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人工智能/神经网络 此为PSO标准源程序代码,用于计算Goldstein-Price函数的函数最小值.
此为PSO标准源程序代码,用于计算Goldstein-Price函数的函数最小值.
金融证券系统 股票价格预算Stock Prediction Based on Price Patterns （国外原程序包）
股票价格预算Stock Prediction Based on Price Patterns （国外原程序包）
人工智能/神经网络 微分进化算法DE（Differential Evolution）由Storn和Price等学者于1995年首先提出。它是一种基于种群优化的新智能优化方法
微分进化算法DE（Differential Evolution）由Storn和Price等学者于1995年首先提出。它是一种基于种群优化的新智能优化方法，它已被证明在求解过程中具有高效性、收敛性、鲁棒性等优点
Java书籍 pstmt = conn.prepareStatement("select ordernumber,datetime,price,dayofmoney from zujie where ordernu
pstmt = conn.prepareStatement("select ordernumber,datetime,price,dayofmoney from zujie where ordernumber= "+ cdName + " ")
rs=pstmt.executeQuery()
if(rs!=null && rs.next()){
String datetime = rs.getString(2)
java.text.SimpleDateFormat formatter = new java.text.SimpleDateFormat ("yyyy-MM-dd") ...
数学计算 Price the American put option via Monte carlo simulation and the LSM
Price the American put option via Monte carlo simulation and the LSM
Java书籍 a simple socket price updater
a simple socket price updater
金融证券系统 An example case is considered to price an option at a maturity of T years - prices are simulated for
An example case is considered to price an option at a maturity of T years - prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally option prices are compared to Black Scholes values to verify results
金融证券系统 MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Li
MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Libor Market Model (LMM) framework.
金融证券系统 code to price a n-to-default basket CDS. It takes as input hazard rate coefficients and uses T-copul
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
人工智能/神经网络 标准微粒群算法源程序,该程序用于计算Goldstein-Price函数的函数最小值
标准微粒群算法源程序,该程序用于计算Goldstein-Price函数的函数最小值