搜索资源列表
MonteCarloEuro
- 蒙特卡洛模拟来计算欧式期权的定价,更忌精确但是耗时很大。-Monte Carlo simulation to calculate European option pricing, more accurate but time-consuming bogey great.
American Options
- 用多种方法求解美式期权定价问题,其中包括二叉树方法,有限差分法,最小二乘蒙特卡洛模拟法(LSM法),并对这几种方法进行了对比(Several methods are used to solve American option pricing problems, including binary tree method, finite difference method, least squares Monte Carlo simulation method (LSM method). These
WT_PV_Load_Scenario
- 蒙特卡洛生成关于风电光伏的初始场景,然后在进行缩减实现场景集的提取(Monte Carlo generates the initial scenes about wind photovoltaic, and then reduces them to extract scene sets.)
mengtekaluo
- 用蒙特卡洛法生成风电光伏的初始场景,然后在缩减利于优化求解。(The initial scene of wind photovoltaic generation is generated by Monte Carlo method, and then reduced to facilitate the optimization solution.)
蒙特卡罗
- 基于时序蒙特卡洛的风电可靠性分析代码,可以计算风力发电机发出的功率,LOLP和EENS(Based on the time series Monte Carlo code for wind power reliability analysis, the power generated by wind turbines, LOLP and EENS can be calculated.)
EV
- 蒙特卡洛模拟电动汽车无序充电,基于起始充电时刻,充电频率,充电场景(Monte Carlo simulation of disorderly charging of electric vehicles)
34节点随机潮流计算
- 34节点随机潮流计算:包括半不变量法和蒙特卡洛法的对比分析,其中半不变量法对应两种级数展开的方式:Gram Charlier和Cornish Fisher
mc
- 利用蒙特卡洛方法计算欧式看涨期权的价格。(Monte Carlo method is used to calculate the price of European call options.)
Monte_Carlo
- 基于蒙特卡洛最优算法的matlab程序,以及其针对Schaffer函数和Rastrigin函数的matlab程序。(Matlab program based on Monte Carlo optimal algorithm, and its matlab program for Schaffer function and Rastrigin function.)
monte_carlo_tree_search
- 非常好的蒙特卡洛树搜索写的五子棋示例,核心代码都有中文说明(An Example of Gobang Written by Monte Carlo Tree Search)
电动汽车续航里程模型
- 通过蒙特卡洛模拟电动汽车(EV)出行行为,有参数(Through Monte Carlo simulation of electric vehicle (EV) travel behavior, there are parameters)
mengtekaluo
- 蒙特卡洛光子模拟程序,可以设定介质的层数、折射率、厚度等,程序可以输出漫反射光、漫透射光、准直透射光的强度(Monte Carlo photon simulation program, which can set the number of layers, refractive index, thickness, etc. of the medium, can output the intensity of diffuse light, diffuse light and quasi direc
雷达CFAR恒虚警检测一维蒙特卡洛仿真
- 雷达恒虚警检测(CFAR)一维距离像蒙特卡洛仿真,探究不同信噪比下CFAR检测概率,在一维CFAR基础上修改程序得到。参考《雷达信号处理基础》一书。(One dimensional range profile Monte Carlo simulation of CFAR is used to explore the probability of CFAR detection under different signal-to-noise ratio. The program is modifie
蒙卡模拟代码
- 运用蒙特卡洛原理在matlab上实现模拟期权价值(Simulated option value)
963feaf5
- 算法实例,一个基于配电网的可靠性分析案例,运用蒙特卡洛法(Algorithm example, a reliability analysis case based on distribution network, using Monte Carlo method)
4cacfc39
- 蒙特卡洛法的应用,hhhh电力系统状态估计状态分析,风险评估(Application of Monte Carlo method, state analysis of power system state estimation, risk assessment)
蒙特卡洛方法基础案例matlab源码
- 蒙特卡洛方法实现二项分布基础案例,matlab
微电网容量优化
- 用蒙特卡洛算法模拟风机及光伏出力,并用粒子群算法加以分配优化。(Monte Carlo algorithm is used to simulate the output of wind turbine and photovoltaic, and particle swarm optimization algorithm is used to optimize the distribution.)
蒙特卡洛法电动汽车充电模型
- 使用蒙特卡洛法对无序充电模型进行负荷计算,得到日充电负荷变化曲线
雷达目标检测蒙特卡洛仿真
- 在雷达目标检测中,使用蒙特卡洛仿真对信号进行检测