搜索资源列表
VaR_Calculate
- 计算VaR的，多种方法，功能比较强大，可以学习后替换成自己需要的-VaR calculation, and a number of ways, more powerful function, can be replaced after learning their needs
assignment_twogen_svc
- this the open loop control of the transmission line with static var compensator working in the open loop this data is taken form the padiyar buk for the line 3-13 but data is manupulated for the design purpose there is considerebly good perf
regression-
- 计量经济学的统计回归相关工具包，包括最优化、VAR-CVAR-toolboxes related in statistics and regression, including optimization and VAR-CVAR model
mentocarolmatlab--var
- var模型matlab做的，蒙特卡罗，很好用-var model matlab to do, Monte Carlo
excel-VaR
- valueat risk-mean optimization
cf901GroupA-VaR
- portfolio optimization
getPDF
- this static var compensator based on fuzzy logic controller-this is static var compensator based on fuzzy logic controller
VAR
- 详细介绍了VAR模型的功能简介，和各类实际案例的应用。-Described in detail the application of the functions of the VAR model profiles, and all kinds of actual cases.
var
- 基于matlab的var模型应用 youyong-matlab var
Estimating-VAR(p)-processes_Matlab-code
- Estimating VAR(p) processes_Matlab code
Matlab-code-for-VaR
- VaR的matlab实现,为matlab代码，内附PPT。-Matlab code for VaR
time-varying-VAR
- 本软件是时变的VAR模型，能够考察变量间的冲击效应，及其结构变化特征，是较为理想的时间序列工具。-This software is a time-varying VAR model is able to examine, impact effect among the variables, and structural changes, is the ideal time series tools.
Var-calculation
- 基于MATLAB的风险价值VAR计算，包含蒙特卡洛模拟等相关源码。-MATLAB VAR calculation
var
- varconvince parametoric coef var
matlab-var-tools
- Programs in matlab to compute estimates of reduced form VAR s, optionallly using Bayesian priors formed dummy observations. The programs will compute integrated posteriors (for model comparison) and will compute impulse response functions.-Programs i
中国平安
- 基于历史模拟法的计算资产组合var，需要的同学可以下载看看，仅供参考(it is about how to cacullate var by the tool of matlab ,if you need ,you can download it)
vare
- 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..)
CVaROptimization.m
- calculate historical simulation of VaR
VaR、ES
- VaR和ES计算的计量经济学方法，VaR的计算得方法以及ES的计算方法(> da=read.table("d-ibm-0110.txt",header=T) > xt=-log(da$return+1) > install.packages("fGarch") > library(fGarch) > m1=garchFit(~garch(1,1),data=xt,trace=F) > m1)
var cvar 金融计算 matlab
- 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 calcul