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[OtherhuiselilunjiangyiPPT

Description: 灰色理论原理,对数学建模解决预测问题很有用的ppt,如有不足,希望大家多多改正!-Gray theory principle of mathematical modeling to solve the issue of prediction useful ppt, is insufficient, I hope everyone a lot to correct!
Platform: | Size: 175104 | Author: 陈胜 | Hits:

[matlabgarchpq

Description: PURPOSE: GARCH(P,Q) parameter estimation with normal innovations using analytic derivatives
Platform: | Size: 2048 | Author: fatemeh | Hits:

[matlabgarchsimulate

Description: PURPOSE: GARCH(P,Q) time series simulation
Platform: | Size: 1024 | Author: fatemeh | Hits:

[Algorithmfull_bekk_mvgarch

Description: 多元GARCH的Matlab程序,用于计算GRACH(y,p,q)-Multivariate GARCH in Matlab
Platform: | Size: 1024 | Author: | Hits:

[assembly languagegarchpq

Description: 最基本的garch模型,参数p,q可以自己调整,得到理想结果-fundamental garch model
Platform: | Size: 2048 | Author: 严吉吉 | Hits:

[DataMiningArch Model

Description: 金融时间序列分析 1. 采用Pandas从Yahoo网上下载上市公司的5到10年的日收盘数据,上证指数的日收盘数据。 2. 计算上市公司和上证指数的收益率, 3. 针对上市公司收益率进行ARMA建模,确定P和q,并对残差进行分析,最后向前预测多期,显示预测图。 4. 针对上市公司收益率进行ARCH建模,确定阶数,并对残差进行分析,最后进行预测。 5. 针对上市公司收益率进行GARCH建模,确定阶数,并对残差进行分析,最后进行预测。(use Arch Model to ananlyse and predict yields from public companies. Python. pandas)
Platform: | Size: 424960 | Author: xting | Hits:

[Otherfinal-t-p

Description: 滚动样本+中小板指数+GARCH族+赤迟信息准则(rolling sample test GARCH model)
Platform: | Size: 18432 | Author: smillym | Hits:

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