validity and speed.
Tested: Matlab 6.5, 7.7, 7.8, WinXP, 32bit.
Pure Matlab code, so compat)
- 2010-07-05 11:59:46下载
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