Description: 拉格朗日插值多项式拟合,牛顿插值多项式,欧拉方程解偏微分方程,使用极限微分求解导数（微分）,微分方程组的N=4龙格库塔解法,雅可比爹迭代法解方程AX=B,最小二乘多项式拟合,组合辛普生公式求解积分,用三角分解法解方程AX=B-Lagrange interpolation polynomial fitting, polynomial interpolation Newton, Euler equations partial differential equations, Limit the use of derivative solving differential (differential), the equations of N = 4 Runge- Kutta method. Jacobian Davis iterative method of solving equations AX = B, least squares polynomial fitting, portfolio Simpson formula for integration, with a triangular decomposition method of solving equations AX = B. Platform: |
Size: 7168 |
Author:wangshen |
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Description: 文章利用MATLAB语言及其小波工具箱，采用小波变换算法，开发数字水印嵌入系统，通过对原始静态图像和二值图像水印进行小波多分辨率分解，组合对应方向上的小波细节子图数据，从而实现了在原始静态图像上嵌入二值图像水印。有部分代码-article using MATLAB language and its toolbox, wavelet transform algorithm, development of digital watermark embedded systems, right through static images and the original binary image watermarking multiresolution wavelet decomposition, Portfolio corresponding direction on the details of wavelet-map data, thus realizing the original static image embedded binary image watermarking. Some code Platform: |
Size: 52224 |
Author:ming-ming |
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Description: 本文的题目是改进的粒子滤波在组合导航中的应用研究。文档可用caj打开。
本课题首先研究了GPS/DR车载定位系统的组合模型，然后在分析了非线性滤波的基础上，引入了粒子滤波。粒子滤波是一种基于递推计算的序列蒙特卡罗算法，它采用一组从概率密度函数上随机抽取的并附带相关权值的粒子集来逼近后验概率密度，从而不受非线性、非高斯问题的限制。虽然粒子滤波存在诸多优点，然而它仍然存在诸如粒子数匿乏、滤波性能不高、实时性差等问题。-The title of this article is to improve the particle filter in the navigation of the applied research. CAJ can be used to open the document. This issue initially on the GPS/DR Vehicle Location System portfolio model, and then the analysis of nonlinear filtering based on the introduction of a particle filter. Particle filter is a recursive calculation based on Sequential Monte Carlo algorithm, it uses a set of probability density function from random samples and weights attached to the relevant set of particles to approximate a posteriori probability density, and thus not subject to non-linear, the issue of non-Gaussian constraints. Although there are many advantages of particle filter, yet it still exists, such as particle number Punic poor, filter performance is not high, real-time poor. Platform: |
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Author:阳关 |
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Description: Simple VaR Calculator provides:
- Evaluation of return distribution of single asset or portfolio of assets
- Volatility forecasts using moving average and exponential algorithm
- Value at Risk of single asset or portfolio measurement using parametric and historical simulation.
- Historical data can be obtained from simple text file or MS Excel using Matlab Excel Links. -Simple VaR Calculator provides:- Evaluation of return distribution of single asset or portfolio of assets- Volatility forecasts using moving average and exponential algorithm- Value at Risk of single asset or portfolio measurement using parametric and historical simulation .- Historical data can be obtained from simple text file or MS Excel using Matlab Excel Links. Platform: |
Size: 19456 |
Author:白洋 |
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Description: A .zip file contains a series of scripts that were used in the MathWorks webinar "Using MATLAB to Develop Portfolio Optimization Models." The scripts generate 3D efficient frontiers for a universe of 44 stocks with time as the third axis. Additional scripts perform various ex-ante and ex-post analyses. Results are generated with and without market adjustments in the data. A readme.txt. file in the .zip folder describes each script and how to use it Platform: |
Size: 200704 |
Author:Austin Huang |
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Description: This program uses Markowitz portofolio theory to find combination of stocks in a portfolio which has minimum variance for expected returns Platform: |
Size: 1024 |
Author:rajesh |
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Description: Implements Maximum likelihood estimation of beta and other parameters for model of stock portfolio vs. index using kalman filter Platform: |
Size: 1024 |
Author:rajesh |
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Description: 本程序是关于四元数法捷联惯导解算算法的matlab程序组合包，其中包括滤波初始对准仿真，罗经法初始对准仿真，捷联惯导解算仿真，组合卡尔曼滤波等演示程序及其必需的参数矩阵转换程序，程序算法皆是本人通过大量阅读捷联惯导经典论文书籍编写的，经过调试已经通过，所得圆锥误差，划桨误差与秦永元所编惯性导航一书相符，可靠性较高。适合惯导学习者参考改进使用
-This procedure is the law about quaternion SINS algorithm matlab solver combination package procedures, including filtering at the initial simulation, the initial alignment Gyrocompass law simulation, SINS Solution Demo simulation procedures, portfolio Kalman filter and the necessary presentation matrix conversion process parameters, the program algorithm are a large number of read I SINS classic books written thesis, after debugging has been passed from the error cone, paddle QIN Yong-yuan of the error and inertial navigation for one book in line with higher reliability. Inertial reference suitable to improve the use of learners Platform: |
Size: 20480 |
Author:lijipeng |
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Description: SFLA算法是解决组合性优化问题的算法。它是基于集合类方法的启发式研究，这种SFLA初始化于一群虚拟集合青蛙，在池塘中跳跃，搜寻最优的食物地点。青蛙们可以被看作是具有思维的的主体。一种思维可以被看作是一个思想的集合或是文化的进化。每一种思维都是由一系列策略构成。在这种策略进化期间，青蛙的思维也在发生改变，导致了他们在面向目标时方位的改变，这种思维的变化或改变的发生，正是因为青蛙受到其他更好思想的影响。-SFLA algorithm to solve portfolio optimization problems and algorithms. It is based on the collections of the heuristic research method, which is initialized to a group of SFLA virtual collection of frogs, jumping in the pond, searching for the optimal location of food. Frogs can be seen as the main body with thinking. Can be seen as a way of thinking is a set of ideological or cultural evolution. Each type of thinking is constituted by a series of strategies. Period in the evolution of this strategy, the frog is also a change of thinking, leading to goal-oriented when they change direction, this way of thinking of the change or changes occur, because frogs are better ideas. Platform: |
Size: 194560 |
Author:yangfei |
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Description: 证卷投资组合优化系统，用MATLAB实现-This toolbox is designed to realize the optimization of Portfolios Platform: |
Size: 119808 |
Author:ZHOU ZHIMIN |
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Description: 金融数量分析——基于MATLAB编程（第3版）》一书中的案例均来源于作者的工作实际，并充分体现“案例的实用性、程序的可模仿性”，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的基础上修改、完善。(Quantitative analysis: Based on MATLAB programming (Third Edition) "a Book of the case are derived from the author's actual work, and fully reflect the practical case of the program, imitation of" program with detailed notes. For example, investment portfolio management, KMV model, option pricing model and numerical calculation method, the calculation of the risk value of VaR case procedures, can be used directly or according to the needs of readers in the source code on the basis of modification and improvement.) Platform: |
Size: 28944384 |
Author:刀刀2010
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Description: 实验名称:投资组合分析
实验性质：综合性和研究探索性
实验目的：熟练运用投资组合工具箱，学会构造有效前沿组合的方法，掌握最优投资组合的计算方法；给出投资组合VaR 的值。
实验任务：选择股票并从万得下载数据，计算证券的预期收益率、标准差和协方差，设定一组约束条件，构造最优投资组合并计算该组合的Var值。
实验设备：计算机
实验软件：Matlab2013 Wind数据库
选择一组股票作为投资标的，构造投资组合，通过估计收益率均值、计算方差、协方差，计算该投资组合权重、在险价值、画出有效前沿。(Experimental Name: Portfolio Analysis
Experimental nature: comprehensiveness and research exploration
The purpose of the experiment is to skillfully use the portfolio toolbox, learn to construct effective frontier portfolio method, grasp the best investment portfolio calculation method, and give the value of portfolio VaR.
Experimental tasks: select stock and download data from Wan De, calculate the expected return, standard deviation and covariance of securities, set up a set of constraints, construct the optimal portfolio and calculate the Var value of the portfolio.
Experimental equipment: computer
Experimental software: Matlab2013 Wind database
A group of stocks is selected as investment target, and a portfolio is constructed. By estimating the mean value, variance and covariance of the yield, we calculate the portfolio weight, value at risk and draw effective frontier.) Platform: |
Size: 6060032 |
Author:waffle
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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.) Platform: |
Size: 25851904 |
Author:热带 |
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