文件名称:-RandSumOne
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带约束的随机序列
使用模拟的方法求解投资组合的有效前沿面,m文件生成随机数,测试文件是通过计算风险与收益,将生成的五维随机序列映射到二维空间中-Random sequence with constraints
Using the simulation method to solve the portfolio effective frontier. M file to generate a random number, test file is by calculating the risk and return, will generate the five dimensional random sequence is mapped into a two-dimensional space
使用模拟的方法求解投资组合的有效前沿面,m文件生成随机数,测试文件是通过计算风险与收益,将生成的五维随机序列映射到二维空间中-Random sequence with constraints
Using the simulation method to solve the portfolio effective frontier. M file to generate a random number, test file is by calculating the risk and return, will generate the five dimensional random sequence is mapped into a two-dimensional space
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下载文件列表
RandSumOne.m
RandSumOneTest.m