Description: 在具有模式的完整统计知识条件下，按照贝叶斯决策理论进行设计的一种最优分类器。分类器是对每一个输入模式赋予一个类别名称的软件或硬件装置，而贝叶斯分类器是各种分类器中分类错误概率最小或者在预先给定代价的情况下平均风险最小的分类器。-In a model under the condition of complete statistical knowledge, in accordance with the Bayesian decision theory to design an optimal classifier. Classifier is the input mode of each name given to a category of software or hardware devices, and Bayesian classifier is the classifier in the smallest classification error probability or the cost of pre-given circumstances smallest average risk classifier. Platform: |
Size: 3072 |
Author:御风疾书 |
Hits:
Description: 这里介绍的案例研究演示如何使用MATLAB来建立测量的燃气经营权，在新英格兰的植物组合相关的风险的申请。在Excel中的应用与实施用MATLAB进行了分析所有的接口。该应用程序允许用户指定的7种植物，包括能力，热率，可变操作和维护成本，最低运行时的特点。这个组合可以用一个简单的调度backtested历史天然气和电力价格的策略来计算利润和机组运行的历史数据。风险措施，通过模拟计算到使用天然气和混合模型在MATLAB中实现，模拟市场价格为每调度方案和计算现金流量从厂房的运作产生未来的电力价格。该现金流量的分布进行分析，产生了90％和95％的现金流量在风险衡量每个工厂以及用于发电资产组合。这些功能全部是提出了一个简洁的Excel的前端。
题为“介绍ETRM为例”的文件将指导，通过分析不同的组件。-The case study presented here demonstrates using MATLAB to build an application for measuring the risks associated with a portfolio of gas-fired power plants operated in New England. The application has an interface implemented in Excel with all of the analytics performed by MATLAB. The application allows the user to specify the characteristics of the 7 plants including the capacity, heat rate, variable operation and maintenance costs and minimum run time. This portfolio can be backtested using a simple dispatch strategy on historical gas and electricity prices to compute historical profit and plant operation statistics. The risk measures are computed by simulating gas and electricity prices into the future using a hybrid model implemented in MATLAB, simulating the dispatch for each scenario of market prices and computing cash-flows arising from the operation of the plants. The distribution of the cash-flows is analyzed to produce a 90 and 95 cash-flow at risk measure for each plant Platform: |
Size: 2560000 |
Author:zhou |
Hits:
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
|
Hits:
Description: matlab 基于云模型的模糊综合风险评估源代码(Source code of fuzzy comprehensive risk assessment based on cloud model in MATLAB) Platform: |
Size: 5120 |
Author:lclclc1111 |
Hits:
Search - risk model in matlab