搜索资源列表
Captain_for_matlab7_0
- 动态时间序列分析工具包.包括有ARMA,harmonic model,kalman filter等方法
stock_market_forecasting
- A fusion model of HMM, ANN and GA for stock market forecasting.pdf 股票预测，使用方法：HMM，ANN（神经网络），GA（遗传算法）等！
数畅接口示范例程源码
- 数畅接口示范例程源码，开发股票分析软件必用,Chang few interface routines source model, the development of stock analysis software will use
Vmarket
- 关于金融市场股市模型的分析与说明的程序代码-Stock market model
Black-Litterman-Example
- An excel vba code for solving the famous Black-Litterman s optimum global asset allocation model.-An excel vba code for solving the famous Black-Litterman s optimum global asset allocation model.
stocksimulink
- 本代码为一个简单的模拟股票市场交易的程序，采用模型简单，具体可以参照宋逢明的相关文章加以理解！-The simulation code for a simple procedure for the stock market transactions, the use of model is simple, specific reference to Song Fengming can be understood in the relevant articles!
beta_estimation
- Implements Maximum likelihood estimation of beta and other parameters for model of stock portfolio vs. index using kalman filter
LMM_MonteCarlo
- MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Libor Market Model (LMM) framework.
CDS_Copula
- code to price a n-to-default basket CDS. It takes as input hazard rate coefficients and uses T-copula model to calculate fair rate of CDS
Bank2
- 模访ATM取款机系统用C#开发的.是初学者学习的好例子-Visit ATM teller machine system model using C# developers. Is a good example for beginners to learn
GarchTest
- Demo of some Garch models, include ugarch, dcc-garch, ica-garch, and neural network garch, and ica-nn-garch. the last two model are proposaed by me
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
STGARCH-Model-
- The smooth transition GARCH model: application to international stock indexes
americanCI_bondfor-Vasicek-model
- American option pricing in Vasick model
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.
model
- excel，VBA代码，主要功能是市盈率的计算-pe model
Double-moving-average-model
- 一个量化择时的模型 用5日12日效果比较好-Double moving average model
Trinomial_Call
- 欧式看涨期权三叉树模型的实现，以及障碍期权的运用(The implementation of the trinomial model to the European call option The implementation of a barrier to the European call and out option)
Barra-Multiple-factor-risk-model-master
- 利用多因子风险模型在中国A股市场应用 实现量化选股(multi-factor risk model)
Five-factor Model
- 早在1993年，Fama和French两个人就已经发表了他们的三因子模型，认为股票的超额收益可以由市场风险、市值风险、账面市值比风险来共同解释。后来，这两个人发现了除了上述风险，还有盈利水平风险、投资水平风险也能带来个股的超额收益，并在2013年发表了五因子模型。(Five factor model; quantitative investment)