搜索资源列表
judger
- 最小错误率和最小风险贝叶斯分类器，附带示例数据-Minimum error rate and minimum risk Bayes classifier, with sample data
AMeucciRiskandAssetAllocationRoutines
- 经济学专业代码，单变量分布，多变量分布，市场模型，评价分配，优化分配，贝叶斯估计，风险估计等代码-Economics professional code, single-variable distribution, multi-variable distribution, market model, evaluation of the distribution, optimize distribution, Bayesian estimation, risk estimation code
RISK-BASED
- 风险管理研究课题，国外先进经验，值得大家一看。-Risk management research, advanced foreign experience, worth a look.
QuantLib-1.0
- 一款高质量的C++金融类库，包含定价，交易，风险管理等，-A quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. A cross-platform free/open-source tool for derivatives and financial engineering.
classifier
- 两类二维相关正态分布条件下的最小错误率贝叶斯分类器，基于最小风险的贝叶斯分类器，Parzen窗法非参数估计分类器程序，Fisher线性判别法分类器程序。-Under normal conditions two types of two-dimensional correlation of minimum error rate of Bayesian classifier, the minimum risk-based Bayesian classifier, Parzen window meth
Bayes
- 传统贝叶斯分类器，最小错误率贝叶斯分类器、最小风险贝叶斯分类器-Traditional Bayesian classifier, the minimum error rate classifier, minimum risk Bayes classifier
SupportVectorMachineasanEfficientFrameworkforStock
- Abstract Advantages and limitations of the existing models for practical forecasting of stock market volatility have been identified. Support vector machine (SVM) have been proposed as a complimentary volatility model that is capable to extract i
development-risk-prediction
- 本文基于BP神经网络应用于预测的原理，提出预测步骤及预测可行性，探讨建立基于BP神经网络的预测模型的关键技术，包括样本的选取与预处理、输入输出变量的选取、隐层节点数的确定、初始权值和阈值的选取、激活函数、训练算法与参数的选取，最后建立合理的网络模型；结合住宅市场的实际情况，建立两类BP 神经网络预测模型：基于时间序列的趋势预测模型以及基于影响因素的回归预测模型，即分别采用神经网络趋势预测和回归预测的思路，把住宅市场的供给、需求与房价的历年数据以及其影响因素的数据分别作为学习样本，建立预测模型，
Flood-inundation-risk-analysis
- VS2005+AE9.2 洪水淹没 实现洪水面的自动演示，简单易懂。AE二次开发。-VS2005+AE9.2 Flood inundation risk analysis
Distribution-system-risk-assessment
- 基于历史可靠性表现的配电系统风险评估的文章，结合了可靠性评估和风险评估的理论。-Based on historical performance of distribution system reliability risk assessment of the article, combined with the reliability assessment and risk assessment of the theory.
Minimum-Risk-Bayes-classifier
- 这是模式识别中最小风险Bayes分类器的设计方案。在参考例程的情况下，自行完善了在一定先验概率的条件下，男、女错误率和总错误率的统计，放入各个数组当中。 全部程序由主函数、最大似然估计求取概率密度子函数、最小错误率贝叶斯分类器决策子函数三块组成。 调用最大似然估计求取概率密度子函数时，第一步获取样本数据，存储为矩阵；第二步对矩阵的每一行求和，并除以样本总数N，得到平均值向量；第三步是应用公式（3-43）采用矩阵运算和循环控制语句，求得协方差矩阵；第四步通过协方差矩阵求得方差和相关系数，从
Risk-and-Asset-Allocation
- Risk and Asset Allocation by Attilio Meucci Detecting invariance Estimating the market Modeling the market Defi ning optimality Computing the optimal allocation Accounting for estimation risk Including experience
risk
- 基于正态分布下的最小风险Bayes分类器-Minimum risk Bayes classifier based on normal distribution
Tax-risk-assessment-program-
- 纳税风险评估方案及对策,2013西安交通大学数学建模模拟赛matlab代码-Tax risk assessment program and Countermeasures.
Credit-risk-prediction
- 可以用来进行信用风险预测的matlab代码，直接模仿就可以用了-Can be used for credit risk prediction matlab code, you can use a direct imitation
modern-actuarial-risk-theory_using-R
- modern actuarial risk theory_using R
risk parity methods.R
- Risk Parity模型，整体方法框架，包括牛顿和power法(Risk Parity methods including newton and power methods.)
risk parity
- risk parity的matlab编程文件(matlab code for risk parity model)
Risk Parity code
- 金融工程risk parity，非常牛逼的一段代码。可以用于计算portfolio(Financial engineering risk parity, a very powerful piece of code. It can be used to calculate portfolio)
Risk-Budgeting
- Risk budgeting by excel illustration