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Description: 投资学的matlab课件，可以划出漂亮的组合前沿，并且有详细讲解-Investment in Matlab courseware can draw pretty good combination forward, and a detailed account
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Size: 940885 |
Author: 林里 |
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Description: 详细介绍了个人投资理财组合模型，内容和具体
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Size: 103936 |
Author: tang__zhi@126.com |
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Description: 股票选择的遗传算法-stock options Genetic Algorithm
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Size: 5120 |
Author: 高山 |
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Description: 投资学的matlab课件，可以划出漂亮的组合前沿，并且有详细讲解-Investment in Matlab courseware can draw pretty good combination forward, and a detailed account
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Size: 941056 |
Author: 林里 |
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Description: 用遗传算法求借最短路径的程序，是我找了很多地方才等到的-Using genetic algorithms for the shortest path through the procedure, I find a lot of places only to wait until the
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Size: 164864 |
Author: jj |
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Description: JStock是一个免费股市软件，它支持多个国家的股市。它提供实时股票信息，指标编辑，投资组合管理和市场聊天功能。-JStock is a free stock market software, it supports a number of national stock market. it provides real-time stock information, indicators editing, portfolio management and market chat.
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Size: 1466368 |
Author: chomsky |
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Description: 怎样通过编程来实现计算投资组合的收益，这个例子给出说明-How to achieve through the program to calculate the proceeds of the investment portfolio
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Size: 8192 |
Author: mo |
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Description: 解非线性规划模型的遗传算法，采用visual c++语言编写，结构清晰，明了易懂，注释完整-Genetic Algorithm for nonlinear programming
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Size: 2048 |
Author: mengjie |
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Description: 本文对@:AB及其衍变模型进行了分析和总结，提出了直交门槛一般化自回归条件异方差#< 90 8 17C
-D@:AB*模型。通过模型平稳性测试、@:效果检定、@:AB效果检定、模型阶数鉴定、模型参数估计与模型诊断对模型进行
评估，作者认为这种模型在估计投资组合资产收益的波动性上优越@:AB及其衍变模型。
-In this paper, @: AB model and its evolution are analyzed and summed up the proposed DC-AC threshold generalized autoregressive conditional heteroskedasticity# < 90 8 17C-D @: AB* model. Smooth adoption of the model testing, @: the effect of test, @: AB test the effect of model order identification, model parameter estimation and model diagnostics to assess the model, the authors suggest that this model portfolios in estimating the volatility of capital gains on the superior @ : AB and its evolution model.
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Size: 89088 |
Author: 月到风来AA |
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Description: 使用Matlab开发投资组合优化模型,组合优化-MATLAB
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Size: 193536 |
Author: ayaya |
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Description: 这是本人原创的关于组合投资问题1数学建模论文，希望对参加数学建模建模的同学有帮助-This is my original portfolio problem of mathematical modeling papers, I hope to help students to participate in the mathematical modeling modeling
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Size: 138240 |
Author: 甲天 |
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Description: 这个程序可以用来做组合投资策略，并且可以进行回测，看自己的策略和现阶段的市场是否吻合-he following MATLAB .mat and .m files can be used to generate 3D efficient frontiers and do backtests. They are the materials used in the MathWorks Webinar "Using MATLAB to Develop Portfolio Optimization Models."
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Size: 192512 |
Author: lancehill |
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Description: 1、根据财务因子选择10只股票，具体财务因子不限；2、运用投资组合理论建立投资组合，计算出每只股票的权重（协方差、相关系数）；3、将构建的投资组合收益率与指数对比，计算看是否存在超阿尔法收益；4、将构建的投资组合收益率序列建立模型（ARMA、GARCH等），并预测未来一周、一月的收益率；(1, according to the financial factor selection of 10 stocks, the specific financial factor is not limited; 2, portfolio theory is used to establish the portfolio, calculate the weight of each stock (covariance, correlation coefficient); 3, will build the portfolio yield and the index calculation comparison, see if the presence of super Alfa 4, revenue; the portfolio construction rate sequence model (ARMA, GARCH), and to predict the future a week or a month rate of return;)
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Size: 126976 |
Author: huagong
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Description: 机器学习在量化投资领域的综述，涉及组合优化理论、及机器学习的相关算法。(Machine Learning and Portfolio Optimization)
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Size: 1010688 |
Author: bihuan2017
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Description: 应用马科维茨投资组合理论分配投资比例的matlab程序((Harry M. Markowit)
Cal.m
cal.maketstate.m
cal.stockstate.m
main.m
mutual_info.m
Q_cal.m
Q_day.m
test.m)
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Size: 6144 |
Author: Krypros
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Description: 有效前沿程序，用matlab求解马科维兹均值方差，画出有效前沿，投资组合(Effective frontier program, using matlab to solve markowitz mean variance, draw effective frontier, investment portfolio)
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Size: 3691520 |
Author: 黑云哈哈xback
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Description: 利用马科维茨的均值方差两步法分析最优投资组合(mean-variance method to get optimal portfolio)
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Size: 96256 |
Author: lucy219 |
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Description: 这个问题早在1952年马科维茨（Markowitz）就给出了答案，即：投资组合理论。根据这个理论，我们可以对多资产的组合配置进行优化。(This issue was answered by Markowitz in 1952 (Markowitz): portfolio theory. According to this theory, we can optimize the portfolio allocation of multiple assets.)
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Size: 2048 |
Author: SSK2019 |
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Description: 使用matlab语言验证马科维兹的有效组合理论，应用于金融专业(Verify Portfolio theory in Matlab to use widely in Finance.)
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Size: 1024 |
Author: 王火火 |
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Description: 本书注重理论与实践相结合,通过实际案例和编程实现让读者理解理论在实践中的应用;同时还充分强 调“案例的实用性、程序的可模仿性”,且在案例程序中附有详细的注释。例如,投资组合管理、KMV模型计 算、期权定价模型与数值方法、风险价值VaR的计算等案例程序,读者可以直接使用或根据需要在源代码基 础上进行修改使用。(This book pays attention to the combination of theory and practice, through practical cases and programming to enable readers to understand the application of theory in practice; at the same time, it fully emphasizes "the practicality of cases, the imitatability of procedures", and has detailed notes in the case procedures. For example, case programs such as portfolio management, KMV model calculation, option pricing model and numerical method, VAR calculation can be used directly or modified on the basis of source code as required.)
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Size: 25851904 |
Author: 热带 |
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