此为PSO标准源程序代码,用于计算Goldstein-Price函数的函数最小值.
标签: Goldstein-Price PSO 函数 标准
上传时间: 2014-01-20
上传用户:hfmm633
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
标签: Goldstein-Price 函数 标准 微粒群算法
上传时间: 2013-11-30
上传用户:清风冷雨
学会用MATLAB编写程序; 学会一维搜索法; 精确的一维线性搜索法:0.618法; 非精确的一维线性搜索法:goldstein法;
上传时间: 2013-12-22
上传用户:sxdtlqqjl
股票价格预算Stock Prediction Based on Price Patterns (国外原程序包)
标签: Prediction Patterns Stock Based
上传时间: 2014-01-21
上传用户:wyc199288
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
标签: Differential Evolution Storn Price
上传时间: 2014-01-13
上传用户:siguazgb
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") Date date = new Date() String date1=formatter.format(date) ParsePosition pos = new ParsePosition(0) ParsePosition pos1 = new ParsePosition(0) Date dt1=formatter.parse(datetime,pos) Date dt2=formatter.parse(date1,pos1) Long l = (dt2.getTime()-dt1.getTime())/(3600*24*1000)+1 double price = rs.getDouble(3) double dayofmoney=rs.getDouble(4) double dayofmoneybuy=dayofmoney*l double otherMoney = price-dayofmoneybuy request.setAttribute("price", price) request.setAttribute("l", l) request.setAttribute("dayofmoney", dayofmoneybuy) request.setAttribute("otherMoney", otherMoney)
标签: prepareStatement ordernumber dayofmoney datetime
上传时间: 2013-12-14
上传用户:zsjinju
Price the American put option via Monte carlo simulation and the LSM
标签: simulation the American option
上传时间: 2014-01-12
上传用户:许小华
a simple socket price updater
标签: updater simple socket price
上传时间: 2017-03-25
上传用户:sxdtlqqjl
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
标签: considered simulated maturity example
上传时间: 2017-05-07
上传用户:hjshhyy
MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Libor Market Model (LMM) framework.
标签: simulation European swaption perform
上传时间: 2014-11-30
上传用户:shus521