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MonteCarlo
使用直接模拟蒙特卡罗法的Matlab编程,里面三个算例,如湖面积、资产路径等的概率求解法~(Vincent Leclercq, The MathWorks, 2007
vincent.leclercq@mathworks.fr
Ths is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Carlo en MATLAB".
- The first demo (LakeArea, run MainLakeArea) is computing the size of a polyogon using a MC approach
- The second demo (PortSim, run WebinarScript) can do 2 things: First, we genrate some equity paths, to verify the lognormality If changing the mode to OptionPricing (uncomment one of the first line),
then those spaths will be used for pricing an asian option
- the 3rd Demo,in myMC (run MonteCarlo.m) , show how to simulate some corelated asset paths
- The 4th demo, (run VanillaPricingUsingDifferentMethods.m in the VarReduction folder) , wil compare th results obtrtain byt differents reduction of Variance technics or "quasi" 礛ont Carlo simultion using Hamlton and sobol Sequences)
- 2010-01-12 21:32:32下载
- 积分:1
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snake_asm_courseware_code
说明: 国外课件:Active shape model 和 active contour model(snake)的matlab 原码,包括PDF格式的程序使用说明(Foreign courseware: Active shape model and active contour model (snake) in the matlab source, including the PDF format of the program instructions)
- 2010-04-21 00:16:31下载
- 积分:1
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threelegs
This is a simulink model for three phase square wave inverter
- 2012-03-25 15:56:28下载
- 积分:1
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fengchang
风电场模型,用于10MW风电场模型仿真,仿真结果详细,可以用于学习和研究。(wind farm)
- 2020-11-29 19:19:28下载
- 积分:1
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To_plot_the_Hamming_window_for_filters
hamming window for filter matlab code with example
- 2011-01-14 15:09:19下载
- 积分:1
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matconvnet-1.0-beta19.tar
matlab实现CNN卷积神经网络,进行图像分类。(We can realize neural network with matlab, which will complete the classification of the image.)
- 2017-11-04 16:03:45下载
- 积分:1
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45666035erwrw
基于matlab语言的车牌字符分割技术,分割出的自拍比较清晰,方法很新颖(Matlab language based on license plate character segmentation, segment of the self-timer is relatively clear, a very novel method)
- 2010-06-15 23:15:40下载
- 积分:1
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IIR
按照给定指标采用模拟低通滤波器(巴特沃思低通或者切比雪夫低通)去逼近理想模拟低通滤波器 ,然后通过双线性变换法对模拟滤波器进行数字化,得到数字滤波器 。(According to a given target analog low-pass filter (Butterworth or Chebyshev low-pass low-pass) to approximate the ideal analog low-pass filter, then through the bilinear transformation method to digitize the analog filters, digital filters has been .)
- 2011-11-01 00:58:06下载
- 积分:1
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f12_1_cum2
信号的二阶累积量估计,cum2函数为互二阶累积量估计,cum2est函数为单个向量的二阶累积量估计(The second order the cumulative estimated cum2 function for mutual order cumulants estimated cum2est function as a single vector order cumulant estimation)
- 2012-09-27 21:58:29下载
- 积分:1
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lizisuanfa
可以改善其时延较长的问题,但以往技术是针对每一跳候选节点的休眠时延进行优化的(Implementation algorithm optimization to achieve the connection of WSN)
- 2016-04-18 19:37:52下载
- 积分:1