| ²é¿´: 693 | »Ø¸´: 3 | ||
ҹδÑësypÒø³æ (СÓÐÃûÆø)
|
[ÇóÖú]
Çë½Ì fminconµÄÓ÷¨£¬Çë´ó¼ÒÖ¸µ¼Ò»Ï£¬Ð»Ð»
|
|
tic [X,fval,exitflag,output]= fmincon('lasteightpara_EKFfmincon_garch',X0,... [0,0,0,-1,-1,0,0,0,0,0,0,0;0,0,0,1,1,0,0,0,0,0,0,0],[0;1],[],[],... [-2,0,-2,0,0,0,0,100,-3,0,0,0],... [2,2,2,2,2,2,3,600,3,3,2,2],[],options,z1); t=toc; Çë´ó¼Ò°ïæ¿´¿´ fminconµÄÓ÷¨ÄÄÀïÓÐÎÊÌ⣬ÎÒÒªÓÅ»¯12¸ö²ÎÊý£¬ÆäÖеÚ4¸öºÍµÚ5¸öµÄÔ¼ÊøÌõ¼þÊÇ0=<a4+a5<=1,ÔÚÍøÉϲéÁË fminconµÄÓ÷¨£¬ÉÏÃæ´úÂëµÄ [0,0,0,-1,-1,0,0,0,0,0,0,0;0,0,0,1,1,0,0,0,0,0,0,0],[0;1],Õâ¸ö²¿·ÖÊÇ×Ô¼ºÐ´µÄÔ¼Êø£¬µ«ÊÇÔËÐеÄʱºò×ÜÊDZ¨´íÎó£¬Ò»ÔËÐоͱ¨³¬³ö·¶Î§£¬Çë´ó¼ÒÖ¸µ¼Ï£¬¿´µ½µ×Ó¦¸ÃÔõôд£¬Ð»Ð»£¬ |
» ²ÂÄãϲ»¶
295Çóµ÷¼Á¡£Ò»Ö¾Ô¸±¨¿¼Ö£ÖÝ´óѧ»¯Ñ§¹¤ÒÕѧ˶£¬×Ü·Ö295·Ö
ÒѾÓÐ4È˻ظ´
289Çóµ÷¼Á
ÒѾÓÐ4È˻ظ´
½ËÕʡũ¿ÆÔºÕе÷¼Á1Ãû
ÒѾÓÐ4È˻ظ´
290·Ö²ÄÁϹ¤³Ì085601Çóµ÷¼Á Êý¶þÓ¢Ò»
ÒѾÓÐ3È˻ظ´
0856µ÷¼Á
ÒѾÓÐ7È˻ظ´
»¯¹¤×¨Ë¶348£¬Ò»Ö¾Ô¸985Çóµ÷¼Á
ÒѾÓÐ9È˻ظ´
0856»¯¹¤×¨Ë¶Çóµ÷¼Á
ÒѾÓÐ14È˻ظ´
282Çóµ÷¼Á
ÒѾÓÐ5È˻ظ´
³ÏÕÐũҵ²©Ê¿
ÒѾÓÐ3È˻ظ´
²ÄÁÏѧ˶318Çóµ÷¼Á
ÒѾÓÐ9È˻ظ´
» ±¾Ö÷ÌâÏà¹Ø¼ÛÖµÌùÍÆ¼ö£¬¶ÔÄúͬÑùÓаïÖú:
ÇëÎÊÄܲ»ÄÜÇó³ö ÌØÕ÷ÏòÁ¿¶ÔÔ¾ØÕóµÄµ¼Êý
ÒѾÓÐ3È˻ظ´
MATLAB fminconº¯ÊýÇóÖú
ÒѾÓÐ1È˻ظ´
»ùÓÚÒÅ´«Ëã·¨µÄNGWNÐÍÐÐÐdzÝÂÖ²ÎÊýÓÅ»¯Éè¼Æ
ÒѾÓÐ1È˻ظ´
Çë½Ì·ÇÏßÐÔÓÅ»¯ÎÊÌâ½â·¨£ºÏßÐÔµÈÊ½Ô¼Êø£¬·Öʽ·ÇÏßÐÔÄ¿±êº¯ÊýºÍÔ¼Êøº¯Êý
ÒѾÓÐ4È˻ظ´
maltab½âÓвÎÊýµÄ·½³Ì
ÒѾÓÐ5È˻ظ´
Çó½ÌÒ»¶ÎmatlabµÄ´úÂë
ÒѾÓÐ5È˻ظ´
¹ØÓÚÈ«¾Ö×îÓÅ·¨ºÍÒÅ´«Ëã·¨
ÒѾÓÐ7È˻ظ´
¼±``¶àÄ¿±êÓзÇÏßÐÔÔ¼ÊøÓÅ»¯ÎÊÌâ
ÒѾÓÐ3È˻ظ´
Çë½Ì¸÷λÏȽø
ÒѾÓÐ6È˻ظ´
ҹδÑësyp
Òø³æ (СÓÐÃûÆø)
- Ó¦Öú: 0 (Ó×¶ùÔ°)
- ½ð±Ò: 320.2
- ºì»¨: 1
- Ìû×Ó: 184
- ÔÚÏß: 77.6Сʱ
- ³æºÅ: 3151549
- ×¢²á: 2014-04-21
- ÐÔ±ð: GG
- רҵ: ¿ØÖÆÀíÂÛÓë·½·¨
2Â¥2015-11-17 10:00:15
ҹδÑësyp
Òø³æ (СÓÐÃûÆø)
- Ó¦Öú: 0 (Ó×¶ùÔ°)
- ½ð±Ò: 320.2
- ºì»¨: 1
- Ìû×Ó: 184
- ÔÚÏß: 77.6Сʱ
- ³æºÅ: 3151549
- ×¢²á: 2014-04-21
- ÐÔ±ð: GG
- רҵ: ¿ØÖÆÀíÂÛÓë·½·¨
3Â¥2015-11-18 13:48:16
ҹδÑësyp
Òø³æ (СÓÐÃûÆø)
- Ó¦Öú: 0 (Ó×¶ùÔ°)
- ½ð±Ò: 320.2
- ºì»¨: 1
- Ìû×Ó: 184
- ÔÚÏß: 77.6Сʱ
- ³æºÅ: 3151549
- ×¢²á: 2014-04-21
- ÐÔ±ð: GG
- רҵ: ¿ØÖÆÀíÂÛÓë·½·¨
4Â¥2015-11-20 21:37:45













»Ø¸´´ËÂ¥