Oleg Komarov
PhD in Financial Economics at Imperial College London.
Professional Interests: asset management, big data, systematic trading strategies, financial modelling
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Inviato
okomarov/metastockread
Read metastock files (master, emaster, xmaster and .dat/.mwd)
oltre 6 anni fa | 1 download |
Inviato
okomarov/TidyCode
Improve readability of your code and keep it tidy
oltre 6 anni fa | 1 download |
Inviato
okomarov/tableutils
Fixes some methods of the table() class and extends it with additional features
circa 7 anni fa | 1 download |
Inviato
okomarov/passfield
Password dialog and masked edit box uicontrol for passwords
oltre 7 anni fa | 2 download |
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 |
Inviato
okomarov/importFrenchData
Download data from Kenneth French Data Library, e.g. Fama and French factors
oltre 8 anni fa | 2 download |
Inviato
okomarov/ismemberb
Ismember with reduced memory footprint through block processing
oltre 8 anni fa | 1 download |
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 |
Inviato
FINDSEQ
Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported.
oltre 10 anni fa | 7 download |
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 |
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 |
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 |
Inviato
WWW.RANDOM.ORG random integers/sequences/strings
Get true random integers, sequences or strings
quasi 14 anni fa | 2 download |
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 |
Inviato
Pivot/unPivot
Group a flat dataset into pivot table and unpivot it back
circa 14 anni fa | 3 download |
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 |
Inviato
Heteroskedasticity test
White, White special case and Breush-Pagan tests. Stat TB needed: regstats and chi2cdf.
oltre 14 anni fa | 9 download |