搜索资源列表
PortVaR
- 统计工具软件，用于金融，保险，银行等领域进行VAR风险估计计算-statistical tools software for the financial, insurance, banking and other fields, the risk estimates calculated VAR
ppca
- 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
th
- 弹簧隔振器的系数k0=4.5 hc=3.5 d=[3.15 3.23] a1=tan(pi*(d)./(2*hc)) a2=cot(pi*(d)./(2*hc)) ％ plot(d,a1) y=(a1+a2)*2*k0*hc*1e-3./pi y=y./9.8*8 ％ var=1+(tan(pi*(d+0.25)./(2*hc))).^2 k=2*k0*hc/pi*( var*pi./(2*hc)+var*pi./(2*hc)./
FastKalmanAlgorthm
- 快速卡尔曼算法是递推最小二乘算法中的一种, 它的收敛速度比梯度算法快得多, 其计算量又比常规卡尔曼算法少得多, 特别适合于跟踪像电离层这样的快变化时变信道。 本文对 用于自适应均衡的快速卡尔曼算法进行了详细研究。-Fast Kalman algo r ithm is one of recursive least squares algo r ithm s . It has much faster equalizer convergence than the gradient algo
excel-VaR
- valueat risk-mean optimization
BAYVAR
- ESTIMATE THE VAR WITH BAYES APPROACH-BAY VAR
Expansión Brusca Dens Var
- sudeen expansion expansion brusca
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