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这个Matlab程序包,展示了Monte Carlo方法的基本原理,并把它应用到金融行业,展示一种方差缩减的技巧。,The Matlab package, shows the basic principle of Monte Carlo method, and apply it to the financial industry, demonstrate a variance reduction technique.
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This a matlab program using ESPRIT method to estimate the frequency of a sinusoid wave. Futhermore, a monte carlo test is provided to check for the mean error and error variance, comparing to the CRB.
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一本简单介绍蒙特卡洛方法的书籍,非常好,还有源程序!-A brief introduction to Monte Carlo method books,
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结合matlab强大的数据处理能力和蒙特卡洛方法的强大随机模拟功能,编写了一个小算例-Matlab combination of powerful data-processing capabilities and a powerful Monte Carlo method of random simulation capabilities, to prepare a small example
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(蒙特卡洛方法)
求出四分之一圆占正方形的比例。随机投点P(x,y)于正方形,π/4的近似值为落在四分之一圆内的点数与总投点数的比值。随机投点次数分别为10000次和50000次,计算π的近似值。
-(Monte Carlo method) are obtained accounting for a quarter of a round square ratio. Voted random point P (x, y) in the square, π/4 for the fall
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uses the Monte Carlo method for a European call.
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这个Matlab程序包,展示了Monte Carlo方法的基本原理,并把它应用到金融行业,展示一种方差缩减的技巧。-The Matlab package, shows the basic principle of Monte Carlo method, and apply it to the financial industry, demonstrate a variance reduction technique.
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this file is the identification of the fermentation process using Monte-Carlo method to define Q-matrix.
this m.file is a complete simulation of a chemical fermentation process which is done in Matlab.
this job includes an on-line estimationn
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This a matlab program using most liklihood method to estimate the frequency of a sinusoid wave. Furthermore, this provides a monte-carlo test to check for mean error and error variance of this method, which is to be compared with the CRB.-This is a m
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蒙特卡洛(Monte Carlo)方法,是一种基于计算机“随机数”的计算方法。-Monte Carlo (Monte Carlo) method, is a computer-based " random" is calculated.
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关于蒙特卡洛法进行计算面积的,根据随机投点所得到的频率反推概率来求得面积。很好用的一种思维方法-About the Monte Carlo method to calculate the area, according to the random frequency of investment points to get the probability to obtain the inverse area. A good way of thinking with
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lingjian.m-----蒙特卡罗方法
lingjian.m使用零件初始值,用蒙特卡罗方法算出总费用。其中使用了自己编制的正态分布随机数发生器产生正态分布随机数。lingjian.m是对蒙特卡罗方法的一次练习。
accyouhua为标定值的函数,而lingjian不是一个函数,在其中已给出了一组标定值的值。
退火确定标定值/unitanneal()----模拟退火
连续型多个变量组合优化问题
这是对模拟退火方法的一次练习,结果证明模拟退火确实是一
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使用马尔科夫链蒙特卡洛法的一个莫诺模型例子-A Monod model example of the use of Markov chain Monte Carlo method
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一个用MATLAB的蒙特卡罗方法模拟放射性粒子运动轨迹的东西,很好玩的,大家可以一起讨论一下-A simulation using the Monte Carlo method in the MATLAB something of the radioactive particle trajectories, it was fun, we can discuss it with
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此程序利用蒙特卡罗方法产生了各项同性的随机点阵,并做出了傅里叶变换。-This program uses the Monte Carlo method for generating a random isotropic lattice and make the Fourier transform.
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蒙特·卡罗方法(Monte Carlo method),也称统计模拟方法,是二十世纪四十年代中期由于科学技术的发展和电子计算机的发明,而被提出的一种以概率统计理论为指导的一类非常重要的数值计算方法。是指使用随机数(或更常见的伪随机数)来解决很多计算问题的方法。与它对应的是确定性算法。蒙特·卡罗方法在金融工程学,宏观经济学,计算物理学(如粒子输运计算、量子热力学计算、空气动力学计算)等领域应用广泛。-Monte Carlo (Monte Carlo method), also known as s
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用蒙特卡洛法实现对面积的计算,生动的入门例子,包含动画演示过程。-Realize the calculation of the area with the Monte Carlo method, a vivid example of the entry, including the animation process.
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使用Capon、MUSIC、ESPRIT和PM多种算法进行doa估计,通过谱峰搜索函数估计到达角,并使用蒙特卡洛方法估计各算法的RMSE。(可能计算时间较长,如需节省时间可以减小蒙特卡洛次数)-Use Capon, MUSIC, ESPRIT and PM variety of algorithms doa estimated by peak search function estimated arrival angle, and use the Monte Carlo method to es
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The Monte Carlo technique is a flexible method for simulating light propagation in tissue. The simulation is based on the random walks that photons make as they travel through tissue, which are chosen by statistically sampling the probability distrib
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用蒙特卡洛原理计算定积分的几个例子,使用平台MATLAB,程序里有问题描述和程序的详细讲解(Monte Carlo method used to calculate a few examples of fixed points, the use of platform MATLAB, the program has a problem descr iption and procedures to explain in detail)
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