资源列表
PivotsDaily1
- CCP的修改版本，采用上1K线的最高、最低、收盘价，屏蔽了原版周一的BUGG，同时时候小时线，默认是2小时，如果要修改为日线，可以设置参数为24-Using a modified version of the CCP, 1K line of maximum, minimum, closing price, shielding the original Monday of BUGG. At the same time when the hour lines. The default is 2 ho
programming-study-stock
- 股票交易练习程序，附有较为详细的解释。适合初学者学习-programming study，suitable for learners to practise.
shuangseqiu0907091433
- 双色球彩票自动生成工具，包括很多分析，比如奇偶比-Automatic generation color ball lottery tools, including a lot of analysis, such as parity ratio
week4matlabcode
- Develop (and explain in details) a MATLAB or EXCEL VBA code for the LSM method. Manage to develop a generic function that computes the value of American put options using the suggested method. Determine the function input/output at your own pre
PDE
- 用VBA编写使用PDE对期权进行定价的程序，在excel中使用，可调整参数。-Using PDE to price an option. Using VBA in EXCEL.
Numerical_root_solving
- 用VBA解决方程求根的问题的数值方法的代码。可以在求解、求极值的时候运用。-Using VBA to solve the root solving problem, in numerical methods.
interpolation
- 运用插值方法求证券价格的代码，用VBA编写，可以根据需要调整表格中的参数。-Using interpolation to get the expectation of the security s price. VBA code, numerical methods.
ACOS6-SAM-Files
- acos6-sam卡数据文件的创建-acos6-sam card data file s to crate.
State_Space_Models_FEX
- State Space/ Kalman Filter Toolbox,Author: Marcelo Perlin / (PhD Student) / ICMA – Reading University,This toolbox was designed to simulate and fit linear state space models with the kalman filter approach. The main literature I used for this parti
BRHMM
- BRMMTEST Bayesian robust mixture model test scr ipt This routine tests the capabilities of the BRMM on synthetic data. It generates a set of data a BRMM with unknown parameters and, from these data, it estimates the parameters of the model r
correlation_demo
- 04/17/2014 Author: Emin Orhan Matlab code for running model-mismatch simulations for different scenarios. Matlab scr ipts corresponding to different scenarios are provided in separate directories. -04/17/2014 Author: Emin Orhan Matl
escape-from-the-top
- 2015年和2007年的大牛市的急转直下具有一定的相似性的。该代码通过BP神经网络设计出一套预警函数，让资金在股票价格到顶之前逃离。-Stock market turned down in a rapidly rate this year.This code designs a pattern to predict the risk by BP nerve net.