StockMarketGroupFinalSoftware-
所属分类:matlab编程
开发工具:matlab
文件大小:3980KB
下载次数:51
上传日期:2014-12-22 17:19:23
上 传 者:
halocy
说明: 股票分析、预测MATLAB程序,网上淘到的一个历程,希望对精于M编程的股民有所帮助。
(Stock analysis, forecasting MATLAB program, a process of scouring the Internet to hope for skilled investors M programming help.)
文件列表:
Chris Code\asamin2\ASA-CHANGES (175441, 2010-07-08)
Chris Code\ASA-CHANGES (175441, 2010-07-08)
Chris Code\asamin2\ASA-LICENSE (2677, 2010-07-08)
Chris Code\ASA-LICENSE (2677, 2010-07-08)
Chris Code\asamin2\ASA-Makefile (23056, 2010-07-08)
Chris Code\ASA-Makefile (23056, 2010-07-08)
Chris Code\asamin2\ASA-NOTES (53270, 2010-07-08)
Chris Code\ASA-NOTES (53270, 2010-07-08)
Chris Code\asamin2\asa_opt (2753, 2010-07-08)
Chris Code\asa_opt (2753, 2010-07-08)
Chris Code\asamin2\asa_test_asa (11290, 2010-07-08)
Chris Code\asa_test_asa (11290, 2010-07-08)
Chris Code\asamin2\asa_test_usr (267, 2010-07-08)
Chris Code\asa_test_usr (267, 2010-07-08)
Chris Code\LICENSE (2490, 2008-05-26)
Chris Code\Makefile (1324, 2008-05-26)
Chris Code\asamin2\asa.h (14032, 2010-07-08)
Chris Code\asa.h (14032, 2010-07-08)
Chris Code\asamin.h (2146, 2008-05-26)
Chris Code\asamin2\asamin.h (2146, 2008-05-26)
Chris Code\asa_usr.h (12200, 2010-07-08)
Chris Code\asa_usr_asa.h (16254, 2010-07-08)
Chris Code\asamin2\asa.c (243065, 2010-07-08)
Chris Code\asa.c (243065, 2010-07-08)
Chris Code\asamin.c (28076, 2008-05-26)
Chris Code\asamin2\asamin.c (28076, 2008-05-26)
Chris Code\asa_usr.c (157661, 2010-07-08)
Chris Code\asa_usr_cst.c (3832, 2010-07-08)
dailystockdata\DailyActualClosingPrices.txt (5321070, 2010-07-29)
dailystockdata\DailyAdjusted.txt (5338613, 2010-07-29)
Chris Code\DbHeston\license.txt (1549, 2010-07-24)
... ...
/***********************************************************************
* ASAMIN --- MATLAB Gateway to Lester Ingber's Adaptive Simulated
* Annealing (ASA) Software
*
* Copyright (c) 1999-2008 Shinichi Sakata. All Rights Reserved.
***********************************************************************/
/* $Id: README,v 1.36 2008/05/26 14:16:24 ssakata Exp ssakata $ */
asamin.c provides a MATLAB mex file that serves as gateway to Adaptive
Simulated Annealing (ASA) by Lester Ingber. The copyright of the
computer codes in this package belong to me, Shinichi Sakata. I assume
no responsibility for any damages or loss caused by the codes.
-------------
Limitations
-------------
The current version of ASAMIN is written for MATLAB 7.0.5.338
(R2007b). It probably works with some earlier and newer versions of
MATLAB.
ASAMIN is written in ANSI C. I do not think that the code much depends
on my particular environment. The gcc compiler version 4.1.2, which is
called by mex, compiles it on my Pentinum III box running Debian Linux
4.0. Some people have also reported that ASAMIN can be compiled and
used with MATLAB 7 on Windows 2000/XP. But I would like to stress that
I myself only tested ASAMIN in the particular environment described
above.
The current version of ASAMIN has been tested with ASA v. 26.30. It
may not work with older / future versions of ASA. ASA offers an array
of compilation-time options. ASAMIN only covers a particular setup
found in Makefile. If you need other setups, you may need to modify
ASAMIN.
--------------------------------
Installation on UNIX platforms
--------------------------------
1. Obtain an archive of ASA from http://www.ingber.com and put the
files in the archive in a work directory.
2. Copy or link asa.c, asa.h, and asa_usr_asa.h to the directory of
ASAMIN.
3. Edit Makefile to reflect your C compiler. (You may also need to
configure your mex options. See your MATLAB manual.)
4. Move to the directory of ASAMIN, if you haven't. Make ASAMIN by
typing make.
5. Starting MATLAB in the same directory, run asatest, which yields
asatest1.log and asatest2.log. Verify that the results in these log
files are the same as that in asa_test_asa in the ASA package.
6. Move the mex file of ASAMIN (e.g., asamin.mexglx) and asamin.m to a
directory in the search list of MATLAB. (Read the output of 'help
path' and 'help addpath' in MATLAB, if you don't know what the
search list is.)
-----------------------------------
Installation on Windows Platforms
-----------------------------------
The information in this section came from some users of ASAMIN. I have
not tested it myself. Your feedback would be welcomed.
1. Obtain an archive of ASA from http://www.ingber.com and put the
files in the archive in a work directory.
2. Copy asa.c, asa.h, and asa_usr_asa.h to the directory of ASAMIN.
3. Move to the directory of ASAMIN, if you haven't. Type in
mex asamin.c asa.c -DUSER_ACCEPTANCE_TEST#TRUE -DUSER_ASA_OUT#TRUE
If your compiler complains that DBL_MIN is undefined, try
adding a switch "-DDBL_MIN#2.2250738585072014e-308".
4. Starting MATLAB in the same directory, run asatest, which yields
asatest1.log and asatest2.log. Verify that the results in these log
files are the same as that in asa_test_asa in the ASA package.
5. Move the mex file of ASAMIN and asamin.m to a
directory in the search list of MATLAB. (Read the output of 'help
path' and 'help addpath' in MATLAB, if you don't know what the
search list is.)
-------
Usage
-------
The file asamin.m describes the basic usage. A simple example is found
asatest.m. See test_cost_func1.m and test_cost_func2.m to learn how to
write the objective function.
Asamin has quite a few run-time options, reflecting those provided by
ASA. What these options do are found in ASA-README included in the ASA
package.
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