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financialcomputation
- 投资学的matlab课件，可以划出漂亮的组合前沿，并且有详细讲解-Investment in Matlab courseware can draw pretty good combination forward, and a detailed account
Dynamic-Copula-Toolbox-2.0
- 包括二元Copula、时变Copula和藤Copula的估计原程序。-The dynamic copula toolbox we present here is a list of MATLAB functions specifically designed to estimated the three aforementioned classes of coplulas ad it is particularly oriented towards cases met in finance.
RSanaE
- 这个程序用来检验股票指数是否具有长期记忆性，它是英文人编写的，与一般的hurst指数、Lo指数在编写方法上有区别-This procedure is used to test whether the stock index of long-term memory, which is written in the English people, and the general hurst index, Lo index in the preparation methods are differen
markowitz
- This program uses Markowitz portofolio theory to find combination of stocks in a portfolio which has minimum variance for expected returns
HalfLifeDynamicPanelModel
- Field: Economics Half Life Calculation of a stock after economics Shock. This is used in Autoregressive Modelling of Stock exchange Data.
AugementedDickelyFullerTestforSURmodel
- Field: Economics Finance One of the unit root tests known as Dickey Fuller Test is implemented in Matlab for Dynamic pannel Modeling and for seemingly unrelated regression of stock data.
rbfannprediction
- 这个程序主要是用径向基神经网络对一组数据进行预测，经过测试，运行良好-This procedure is mainly used radial basis function neural network to predict a set of data, tested, well-functioning
webinar111606
- contains MATLAB scr ipts and data that were used in the webinar "Using MATLAB to Develop Asset-Pricing Models." The slides from the webinar are also included. The scr ipts examine the Fama & French model for a number of companies with recent IPOs to
ef01
- An effieient matlab program code for plotting the minimum vaiance froniers under different scenarios in the field of portfolio optimization.
VS2008Matlab
- OpenTSTOOL is a software package for nonlinear time series analysis. It is implemented mainly in MATLAB, with some time-critical parts written in C/C++ (as MEX-functions).
MATLAB-Financial-Coding
- <精通MATLAB金融计算>随书光盘源码，对初学者很有用-Proficient in MATLAB financial calculations with CD ,
GM(1-1)model
- 邓聚龙老先生著名的GM灰预测模型。可以在Matlab中实现。-Deng Julong gentleman famous gray prediction model GM. Implemented in Matlab.
kline
- 用于在matlab下用股票行情数据生成k线图，股票行情数据，可以事前先进行随意调整。-K line graph is used to generate data with stock quotes, stock market data, can be adjusted at the first advance in matlab.
MATLAB-code
- 包含了14段代码，主要是金融领域。包含了显性有限差分-期权定价、蒙特卡洛定价、风险中性期权定价等-Contains 14 sections of the code, mainly in the financial sector. Contains explicit finite difference- pricing, Monte Carlo pricing, risk-neutral pricing options
Patton_copula_toolbox
- This program is a complete Patton-copula in MATLAB. It can be use to find correlation in multiple events
bp_filter
- bp filter in use in geophysics program write in matlab code
dephasing
- dephasing in matlab code write in geophysics program
interpolation
- interpolation is geophysics program write in matlab code
scaling_tapering
- scaling taping in geophysical program write in matlab code
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.)