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markowitz
- This program uses Markowitz portofolio theory to find combination of stocks in a portfolio which has minimum variance for expected returns
portfolio_efficient_frontier
- Matlab program to plot efficient frontier and minimum variance portfolio
coherencee mvdr
- —The minimum variance distortionless response (MVDR) approach is very popular in array processing. It is also employed in spectral estimation where the Fourier matrix is used in the optimization process. First, we give a general form of the M
e29
- 利用最小方差方法估计复正弦加白噪声得平稳信号的功率谱-After using the method of minimum variance estimate sine smooth white noise to the signal power spectrum
Minimum-Variance
- 以最小方差的方式将20支股票及无风险利率产品的投资组合进行优化的方式，并且以夏普值等数据评价其优劣-By way of minimum variance portfolio in 20 stocks and risk-free interest rate products optimized manner, and with the value of Sharp and other data to uate the pros and cons
chap4
- 自校正控制学习算法例子，包括Diopahantine方程的求解、最小方差自校正控制等-Examples of self-tuning control learning algorithms, including Diopahantine equation solving, minimum variance self-tuning control, etc.