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Description: var matlab:variant //通过\"变体\"调用接口是比较低效的,但很方便
begin //变体这种结构，本是vb中的东西。
try //如果已有活动的matlab.application对象,取其接口
matlab:=GetActiveOleObject( Matlab.Application )
except //这些个api所使用到的参数，其实都可以在注册表里搜索到.
matlab:=CreateOleObject( Matlab.Application ) //否则自己创建之
matlab:=CreateOleObject( Matlab.Application.5 )
matlab.execute( a=[1 1/ 3 1/5] ) //matlab.application接口具有
matlab.execute( b=[3 1 1/3] ) //这种方法(接口),否则会出错
matlab.execute( plot(a,b) )；
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Size: 976 |
Author: 王峰宇 |
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Description: 最牛的FLASH源码. 2006-11-25 1:04:04. 2006年11月25日var w1=window.createPopup() document.write("") ... 15、大熊猫生日，吹灭生日蜡烛后，朋友们问它，许了什么愿望。大熊猫回答说：“我这辈子有2个最大的愿望，一个是希望能把我的黑眼圈治好，还有 ...
-most cattle FLASH source. 2006-11-25 1:04 : 04. November 25, 2006 After culture var = window.createPopup () document.write ( "") ... 15, the birthday of the giant pandas, Chuimie birthday candles, friends who ask it, what Hsu aspirations. Giant Panda replied : "I have it in my life two biggest wish, a hope that I can cure the Black, and ...
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Size: 19456 |
Author: cxby |
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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.
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Size: 19456 |
Author: 白洋 |
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Description: var matlab:variant //通过"变体"调用接口是比较低效的,但很方便
begin //变体这种结构，本是vb中的东西。
try //如果已有活动的matlab.application对象,取其接口
matlab:=GetActiveOleObject( Matlab.Application )
except //这些个api所使用到的参数，其实都可以在注册表里搜索到.
matlab:=CreateOleObject( Matlab.Application ) //否则自己创建之
matlab:=CreateOleObject( Matlab.Application.5 )
matlab.execute( a=[1 1/ 3 1/5] ) //matlab.application接口具有
matlab.execute( b=[3 1 1/3] ) //这种方法(接口),否则会出错
matlab.execute( plot(a,b) )；-var matlab: variant// through
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Size: 1024 |
Author: 王峰宇 |
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Description: Probabilistic Principal Components Analysis. [VAR, U, LAMBDA] = PPCA(X, PPCA_DIM) computes the principal
％ component subspace U of dimension PPCA_DIM using a centred covariance
matrix X. The variable VAR contains the off-subspace variance (which
is assumed to be spherical), while the vector LAMBDA contains the
variances of each of the principal components. This is computed
using the eigenvalue and eigenvector decomposition of X.-Probabilistic Principal Components Analysis. [VAR, U, LAMBDA] = PPCA (X, PPCA_DIM) computes the principal component subspace U of dimension PPCA_DIM using a centred covariancematrix X. The variable VAR contains the off-subspace variance (whichis assumed to be spherical ), while the vector LAMBDA contains thevariances of each of the principal components. This is computedusing the eigenvalue and eigenvector decomposition of X.
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Size: 1024 |
Author: 西晃云 |
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Description: Garch模型的最大似然估计方法，基于MATLAB程序。-Garch model of maximum likelihood estimation method, based on the MATLAB program.
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Size: 1024 |
Author: 阿杜 |
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Description: Active power filter (APF) matlab simulation file,static VAR compensator
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Size: 11264 |
Author: monika |
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Description: var模型matlab做的，蒙特卡罗，很好用-var model matlab to do, Monte Carlo
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Size: 1045504 |
Author: 孙亚楠 |
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Description: valueat risk-mean optimization
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Size: 27648 |
Author: bob |
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Description: 基于copula函数求资产组合的风险VaR-Matlab copula VaR
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Size: 16384 |
Author: 毕靖 |
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Description: var计算算法,可用于计算var中的参数识别，脉冲响应等。(Var calculation algorithm, can be used to calculate the parameters of VaR identification, pulse response, etc..)
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Size: 1024 |
Author: pitayazz
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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.)
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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.)
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Size: 6060032 |
Author: waffle
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Description: tvp-var模型matlab代码及自学手册，TVP-var新手自学入门必备。(Tvp-var model matlab code and self-study manual, TVP-var beginners must learn to get started.)
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Size: 64512 |
Author: 语与鱼 |
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Description: threshold var matlab code
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Size: 104448 |
Author: ezzati |
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Description: markov switching var matlab code
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Size: 252928 |
Author: ezzati |
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Description: 时变参数VAR模型的matlab程序，原报告提供。。(TIME-VARYING PARAMETER VAR MODEL)
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Size: 143360 |
Author: BFC |
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Description: 包含了目前主流的时变参数向量自回归模型代码以及文献(Including the current mainstream time-varying parameter vector autoregressive model code and Literature)
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Size: 4385792 |
Author: ChenBerry1995 |
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Description: Matlab；金融计算；var计算；cvar计算
[VaR&&CVaR] VAR，CVAR详细介绍，并附带各种方法计算，matlab程序实现，仿真结果图展示。
[Matlab和金融计算] Matlab实现金融计算，并附带蒙特卡洛实现。([VaR&&CVaR] Var, cvar are introduced in detail, as well as various methods of calculation, and matlab program calculation is included, and the results are displayed in graphs.
[Matlab and financial calculations] Matlab implements financial calculations with Monte Carlo implementation.)
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Size: 297984 |
Author: 胖画 |
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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.)
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Size: 25851904 |
Author: 热带 |
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