Software Listing of Author : "Dimitri Shvorob"

The code may help one think about the technical requirements that a real trading system has to meet.

  • Platform: Matlab, Scripts

The submission presents (almost complete) hourly download statistics for all FEX submissions and contributors over the week of November 16-22, 2007.

  • Platform: Matlab, Scripts

Function BSTRAP computes values of user-defined scalar-, vector- or matrix-valued statistics in the original sample

  • Platform: Matlab, Scripts

Function BSTRAG builds on an earlier FEX submission, BSTRAP - itself an extension of BOOTSTRP (Statistics Toolbox, v. 5-6) - by implementing 'groupwise'

  • Platform: Matlab, Scripts

Included m-files offer two closely related applications of companion File Exchange submission BSTRAP

  • Platform: Matlab, Scripts

unctions CPRPSA and SMMPSA compute PSA-benchmarked conditional prepayment and single month mortality rates.

  • Platform: Matlab, Scripts

Function BONDITO (don't ask :)) computes allocation of zero-coupon bonds of selected maturities, optimal given current yields and a forecast of yield changes

  • Platform: Matlab, Scripts

Please see CFEVALDEMO1, by following link 'Published m-files' below.

  • Platform: Matlab, Scripts

Functions NELSONFUN and NELSONFIT evaluate and fit (with non-linear least-squares) the Nelson-Siegel function, a popular yield-curve approximation device.

  • Platform: Matlab, Scripts

Function JKNIFE computes values of user-defined scalar-, vector- or matrix-valued statistics in the original sample, and in n leave-one-out samples, where n is the number of rows in X

  • Platform: Matlab, Scripts

Please see PORTOPTGADS, by following link 'Published m-files' below

  • Platform: Matlab, Scripts

CFEVALDEMO2 illustrates how CFEVAL (available from FEX) can be used to model a mortgage, a mortgage passthrough, or a collateralized mortgage obligation

  • Platform: Matlab, Scripts

Function PAGE computes the value of Page test statistic for layout matrix x

  • Platform: Matlab, Scripts

Function HISTF ('flexible histogram') extends Matlab's HIST by letting one bound displayed percentiles

  • Platform: Matlab, Scripts

Function CIRPATH simulates a discretely-sampled path of a Cox-Ingersoll-Ross process

  • Platform: Matlab, Scripts

The submission considers first-order exponential-decay Hawkes processes with constant unconditional intensities, and presents

  • Platform: Matlab, Scripts

Attached report presents a brief overview of Excel Link.

  • Platform: Matlab, Scripts

Function HEDGEDEMO aims to help students and instructors of finance visualize trading demands of simple static or dynamic value-hedging strategies

  • Platform: Matlab, Scripts

Function BUTTERFLY (named after the strategy shown on the screenshot) aims to help students and instructors of finance visualize payoffs of simple option strategies

  • Platform: Matlab, Scripts

Please see SPYDEMO, by following link 'Published m-files' below.

  • Platform: Matlab, Scripts

Function WINSOR inputs data vector x and 2*1 vector of cut-off percentiles p, and replaces non-NaN values of x that are below percentile p(1) with the smallest remaining value

  • Platform: Matlab, Scripts
New Reviews

Print Inspector

Whether you are using a printer connected to your local desktop computer or a print server sometimes you need to see whats going on in your printer by having a close look at the print jobs sent by the users. Print Inspector is such type software ...


Disk Genius

Disk Genius was formerly known as Partition Guru which is an all-in-one solution for disk partition management, data recovery and disk repairing. It can recover lost files from partition, backup and restore partition table, clone partition or clone ...


Safe In Cloud

It is quite difficult to find any computer users nowadays who do not need to use the web, for any purpose. Whether it is for education or entertainment, the web is your best resource. You also need to use various online services for banking, ...


PictBear

Nowadays, a majority of PC users resort to digital image editing once in a while. It may be required for retouching image captured in smart phones or for creating an album in Facebook. For some people, tinkering with digital images is a pastime too. ...


Panda Cloud Cleaner

PC security has become a tricky and complicated subject both for home users and network supervisors, with complexity and risk factors multiplying over the years. Using a single antivirus app may not be enough anymore. That explains why many users ...


SnapCrab

Nearly every PC users need to take screenshots from time to time, whether it is for personal or professional needs. While using the basic Windows screenshot capture method is available, it is not adequate for everyone. When you want to capture ...


BitKiller

Dealing with various types of data efficiently holds the key to success in any computing task. Apart from generating new data and modifying existing files, it becomes necessary to delete existing files at times. While most users resort to using ...


New Downloads

C# QR Code Generator

C# and VB .NET developers
require a QR code library to
be able to read and write QR
codes because QR functionality
is not ...

Photo Decorator

Photo Decorator is an easy and
funny photo editing software
that enables you to enhance
photos. Photo Decorator can
...

SaversPlanet Snowfall
Screensaver

Come in from the cold but
still enjoy the scenery! A
beautiful snow scene with
falling snow on your screen,
blue sky, ...

iReal Mac Bluray Player

iReal make Blu-ray player
software, which provides
better quality video and audio
for Blu-ray, HD DVD, DVD,
videos, and ...

Aiseesoft HD Converter for
Mac

Aiseesoft HD Converter for
Mac, easy-to-operate Mac HD
Video Converter, which enables
you to convert HD video and
other ...

GameSwift

With GameSwift your computer
will be upgraded to allow you
to run games faster, changes
made to Windows will help
improve ...

dotConnect for Dynamics CRM

ADO.NET provider for working
with Dynamics CRM data through
the standard ADO.NET or Entity
Framework interfaces.

DVD Snapshot

How to take a snapshot of your
video? The program lets you
take snapshots directly from
your movie. This means you can
go ...

Ultra Monster Truck Trial

3D monster truck game. Get the
best out of those monsters!
Finish all the trials in the
desert and the arctic land!

Able Photo Slide Show

Able Photo Slide Show is a
program designed to display
all images as a slide show
using many transition effects,
each ...