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

File Protect System

File Protect System (FPS) is a
semi-professional application
for files and folders
encryption. File Protect
System can ...

Altova UModel Enterprise
Edition

Altova UModel Enterprise
Edition is the starting point
for successful software
development. Visually design
application ...

Web Log Explorer Lite

Web Log Explorer Lite is
freeware a powerful log
analyzer generates interactive
reports on-the-fly. It allows
you to dig ...

eJuice Me Up

This e-juice recipe calculator
is free. Mix your own blend of
e-liquids with PG, VG, H2O and
Nicotine and find the ...

Altova MissionKit
Enterprise Edition

Altova MissionKit Enterprise
Edition is an award-winning
software development suite of
industrial-strength XML, SQL,
and ...

2D Barcode VCL Components

The components set is designed
for generating and printing 2D
barcode in your Delphi or C++
Builder application. Most ...

NCheck Bio Attendance Trial
for Windows

NCheck Bio Attendance is an
automatic end-user
time-tracking system with
fingerprint, face and iris
biometrics. ...

DrawPad Plus

DrawPad Graphic Design and
Drawing software is an
easy-to-use image composition
and manipulation program, an
essential ...

ApPHP MVC Framework

ApPHP MVC Framework is
designed to provide modern and
rapid development of websites,
applications and services. It
...

1D Barcode VCL Components

The components set is designed
for generating and printing
barcode in your Delphi or C++
Builder application. Most ...