Description: Univariate local or global optimization
matlab最优化工具包,可以进行最优化点的搜寻。-Univariate local or global optimizationmatlab optimization tool kit can be carried out to optimize the search point. Platform: |
Size: 13312 |
Author:ggyyree |
Hits:
Description: MATLAB GARCH工具箱,是学习MATLAB工具箱的首选工具书。-The GARCH Toolbox, combined with MATLAB and the Optimization and
Statistics Toolboxes, provides an integrated computing environment for
modeling the volatility of univariate economic time series. The GARCH
Toolbox uses a general ARMAX conditional mean model combined with a
conditional variance model of GARCH, GJR, or EGARCH form to perform
simulation, forecasting, and parameter estimation of univariate time series in
the presence of conditional heteroscedasticity. Supporting functions perform
tasks such as pre- and postestimation diagnostic testing, hypothesis testing of
residuals, model order selection, and time-series transformations. Graphics
capabilities let you plot correlation functions and visually compare matched
innovations, volatility, and return series. Platform: |
Size: 1173504 |
Author:hfhf911 |
Hits:
Description: univariate method optimization.
Simple example based on: Dochotomic search golden section fibonacci method Newton random walk.-univariate method optimization.
Simple example based on: Dochotomic search golden section fibonacci method Newton random walk. Platform: |
Size: 5120 |
Author:hugo |
Hits: