搜索资源列表
改进P-Q分解法潮流
- 改进的微分进化算法，此算法为优化算法，可以用在电力系统的无功优化，配电网重构中。-Differential Evolution
ccruncher-1.5_src
- 金融算术，计算VAR值，蒙特卡洛算法，等-CreditCruncher computes the Value At Risk (VAR) of large credit portfolios using the Monte Carlo method. Keywords: ratings, transition matrix, survival functions, correlations, copulas, VAR, Expected Shortfall
SVC-and-STATCOM
- 关于静止无功补偿装置SVC和静止无功补偿器STATCOM的比较-On the Static Var Compensator SVC and STATCOM Static Var Compensator Comparison
Static-var-compensator-research
- 静止无功补偿器不对称控制策略的研究，无功电流的瞬时检测-Static var compensator asymmetric control strategy research
Sliding-mode-control-of-a-static-VAR
- static VAR compensators 的滑模控制论文-The paper deals with the design and evaluation of a variable-structure stabilizer for static VAR compensators using a sliding mode control technique. The static VAR system plays an important role as a sta
BVAR_Gibbs
- Bayesian VAR Models based on GIBBS Sampling
sign20130507105715(1)
- Directory of useful Bayesian VAR Analysis material
SVG
- SVG静止无功补偿的模型，运用瞬时无功电流控制方法进行补偿-SVG static var compensation model, the use of instantaneous reactive current control method to compensate
1-s2.0-S0264999314001746-main
- 论文：Relationship between the trading behavior of three institutional investors and Taiwan Stock Index futures returns-The relations between institutional investors behavior and futures returns are examined in this study. Evidence suggests that ne
Matlab-Var
- VAR的MATLAB计算过程，可以计算各种头寸的风险值，并用图展示。-the VAR calculation of Matlab!
VaR
- 风险价值度分析模型，给出了Var的求解方法即源程序-Risk value
calculate-Var
- 《金融数量分析（第三版）》计算某一给定的资产组合的风险价值VaR，转换价格返回和形象化的历史回报。-Compute Value at Risk for a given portfolio，Convert price series to return series and visualize historical returns
VAR-CVaR
- VAR和cvar模型的matlab代码，广泛用于金融风险评价，为金融中风险经典指标-VAR CVAR
风险价值Var计算
- 金融计算小程序，用于VaR计算等，可以在matlab下运行。(Financial computing applet)
OX MSVAR
- 高斯马尔科夫区制转换模型 内含MS-VAR、MS-VECM软件包(Goss Markoff region system transformation model Containing MS-VAR, MS-VECM software packages)
MATLABExam_JR163_10163163_WuShaoDi_000541
- 根据股票的日收益率 计算该股票的在险价值VAR 并对不同的置信度进行计算 并附带作图功能(Value at Risk (VAR) of the stock is calculated based on the daily return of the stock, and different confidence levels are calculated with the function of drawing.)
EViews code
- 在EVIEWS中用GARCH模型算VaR(在值风险)，计算failure rate，和做LRuc检测。(Var failure rate LRuc)
MI-TVP-SV-VAR
- Koop大神写出来的时变向量自回归模型的进化版，希望对大神写作有帮助。(The evolutionary version of the time-varying vector autoregressive model written by the Koop hopes, to be helpful to your writing.)
Copula-CoVaR R 操作说明 zhang
- GARCH-Copula-VaR R代码操作说明(GARCH-Copula-VaR R code)
计算股票VaR
- 用多种方法计算股票VaR等数据，需要从yahoo 下载原始数据