搜索资源列表
Copula-functions
- 基于Copula函数的程序化交易策略,可以有此原理编码做程式化交易-program trading strategy based on Copula functions
copula
- METAPOP A metapopulation simulation model METAPOP(TAU) runs the metapopulation simulation described in the November 2003 MATLAB News&Notes article, "Monte-Carlo simulation in MATLAB using copulas.-includes functions for copula models that are more
t-copulas
- ClaytonRND Random matrix from a Clayton n-copula.Build and share code simulating Clayton n-copula n>2 indeed it possible to extend letting alpha be a vector of size n, each entry >0 but could be different. U = ClAYTONRND(ALPHA, N, M) returns
frankcml
- Maximum Likelihood Function for CLATON copula.
application-of-copula
- copula函数的matlab应用，包括经验分布函数、核分布函数，参数的估计和检验。-Matlab application of Copula Functions, including the empirical distribution function, kernel distribution function, estimation and testing parameters.
copula_functions
- 利用极大似然估计估计出copula函数参数后，求解常见的copula函数的对数似然值。(After estimating the parameters of the copula function by using the MLE, the log likelihood values of the common Copula Functions are solved.)
Patton_copula_toolbox
- matlab软件copula工具包，Patton_copula_toolbox(Matlab software copula toolkit, Patton_copula_toolbox)
第6章 Copula理论及应用实例
- 利用matlab学习copula理论与应用实例(Using MATLAB to learn copula theory and application examples)
Copula——GARCH
- Copula——GARCH算法 用于最优投资组合优化问题(For optimal portfolio optimization problems)
copula程序 四变量 未改
- 用于计算四个随机变量的copula，已经调试成功(Copula for computing four random variables)
pair-copula
- 分层copula paircopula的计算，已调试成功，能正常使用(Layered copula paircopula calculation, debugging has been successful, can be used normally)
R语言copula
- R语言对数据进行Garch-t-Copula建模和Garch-Clayton-Copula建模(Garch-t-Copula modeling and Garch-Clayton-Copula modeling for data in R language)
第6章 Copula理论及应用实例
- Copula一词原意为连接，它把多个随机变量的边缘分布连接在一起形成联合分布。变量间的相关结构完全由Copula决定，而各变量的统计特征由其边缘分布确定。与我们描述变量问相关关系常用的相关性相比，Copula描述的多元随机变量间的相关结构可以提供更准确的信息，目前Copula已经成为流行的多变量建模工具。(Copula is originally meant to connect the edge distributions of multiple random variables togeth
COPULA
- COPULA函数的matlab程序应用实例举例(For example, the COPULA function example of Matlab Application)
copula
- 可用于copula求解分期设计洪水频率，用于水利工程中汛期分期设计洪水求解。(It can be used in copula to solve the design flood frequency by stages and in hydraulic engineering to solve the design flood by stages in flood season.)
copula
- 运用MATLAB进行混合copula函数的参数计算，基于em估计(Using MATLAB to calculate the parameters of mixed copula function, based on EM estimation)
Arma-Garch-Copula
- garch copula 带论文和code例句(garch copula with paper and code)
Copula
- 获得对应Copula函数的LL\AIC\BIC值并选择最佳拟合函数，得到拟合系数值，绘制相关系数图形。(Obtain the ll \ AIC \ BIC value of the corresponding copula function and select the best fitting function to obtain the fitting coefficient value and draw the correlation coefficient graph.)
copula
- 沪深股市日收益率的二元copula模型，copula函数的选取 参数估计 深证和上证的尾部相关性(The binary copula model of daily return in Shanghai and Shenzhen stock market, and the selection of Copula function to estimate the tail correlation between Shenzhen stock market and Shanghai Stock Mar
copula 的极大似然估计
- 计算极大似然值copula，matlab代码(Calculate the maximum likelihood value)