搜索资源列表
High-FrequencyTradingPracticalGuide
- 这是一本关于高频数据处理算法的matlab分析的教程，英文版，他所使用的是matlab R2010b版本。值得大家参考-This is an analysis on high-frequency data processing algorithms matlab tutorial, in English, he used matlab R2010b version. Worth reference
Understanding Algo Trading JP Morgan
- 这是JP摩根关于交易算法的实用分析巨著，英文版，是同学留学期间传回的重要参考文献，其中有一些matlab案例，十分优秀-This is JP Morgan the practical analysis masterpiece on trading algorithms, in English, is an important reference for students while studying returns, including some matlab cases, very good
Analysis-of-data-clusters-obtained-byself-organiz
- In order to reveal new structures in stock market behavior of the companies drawing up Dow Jones index we apply self-organizing maps (SOM) and group method of data handling (GMDH) algorithms. Using SOM techniques we obtain SOM-maps that establish
A2
- Mean Variance Optimization Algorithms
topological_order
- 对搜索结果进行拓扑结构的排序的算法，需要其他程序辅助-The search results are sorted topology algorithms
Filtering-of-the-classic-algorithm
- 10种滤波算法，递归平均滤波法，算术平均滤波法，极限平均滤波法，罕见信息。-10 kinds of filtering algorithms, recursive average filtering method, arithmetic mean filtering method, limiting average filter method, rare information.
Hedge_Analysis
- It contains several algorithms which are aiming for B-S pricing and hedge strategy