Community Profile

photo

Oleg Komarov


Attivo dal 2009

PhD in Financial Economics at Imperial College London.
Professional Interests: asset management, big data, systematic trading strategies, financial modelling

Statistiche

All
  • Scavenger Finisher
  • 12 Month Streak
  • Thankful Level 4
  • Speed Demon
  • Commenter
  • Personal Best Downloads Level 2
  • Editor's Pick
  • First Review
  • 5-Star Galaxy Level 5
  • GitHub Submissions Level 3
  • First Submission
  • Guiding Light

Visualizza badge

Content Feed

Inviato


okomarov/ginicoeff
A measure of statistical dispersion

oltre 6 anni fa | 1 download |

Thumbnail

Inviato


okomarov/metastockread
Read metastock files (master, emaster, xmaster and .dat/.mwd)

oltre 6 anni fa | 1 download |

Thumbnail

Inviato


okomarov/TidyCode
Improve readability of your code and keep it tidy

oltre 6 anni fa | 1 download |

Thumbnail

Inviato


okomarov/tableutils
Fixes some methods of the table() class and extends it with additional features

circa 7 anni fa | 1 download |

Inviato


okomarov/wrds
Matlab API to WRDS and SAS data sets

circa 7 anni fa | 1 download |

Thumbnail

Inviato


okomarov/schemaball
Plot correlation matrix as a schemaball

circa 7 anni fa | 2 download |

Thumbnail

Inviato


okomarov/passfield
Password dialog and masked edit box uicontrol for passwords

oltre 7 anni fa | 2 download |

Thumbnail

Inviato


okomarov/clusterreg
OLS regression with clustered standard errors

oltre 7 anni fa | 1 download |

Inviato


okomarov/getSubclasses
List subclasses and their dependency graph

oltre 7 anni fa | 1 download |

Thumbnail

Inviato


okomarov/importFrenchData
Download data from Kenneth French Data Library, e.g. Fama and French factors

oltre 8 anni fa | 2 download |

Thumbnail

Inviato


nanfillts
Fill consecutive NaNs with last available value

oltre 8 anni fa | 1 download |

Thumbnail

Inviato


okomarov/ismemberb
Ismember with reduced memory footprint through block processing

oltre 8 anni fa | 1 download |

Thumbnail

Inviato


Programmatically scroll Variables Editor
Opens a variable in the Variables Editor (grabs focus if open) and scrolls to position.

oltre 9 anni fa | 3 download |

Thumbnail

Inviato


FINDSEQ
Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported.

oltre 10 anni fa | 7 download |

Thumbnail

Inviato


Trim leading/trailing repeated values
Numeric vector/2D matrix. Trims leading, trailing or both sides; operates columnwise or row-wise.

oltre 10 anni fa | 2 download |

Thumbnail

Inviato


Forecasting the FTSE 100 with high-frequency data: A comparison of realized measures
My dissertation for the MSc in Finance & Economics from Warwick Business School

circa 12 anni fa | 1 download |

Inviato


regstats2
Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model.

oltre 12 anni fa | 2 download |

Thumbnail

Inviato


Set functions with multiple inputs
Intersectm, ismemberm, setdiffm, setxorm, unionm with multiple inputs. Ex: intersectm(a,b,c,…).

oltre 13 anni fa | 3 download |

Thumbnail

Inviato


WWW.RANDOM.ORG random integers/sequences/strings
Get true random integers, sequences or strings

quasi 14 anni fa | 2 download |

Thumbnail

Inviato


Display ws variables size in KB, MB or GB
Displays with appropriate unit of data storage. Sorting by size/name (non c.sensitive) is supported.

circa 14 anni fa | 1 download |

Thumbnail

Inviato


Pivot/unPivot
Group a flat dataset into pivot table and unpivot it back

circa 14 anni fa | 3 download |

Thumbnail

Inviato


MS SQL JDBC connection
Establishes JDBC connection to MS SQL Easier to use than "database(…)" NEW! Windows authentication

oltre 14 anni fa | 3 download |

Thumbnail

Inviato


Heteroskedasticity test
White, White special case and Breush-Pagan tests. Stat TB needed: regstats and chi2cdf.

oltre 14 anni fa | 9 download |