Home > By category > Scripts >Development Tools > Salvaging a Linear Correlation Matrix

# Salvaging a Linear Correlation Matrix

• Views:
• Rating:

The solution of the nearest correlation matrix applies the hypershpere or spectral decomposition methods as outlined in Monte Carlo methods in Finance by Peter Jackel, Chapter 6.

Use CorrelationExample.m that applies a simple example for the two cases.

Free download from Shareware Connection - The solution of the nearest correlation matrix applies the hypershpere or spectral decomposition methods as outlined in Monte Carlo methods in Finance by Peter Jackel, Chapter 6.

Publisher: Ahmos Sansom | License: Freeware | Price: 0.00
Version: 1.0 | Size: 10 KB | Platform: Matlab, Scripts
Released Date: 08-03-2013 | Rating: 0 | Title: Salvaging a Linear Correlation Matrix

Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com

More downloads from Salvaging a Linear Correlation Matrix publisher Ahmos Sansom:

UK Power Value Neutral hedge - Simple example showing how a value neutral hedge is determined for the UK power (electricity) markets. HedgeControl Function for power hedging of Balance of Month, Monthly and Seasonal products based on value forward preservation hedging, i.e.

Clewlow and Strickland Commodity one factor spot model - Introduction ---------------- This code simulates commodity spot prices using the Clewlow and Strickland one factor daily spot model using a Monte Carlo approach.

Term Structure of Volatility Calibration - This code optimises the parameters for the term structure of volatility (TSOV) applied to historical forward curves - see discussion in Harris in reference 1 below.

Finite Difference solution to nonlinear diffusion equation - Solves nonlinear diffusion equation which can be linearised as shown for the general nonlinear diffusion equation in Richtmyer & Morton [1]

Salvaging a Linear Correlation Matrix keywords:
Salvaging a Linear Correlation Matrix related downloads:

Data Matrix Encoder - Data Matrix Encoder is a handy utility that enables you to print various barcode formats directly from your desktop.

Matrix Reality 3D ScreenSaver - Matrix Reality 3D is a brand new screensaver that was specially created for all the fans of this greatest movie series of all times! The screensaver displays a number of 3D matrix special effects.

Fresh Finance - Fresh Finance is the straightforward personal finance software for everyone.

Solution Menu EX - Solution Menu EX is an application that was designed to help you access the documentation for your printer or scanner product and also launch the dedicated software for printing or scanning documents.

Simple Slide Show - Simple Slide Show is a handy utility designed for setting up and displaying slideshows.

Shareware Connection periodically updates pricing and software information of 'Salvaging a Linear Correlation Matrix' from company source 'Ahmos Sansom' , so some information may be slightly out-of-date. You should confirm all information before relying on it. Software piracy is theft,  Using 'Salvaging a Linear Correlation Matrix' crack, password, serial numbers, registration codes, key generators is illegal and prevent future development of Salvaging a Linear Correlation Matrix.

New Reviews

Trend Micro HouseCall - With time, PC users find it increasingly difficult to keep their systems free of malware and rogue apps, despite using latest and feature packed security software. This is mostly owing to the evolving nature of malware and newer types of ...

PureSync Personal - When you use computers, there is no way you can escape using specialized third party software. These need to be used for various needs including office productivity, web access, taking back-up and ensuring proper synchronization across multiple ...

360 Internet Security - Using a computer without having capable Security software installed is equivalent to sleeping with your house’s main door wide open. Whether you use a PC at home or manage a network of computers at the workplace, PC security suite has ...

EasyBrake - PC users often need to convert videos from various formats to other formats that suit their needs. As expected, there are hundreds of free and paid apps to accomplish such tasks nowadays. It is not mandatory that you will have to pay a high ...

DriveHQ Online Backup Enterprise Edition - For individual users as well as organizations, taking backup of data is vital nowadays. You really cannot count on the PC hard drive solely to store your data forever in a secure manner, as it is! Backup software is a prerequisite and choosing ...

Paint.NET - Nearly every PC user needs to use some type of image editing software nowadays, whether it is for personal or professional reasons. It can be for making minor corrections to your vacation pictures before you share them on social media sites. It ...

ArtSage - PC users often need to make use of third party applications for making slideshows. While Windows inbuilt utility for viewing images and running slideshows keeps getting better with time, for many users third party apps seem better option. If you ...

Groovy Media Player - There is hardly any PC user who does not listen to music while working on PC or at leisure time. For media playback on Windows PC, there are so many apps. You can opt for default WMP that comes with the OS. However, there are several other third ...

Windows Live Family Safety - Using parental control applications has become a necessity for those people who have tech savvy kids and computers at home. In fact, you should use such software even if your kid is not tech savvy. Needless to say, children depend on internet for ...

Emsisoft Emergency Kit - The way malware creators and hackers are adapting to newer measures to sneak past PC security, it is no longer enough to stay complacent after installing a standalone antivirus. You never know when a stealthy malware sneaks past its scan and ...

HotDisc DVD Copy

HotDisc DVD Copy is a very
easy, fast and powerful DVD
ripping tool, which can help
you rip and convert your
favorite DVD ...

Return a p-value from a
given z (standardized
distribution)

One tail and two tail p-value.

Gale

Gale is a free instant
messaging software.

Kwartz

Kwartz is a template system
which realized the concept
"Independence of Presentation
Logic".

GentleSource Guestbook

GentleSource Guestbook allows
you to put a guestbook on your
website for your visitors to

PHP Toolbox

PHP Toolbox is designed to
make the process of creating
database-powered websites
easier.

Detection of face portion
from a single face image

The code will work with the
images which don't have much
brightness variation on the
face

Alamouti Scheme with GUI

Alamouti Scheme with GUI
performs Monte-Carlo
simulation and estimates BER
of Alamouti Scheme over
Rayleigh channel.

Theora

Theora is a free and open
video compression format from
the Xiph.org Foundation.

WP-PostRatings

WP-PostRatings adds an AJAX
rate system to your WordPress
blog

Elementary Cellular
Automata

There are 256 elementary
cellular automata

Soft Handover Probability
as a funiction of the Soft
Handover Threshold

This simple m-file plots the
Soft Handover probability as a
function of the Soft Handover
Threshold value used in the
...