Description: GloptiPoly 3: moments, optimization and
semidefinite programming.
Gloptipoly 3 is intended to solve, or at least approximate, the Generalized Problem of
Moments (GPM), an infinite-dimensional optimization problem which can be viewed as
an extension of the classical problem of moments [8]. From a theoretical viewpoint, the
GPM has developments and impact in various areas of mathematics such as algebra,
Fourier analysis, functional analysis, operator theory, probability and statistics, to cite
a few. In addition, and despite a rather simple and short formulation, the GPM has a
large number of important applications in various fields such as optimization, probability,
finance, control, signal processing, chemistry, cristallography, tomography, etc. For an
account of various methodologies as well as some of potential applications, the interested
reader is referred to [1, 2] and the nice collection of papers [5].-GloptiPoly 3: moments, optimization andsemidefinite programming.Gloptipoly 3 is intended to solve, or at least approximate, the Generalized Problem ofMoments (GPM), an infinite-dimensional optimization problem which can be viewed asan extension of the classical problem of moments [8] . From a theoretical viewpoint, theGPM has developments and impact in various areas of mathematics such as algebra, Fourier analysis, functional analysis, operator theory, probability and statistics, to citea few. In addition, and despite a rather simple and short formulation, the GPM has alarge number of important applications in various fields such as optimization, probability, finance, control, signal processing, chemistry, cristallography, tomography, etc. For anaccount of various methodologies as well as some of potential applications, the interestedreader is referred to [ 1, 2] and the nice collection of papers [5]. Platform: |
Size: 200704 |
Author:askool |
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Description: Field: Economics Finance
One of the unit root tests known as Dickey Fuller Test is implemented in Matlab for Dynamic pannel Modeling and for seemingly unrelated regression of stock data.
Platform: |
Size: 13312 |
Author:Zmahmood |
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Description: CompEcon Toolbox for Matlab.
CompEcon is a set of MATLAB functions for solving a variety of problems in economics and finance.
Platform: |
Size: 324608 |
Author:Christian Hagglof |
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Description: the book <<Simulation and Monte Carlo With applications in finance and MCMC >> about MONte carlo method applying to finance problem and markov chain and markov decision process. Platform: |
Size: 3390464 |
Author:胡桃 |
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Description: Paolo Brandimartes programs for his book: "Numerical methods in finance and economics: a MATLAB-based introduction" ISBN: "9780471745037" Platform: |
Size: 67584 |
Author:DragJo |
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Description:
How to Use This Book
1
2
Mathematical and Simulation Models in Business Economics
16
3
MATLAB and Simulink Design Guidelines
26
4
Importing and Reporting Your Data
53
5
Library Functions for Business Economics
83
6
Economic Impact Models
110
7
Fiscal Impact Models
137
8
Tax Revenue and Tax Policy
149
9
Regional Economics
164
10
Applications for Business
182
11
Business Valuation and Damages Estimatio,
How to Use This Book
1
2
Mathematical and Simulation Models in Business Economics
16
3
MATLAB and Simulink Design Guidelines
26
4
Importing and Reporting Your Data
53
5
Library Functions for Business Economics
83
6
Economic Impact Models
110
7
Fiscal Impact Models
137
8
Tax Revenue and Tax Policy
149
9
Regional Economics
164
10
Applications for Business
182
11
Business Valuation and Damages Estimatio Platform: |
Size: 3561472 |
Author:hassan |
Hits:
Description: 计算金融学及计算生物学等众多应用领域。在各行业和学术机构中，有一百多万工程师和科学家使用 MATLAB 这一技术计算语言-Calculate Finance and computational biology and many other applications. In various industries and academic institutions, there are more than one million engineers and scientists using MATLAB technical computing language Platform: |
Size: 2048 |
Author:沈敏 |
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Description: 用MATLAB编写代码,在经济和金融中法对连续时间过程实现了封闭的最大似然估计方法-The code, written in MATLAB, implements the closed-form maximum-likelihood estimation method for continuous-time processes in economics and finance. First, the code maximizes the log-likelihood function and displays the MLE estimates, the standard error estimates (constructed from the inverse of Hessian) and the misspecification-robust standard error (i.e., the sandwich estimate). Second, it reports whether the maximization procedure converges under the default tolerance. Finally, it plots the marginal log-likelihood for each parameter in a neighborhood of the estimates. The blue curve is the likelihood function, while each red star corresponds to the estimate for the corresponding parameter. For more information about the models, please read the user s guide (link "more"). Platform: |
Size: 259072 |
Author:雪之恋 |
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Description: matlab在金融方面应用的内部培训，蒙特卡罗模拟与excel link-internal training matlab applications in finance, Monte Carlo simulation with excel link Platform: |
Size: 316416 |
Author:赵建忠 |
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Description: 中央财经大学2014年matlab课程专用课件，仅供经管类学科学生参考。-Central University of Finance and Economics in 2014 dedicated courseware matlab course, economics and management discipline students for reference purposes only Platform: |
Size: 6116352 |
Author:李姝阳 |
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Description: In many professions, you need programming skills. This book introduces you to a program called
Matlab, which is one of the most popular choices for quantitative analysis in fields such as engineering,
statistics, economics/finance, and artificial intelligence, to name a few. It will give you the tools to get
started whether you are a student, a researcher, or a practitioner Platform: |
Size: 6159360 |
Author:lakhdar |
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Description: 根据BP神经网络理论和Adaboost，在MATLAB中编程实现BP_Adaboost算法的公司财务预测建模-According to BP neural network theory and Adaboost, in MATLAB programming BP_Adaboost predictive modeling algorithm finance company Platform: |
Size: 61440 |
Author:wangmengli |
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Description: This file contains Matlab code that replicates some of the results in the paper ``A survey of sequential Monte Carlo methods for economics and finance,'' Platform: |
Size: 1024 |
Author:kacem
|
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Description: Because programming has become an essential component of engineering, medicine, media, business,
finance, and many other fields, it is important for engineers and practitioners to have a basic foundation
in programming to be competitive. This book introduces programming to students from a wide
range of backgrounds and gives them programming and mathematical tools that will be useful to them
throughout their careers
Teach MATLAB programming to engineering students who do not have prior exposure to
programming.
Introduce a variety of numerical analysis tools that are useful for solving engineering problems Platform: |
Size: 18537472 |
Author:Pica
|
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Description: MATLAB coding for implementing and solving various topics in different fields. i.e. Neural Networks, Quantitative Methods in Finance Platform: |
Size: 32768 |
Author:SM1 |
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Description: 《金融计算与编程--基于MATLAB的应用(金融市场与风险管理系列教材)》由曹志广所著，本书的内容局限于在金融领域中应用MATLAB，因此，本书特别适合在金融领域从事研究的研究人员和在实际金融市场中应用金融理论进行量化投资分析的从业人员，以及有可能从事金融领域研究或应用的金融专业的学生阅读。("Financial Computing and Programming--Application Based on MATLAB (Financial Markets and Risk Management Series)" was written by Cao Zhiguang. The content of this book is limited to the application of MATLAB in the field of finance. Therefore, this book is especially suitable for researchers engaged in the field of Finance and the application of financial theory in the actual financial market for quantitative investment. Read by practitioners of financial analysis, and by students majoring in finance who are likely to engage in research or application in the financial field.) Platform: |
Size: 15016960 |
Author:jingi1604 |
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Search - finance in matlab