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- 文章利用MATLAB语言及其小波工具箱，采用小波变换算法，开发数字水印嵌入系统，通过对原始静态图像和二值图像水印进行小波多分辨率分解，组合对应方向上的小波细节子图数据，从而实现了在原始静态图像上嵌入二值图像水印。有部分代码-article using MATLAB language and its toolbox, wavelet transform algorithm, development of digital watermark embedded systems, right throu
RiskCalculator
- Simple VaR Calculator provides: - Evaluation of return distribution of single asset or portfolio of assets - Volatility forecasts using moving average and exponential algorithm - Value at Risk of single asset or portfolio measurement
BCS
- A .zip file contains a series of scr ipts that were used in the MathWorks webinar \"Using MATLAB to Develop Portfolio Optimization Models.\" The scr ipts generate 3D efficient frontiers for a universe of 44 stocks with time as the third axis. Additio
CaseStudy
- 这里介绍的案例研究演示如何使用MATLAB来建立测量的燃气经营权，在新英格兰的植物组合相关的风险的申请。在Excel中的应用与实施用MATLAB进行了分析所有的接口。该应用程序允许用户指定的7种植物，包括能力，热率，可变操作和维护成本，最低运行时的特点。这个组合可以用一个简单的调度backtested历史天然气和电力价格的策略来计算利润和机组运行的历史数据。风险措施，通过模拟计算到使用天然气和混合模型在MATLAB中实现，模拟市场价格为每调度方案和计算现金流量从厂房的运作产生未来的电力价格。该现
ef01
- An effieient matlab program code for plotting the minimum vaiance froniers under different scenarios in the field of portfolio optimization.
cal
- An effieicnt matlab m code for solving the optimun capital allocation in the field of Markowitz portfolio optimization.
Matlab-Ga
- 基于Matlab遗传算法的最优投资组合选择-Matlab genetic algorithm-based optimal portfolio selection
portfolio
- matlab file for portfolio
BCSbacktest
- 这个程序可以用来做组合投资策略，并且可以进行回测，看自己的策略和现阶段的市场是否吻合-he following MATLAB .mat and .m files can be used to generate 3D efficient frontiers and do backtests. They are the materials used in the MathWorks Webinar "Using MATLAB to Develop Portfolio Optimization Mo
qqp
- Sharpe optimum stock portfolio finder for Matlab. Requires wcov.m.
MATLAB-portfolio
- 证卷投资组合优化系统，用MATLAB实现-This toolbox is designed to realize the optimization of Portfolios
portfolio-optimization-matlab
- this file consists of matlab codes for portfolio optimization, codes are complete and a compelte example with some tests are included
jiyinzhouqihouchuli
- 基因周期后处理的matlab的实现，是中值平滑处理和线性平滑处理的组合的算法-After the gene treatment cycle matlab implementations, including the portfolio value smoothing and linear smoothing
DEMO
- 基于Matlab和Wind SQL数据库的通用选股策略回测程序 -DMO for stock portfolio back test base on Matlab and Wind SQL
fund-portfolio-analysis
- 基于MATLAB的基金组合与业绩分析的源代码-fund portfolio analysis
Portfolio-Optimization
- Portfolio Optimization matlab code
CPPI
- 固定比例投资组合保险策略(constant proportion portfolio insurance，CPPI)或称 常数比例投资组合保险策略、CPPI策略 。用MATLAB实现-Fixed proportion portfolio insurance strategy (proportion portfolio insurance constant, CPPI) or constant proportion portfolio insurance strategy, CPPI strat
ypap112-portfolio-optimization
- Nice for student and very good
Litterman
- 计算bl模型的matlab代码,给出最佳权重(matlab code for calculating weights of portfolio in BL model)
potfolio
- 使用matlab语言验证马科维兹的有效组合理论，应用于金融专业(Verify Portfolio theory in Matlab to use widely in Finance.)