资源列表
Cutter
- this code compute a Cutter tool with optimization
trust
- 非线性规划中的信赖域法 特征值分解法 完整代码-Eigenvalue decomposition of the complete code of trust region method for linear programming
GS
- matlab的GS算法 运用傅里叶变换 在二维空间实现-matlab gs
timererse
- 一个计算时间反转镜的例子,已经过测试可以使用-A program of TRM
CDO_pricing
- 次程式碼主要是藉由Copula模型為CDO商品訂價.-This program use for CDO pricing.
copula_3D_plot
- 此程式可以用於繪製Copula模型機率分配的3D圖。-This program is used for plot copula density function.
fund_forth
- 用於衡量基金淨值與股價指數之間的關聯性並計算蔓延機律。-Measure dependet structure of Net Value of Fund and equity index. Calculate probability of contagion effect.
hw_1_Markowitz_01
- 一個簡單的小程式用於建構Markowitz投資組合。-This program is used for modeling Markowitz portfolio.
MonteCarlo_Copulas
- 將蒙地卡羅模擬法應用於Copula模型。-Applied Monte Carlo Simulation to Copula Model.
DEA----Matlab
- matlab编写的DEA模型程序,C2R模型的求解，测试可用-DEA based on matlab
MATLABCSharp
- 如何使用Matlab混合编程？这本书就告诉你！挺好用的。不过好像版本低了点，现在matlab升级了，可能会有比较大的变动。-How to use hybrid programming in Matlab? This book will tell you! Very good use. But it seems the version of the low points, matlab upgrade, there may be changes.
sourse
- 本资源提供了几种matlab源代码，差值与拟合，规划问题，解方程，数值分析，非常有用。-Resources of several Matlab source code, the difference between fitting and planning problems, solving equations, numerical analysis, very useful.