资源列表
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
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
m_break
- his a direct and complete translation of the Gauss codes of Bai, J. and P. Perron (1998) Estimating and Testing Linear Models with Multiple Structural Changes Econometrica, vol 66, 47-78 and Bai, J. and P. Perron (2003) Computation and Analysis
DERIVESTsuite
- This a suite of tools to solve automatic numerical differentiation problems in one or more variables. All of these methods also produce error estimates on the result. A pdf file is also provided to explain the theory behind these tools.Author: John
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
data_processor.py
- 1. 从yahoo金融数据库提取多只股票的日数据。 2. 计算资产的最大回撤。-1. yahoo finance, get multiple tickers adjust daily close. 2. calculate portfolio maximum drawdown.
MT4-yijianpingcang
- MT4一键平仓各种命令 , 适合快速一键平全部仓,包括各种命令-MT4 a key to open a variety of orders, suitable for quick and a key to all positions, including a variety of commands
Ref
- 一个股票行情绘图系统，包含了日线图，k线图的功能在python上的实现，可以直接套用。-A python-coded securities information display system, including candlestick chart, daily chart.
ACOS6-SAM-Files
- acos6-sam卡数据文件的创建-acos6-sam card data file s to crate.
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.
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.
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.