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Description: 产生正常分布的sobol sequences，generating of normally distributed
quasi uniform distributed: sobol sequences-Have a normal distribution sobol sequences, generating of normally distributed quasi uniform distributed: sobol sequences
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Size: 1024 |
Author: jiangshuiya |
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Description: hs is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Carlo en MATLAB".
- The first demo (LakeArea, run MainLakeArea) is computing the size of a polyogon using a MC approach
- The second demo (PortSim, run WebinarScript) can do 2 things: First, we genrate some equity paths, to verify the lognormality If changing the mode to OptionPricing (uncomment one of the first line),
then those spaths will be used for pricing an asian option
- the 3rd Demo,in myMC (run MonteCarlo.m) , show how to simulate some corelated asset paths
- The 4th demo, (run VanillaPricingUsingDifferentMethods.m in the VarReduction folder) , wil compare th results obtrtain byt differents reduction of Variance technics or "quasi" 礛ont Carlo simultion using Hamlton and sobol Sequences
-hs is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Carlo en MATLAB".
- The first demo (LakeArea, run MainLakeArea) is computing the size of a polyogon using a MC approach
- The second demo (PortSim, run WebinarScript) can do 2 things: First, we genrate some equity paths, to verify the lognormality If changing the mode to OptionPricing (uncomment one of the first line),
then those spaths will be used for pricing an asian option
- the 3rd Demo,in myMC (run MonteCarlo.m) , show how to simulate some corelated asset paths
- The 4th demo, (run VanillaPricingUsingDifferentMethods.m in the VarReduction folder) , wil compare th results obtrtain byt differents reduction of Variance technics or "quasi" 礛ont Carlo simultion using Hamlton and sobol Sequences
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Size: 407552 |
Author: yang |
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Description: 使用直接模拟蒙特卡罗法的Matlab编程，里面三个算例，如湖面积、资产路径等的概率求解法～-Vincent Leclercq, The MathWorks, 2007
vincent.leclercq@mathworks.fr
Ths is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Carlo en MATLAB".
- The first demo (LakeArea, run MainLakeArea) is computing the size of a polyogon using a MC approach
- The second demo (PortSim, run WebinarScript) can do 2 things: First, we genrate some equity paths, to verify the lognormality If changing the mode to OptionPricing (uncomment one of the first line),
then those spaths will be used for pricing an asian option
- the 3rd Demo,in myMC (run MonteCarlo.m) , show how to simulate some corelated asset paths
- The 4th demo, (run VanillaPricingUsingDifferentMethods.m in the VarReduction folder) , wil compare th results obtrtain byt differents reduction of Variance technics or "quasi" 礛ont Carlo simultion using Hamlton and sobol Sequences
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Size: 397312 |
Author: 杨强 |
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Description: 产生DOE以及SOBOL低差异序列的Matlab函数-creat doe and sobol series
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Size: 3072 |
Author: Kevin |
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Description: how to generate a sobol sequence in matlab
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Size: 9216 |
Author: petrica |
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Description: sobol 采样方法的matlab程序，全局敏感性分析必备，希望有帮助！~-sobol sampling method matlab program, global sensitivity analysis necessary, Hope that helps! ~
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Size: 12288 |
Author: 陈先丽 |
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Description: Sobol全局敏感性分析Matlab代码，输出一阶敏感度Sol_1及总敏感度Sol_t(Sobol Global sensitivity analysis Matlab code)
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Size: 1024 |
Author: dnp908393893 |
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Description: Sobol全局敏感性分析matlab编程(Matlab programming of Sobol global sensitivity analysis)
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Size: 1024 |
Author: 小橙子啊啊啊 |
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Description: 这是一个工具，使用MATLAB代码为一个由阿尔伯塔大学的Siting Liu开发的硬件Sobol序列生成器生成VHDL文件。(This is a tool that uses MATLAB code to generate VHDL files for a hardware Sobol sequence generator developed by Siting Liu at the University of Alberta.)
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Size: 2048 |
Author: 不是py的PY |
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Description: 参考维基百科（https://en.wikipedia.org/wiki/Variance-based_sensitivity_analysis）的取样过程以及对应的Estimators。理论性的东西就不进行复述了，这里主要阐述用MATLAB（R2018b）对某个特定函数进行Solo indices敏感性分析的过程。大致可分为四个过程：采样，构建函数，函数输出（将样本带入函数得到输出值），计算Sobol指数（估算一阶影响指数和全局影响指数）(Sobol global sensitivity analysis)
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Size: 1024 |
Author: cookies_ |
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