weixin_42294255的博客

For power law distributionpk=ν−1kmin(kkmin)−νp_k=\frac{
u-1}{k_{min}}(\frac{k}{k_{min}})^{-
u}pk​=kmin​ν−1​(kmin​k​)−νTo estimate ν
uν by moment estimation methodFor method of m...

ContentScale-free Network SimulationSimulation for SIR modelCodes for SIR simulationSimulation for SIR modelCodes for SEIR simulationReferenceScale-free Network SimulationSimulation for SIR modelWe...

ContentSIR model on NetworkSEIR model on NetworkReferenceSIR model on NetworkWe here reconsider the SIR model in network where kkk is the number of neighbor and v(t)v(t)v(t) is the average number of...

ContentDisease Spreading on NetworkConsidering Transmissibility for Outbreak AnalysisScale-free NetworkReferenceDisease Spreading on NetworkWe consider the number of connection in a network and buil...

ContentDeterministic Model for Disease SpreadingSIR modelSEIR modelExperiments for Deterministic Model based on Real DataSIR model fittingSEIR model fittingReferenceDeterministic Model for Disease Sp...

This is the review part of partial differential equations

t = 0 :0.1:1;x = 0:0.1:1;L = 1a = 1for xi = xu= sin(pi * xi / L) * cos(pi * a * t / L) + 0.5 *sin(3 * pi * xi / L) * cos(3 * pi * a * t / L);plot (t, u);hold on;endt = 0 :0.1:2;x = 0:0.1...

Serial Number EstimationContentSerial Number EstimationParameter descriptionMethod 1: Probability of each sampleMethod 2: Probability of maximum samplePoint EstimateEstimators intuited from discrete ...

heat-flow problem solution ∂T‾∂t‾=∂2T‾∂x‾2\frac{\partial \overline{T}}{\partial\overline{t}}=\frac{\partial^2 \overline{T}}{\partial\overline{x}^2}∂t∂T​=∂x2∂2T​By seperation law, assumeu(x,t)=X(t)T...

Deduce the parabolic equation: ∂T‾∂t‾=∂2T‾∂x‾2\frac{\partial \overline{T}}{\partial\overline{t}}=\frac{\partial^2 \overline{T}}{\partial\overline{x}^2}∂t∂T​=∂x2∂2T​Your deduction can be based on heat...

A New Predictive Measure Using Agent-Based Behavioral FinanceTodd Feldman · Shuming Liu这篇论文2018年发表在Computational Economics，据摘要介绍其主要是对 Friedman, Abraham, 2009年发表 Journal of Economic Dynamics and Con...

Introductory tutorial: agent-based modeling and simulationCharles M. Macal Michael J. NorthWhat’s ABMS? 什么是ABMS？Agent-based modeling and simulation (ABMS) is an approach to modeling systems compr...

资产配置研究框架（附代码）大类资产配置是全球化视野下投资组合管理的重要议题之一。风险和收益是衡量投资组合管理绩效的天枰两边的两个筹码，如何有效均衡风险和收益的关系一直是学界和业界探讨的问题。本文旨在将目标风险函数和收益风险函数这两大类目标函数引入资产配置研究框架中，同时对比分析综合宏观观点的Black Litterman模型，并在中国市场上进行实证分析。资产配置理论介绍广义风险平价模型（风...

Machine Learning problem discussionProof that min of the regularized error function is equivalent to minimizing the unregularized sum-of-squares error(2 points) Using the technique of Lagrange multi...

被动型FOF产品规划方案（附代码）前言按照基本的投资策略，基金可以被分类为被动型基金和主动性基金。被动型基金主要投资于指数产品，主动性基金则会采取更加灵活多变的策略来选择标的资产池。但是，两者都需要对标的资产的权重进行优化。本文将介绍了笔者设计的一个用于被动型FOF（“ Fund of Fund” ，中文 “基金中的基金” ）投资的产品方案设计思路，涉及到的调仓权重优化方法包括马科维兹优化、...