selif.m

Neural Network in Finance (神经网络在金融界:赢得预言性的优势)全部原码。内容包括预测与估计

function xs=selif(x,t);
% SELIF 
% SELIF(x,t) selects the elements of x for which t=1
% x: NxK matrix, t: Nx1 matrix of 0's and 1's
nt=repmat(t,1,rows(x'));
nx=x.*nt;
xs=nx(nx~=0);
col=rows(x');
xs=reshape(xs,rows(xs)/col,col);