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msimGARCH

于 2013-11-25 发布文件大小:105KB

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下载积分: 1 下载次数: 12

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代码说明：

综合使用EViews（统计软件）与Matlab实现广义自回归条件异方差模型(GARCH)的模拟、估计与预测(Integrated use EViews (statistical software) and Matlab achieve generalized autoregressive conditional heteroskedasticity model simulations, estimates and projections)

文件列表：

msimGARCH
.........\simGARCH.prg,6572,2009-06-07
.........\simGARCH_shape.prg,2702,2009-03-17
.........\simGJR.prg,7526,2009-03-17
.........\simGJR_wfpage.prg,3716,2009-03-18
.........\simPrediction.prg,6632,2009-03-17
.........\simPreGJRWfpage.prg,6632,2009-03-18
.........\sim_lam=-02lam=00_skewt_gjr.xls,54272,2009-03-18
.........\sim_normal_garch.prg,5416,2009-03-17
.........\sim_normal_gjr.prg,5580,2009-03-17
.........\sim_stut_garch.prg,2248,2009-03-17
.........\skewt_rnd.m,1237,2009-06-06
.........\test_simols.prg,3329,2009-03-17

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本算法在训练步数、训练时间及其误差精度等方面都优于常规的模糊神经网络，其学习收敛速度快、误差曲线也更稳定。(the algorithm steps in training, training time and error accuracy is superior to the conventional fuzzy neural network, learning fast convergence, the error curve is more stable.)

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