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RiskCalculator
Simple VaR Calculator provides:
- Evaluation of return distribution of single asset or portfolio of assets
- Volatility forecasts using moving average and exponential algorithm
- Value at Risk of single asset or portfolio measurement using parametric and historical simulation.
- Historical data can be obtained from simple text file or MS Excel using Matlab Excel Links. (Simple VaR Calculator provides:- Evaluation of return distribution of single asset or portfolio of assets- Volatility forecasts using moving average and exponential algorithm- Value at Risk of single asset or portfolio measurement using parametric and historical simulation .- Historical data can be obtained from simple text file or MS Excel using Matlab Excel Links.)
- 2008-01-15 06:37:17下载
- 积分:1
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steepest_descent
这个Matlab程序实现最速下降算法。最速下降法是一种最基本的算法,它在最优化方法中占有重要地位.最速下降法的优点是工作量小,存储变量较少,初始点要求不高;缺点是收敛慢,最速下降法适用于寻优过程的前期迭代或作为间插步骤,当接近极值点时,宜选用别种收敛快的算法.
(Matlab implementation of this procedure steepest descent algorithm.)
- 2009-04-07 18:44:43下载
- 积分:1
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A-review-of-image
图像去噪算法进行回顾,以崭新
之一。寻找有效的图像去噪方法仍然是一个有效的挑战,在
功能分析和统计数据的交叉(A REVIEW OF IMAGE DENOISING ALGORITHMS, WITH A NEW
ONE.The search for efficient image denoising methods still is a valid challenge, at the
crossing of functional analysis and statistics)
- 2013-12-15 19:39:59下载
- 积分:1
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project8x8xt1
signal detection in mimo ofdm system using qrdmdfe algorithm
- 2010-10-19 16:56:02下载
- 积分:1
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OFDM_synchronized_algorithm_matlab
包含了OFDM同步的传统方案,及相关算法的同步算法,还包括改进方案和理想同步方案,并且作图(This program includes OFDM code synchronized algorithm)
- 2010-10-21 20:00:18下载
- 积分:1
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AdvancedSurfacenonuniform
matlab曲面 拟合程序
含老外教学视频(matlab surface fitting procedure with a foreigner teaching video)
- 2008-08-03 21:05:06下载
- 积分:1
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MATLAB
科学计算与MATLAB语言科学计算与MATLAB语言(Scientific Computing with MATLAB and the MATLAB language of scientific computing language)
- 2011-05-04 10:35:38下载
- 积分:1
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Atken-Gauss-Newton
艾肯特插值,高斯插值和牛顿插值法的matlab代码。上述三种方法均用于数值插值。(Ai Kente interpolation, the matlab code of the the Gaussian interpolation and the Newton interpolation law. The the above-mentioned three methods are used for the numerical interpolation.)
- 2013-05-01 00:03:58下载
- 积分:1
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matlab
MATLAB 的一写小总结,传上来供大家方便。欢迎下载。(MATLAB Writing a small summary of the 1, Chuan-up for the convenience of everyone. Welcome to download.)
- 2009-03-14 09:52:50下载
- 积分:1
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bpskber
BPSK编码译码仿真BPSK编码译码仿真BPSK编码译码仿真BPSK编码译码仿真BPSK编码译码仿真BPSK编码译码仿真(BPSK BPSK coding and decoding codec simulation simulation Simulation of BPSK coding and decoding BPSK BPSK coding and decoding codec simulation simulation Simulation of BPSK coding and decoding)
- 2011-05-11 22:08:30下载
- 积分:1