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cp_fixed
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 23:12:24下载
- 积分:1
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USART1
SMT32 usart1(非阻塞) 中断接收,DMA发送
- 2014-11-24 15:14:02下载
- 积分:1
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harris
harris角点检测,并且可以有效的删除一部分密度较大的点(harris conner detection)
- 2012-05-15 15:34:43下载
- 积分:1
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GPC_Iden_C
广义预测控制里,对象参数未知条件下的GPC自适应算法(Generalized predictive control, the object under unknown parameters of GPC adaptive algorithm)
- 2011-10-23 01:32:18下载
- 积分:1
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MATLAB-SSB
基于MATLAB的 SSB调制解调实现.利用MATLAB集成环境下的M文件,编写程序来实现SSB的调制解调,并绘制出解调前后的时域和频域波形及叠加噪声时解调前后的时频波形,根据运行结果和波形来分析该解调过程的正确性及信道对信号传输的影响。(MATLAB-based SSB modulation and demodulation to achieve. Advantage of MATLAB M-files integrated environment, programming to achieve SSB modulation and demodulation, and draw out the time before and after demodulation and frequency demodulation waveform and the superimposed noise before and after the time when frequency waveform, according to analysis of operating results and the waveform of the demodulation process of the correct and the channel on the signal transmission.)
- 2010-07-07 11:02:34下载
- 积分:1
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D
说明: 有关于DIJKSTRA遗传算法的机器人路径规划演示程序。(DIJKSTRA genetic algorithm on the robot path planning demonstration program.)
- 2010-05-17 14:10:17下载
- 积分:1
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nmpc
nonlinear predictive control
- 2014-02-23 15:43:39下载
- 积分:1
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pso
用于实现粒子群算法的matlab工具包,带有一些测试函数(particle swarm optimization toolbox for matlab)
- 2010-12-19 01:36:22下载
- 积分:1
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fibonacci
说明: 优化理论与方法的斐波那契法的matlab程序(Optimization Theory and Methods Fibonacci law matlab program)
- 2008-11-03 18:04:27下载
- 积分:1
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Heat-Transfer-FEM-Package-master
有限元的热代码,希望大家下载学习,分享给大家(fenite elment method thremo code to everyone study)
- 2020-06-20 04:00:02下载
- 积分:1