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CVaRPortfolioOptimizationExample

于 2021-01-06 发布文件大小:4KB

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代码说明：

CVaR的计算，以及cvar最优化的投资组合权重问题(CVaR OPTIMAL)

文件列表：

CVaRPortfolioOptimizationExample
................................\CVaRPortfolioOptimizationExample
................................\................................\CVaRPortfolioOptimizationExample.m,6742,2016-09-01
................................\................................\license.txt,1551,2016-09-01
................................\license.txt,1526,2016-09-01

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50Hz123
消除50Hz工频干扰数字滤波器的设计,设计思路很巧妙，程序很小很好用(Eliminate the 50Hz frequency interference digital filter design, design ideas is very clever, good program is very small)

2013-04-30 20:24:05下载

积分：1
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2010-06-02 11:04:17下载

积分：1
An-Introduction-with-Applications
Matlab ebook introduction with application

2014-09-23 01:54:58下载

积分：1
createCNT
用来建立第一性原理计算的用的坐标程序，程序还稍有问题需要调试。(Used to create the first-principles calculation of the coordinates program, the program is also a slight problem needs to be debugged.)

2013-03-16 18:48:35下载

积分：1
test_polyarea_1
基于MATLAB的处理表格型数据的数值积分的一种简单方法(Forms of treatment based on the MATLAB data type of a simple numerical integration methods)

2008-02-29 10:12:46下载

积分：1
Digitalmodem
数字调制解调，包含数字调制程序和解调程序。(Digital modulation and demodulation, including digital modulation and demodulation process procedures.)

2010-05-13 08:41:58下载

积分：1
MatlabandVCtodomixedlanguageprogramming
对Matlab与VC混合编程做了详细说明，包括怎样对软件进行相关的设置(Of Matlab and VC to do mixed language programming in detail, including how the software-related settings)

2009-02-27 14:02:50下载

积分：1
ofdm_simulation_primary
基于MATLAB的ofdm系统仿真m文件(MATLAB-based simulation ofdm m files)

2010-05-24 10:09:46下载

积分：1
CHAP8_1
干扰信息的灰度预测matlab仿真代码(information interference Gray forecast Matlab simulation code)

2006-11-22 16:54:16下载

积分：1
gprmax-tools
GprMax的理论基础是时域有限差分(FDTD)方法。时域有限差分方法直接将Maxwell方程作差分离散，利用二阶精度的中心差分近似把Maxwell方程中的微分算符直接转换为差分形式，在空间和时间上对电场和磁场交替间隔取样，使计算过程完全模拟电磁波逐步传播以及与目标物体相互作用的过程。(GprMax is based on the theory of the finite difference time domain (FDTD) method. The finite difference time domain method directly will Maxwell equation of discrete difference, using second order precision of the central difference in the equations are Maxwell approximate differential operator directly convert difference forms, in the space and time of electric field and magnetic field on alternate sampling interval, making the calculation process simulation electromagnetic wave propagation and completely step by step and target object interaction process. )

2012-01-18 10:26:29下载

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CVaRPortfolioOptimizationExample

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