Dimitri Shvorob

Attivo dal 2016

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Inviato

Generate a Faure sequence
(perhaps while learning QMC)

quasi 9 anni fa | 4 download |

Inviato

A Powerful Sidekick: Using MySQL for High-Volume Data Manipulation in Matlab
(How MySQL can benefit a Matlab user)

quasi 9 anni fa | 1 download |

Inviato

Bootstrap a statistic in a grouped sample
(Extension of BOOTSTRP)

quasi 9 anni fa | 2 download |

Inviato

Permute a grouped vector
(Extension of RANDPERM)

quasi 9 anni fa | 1 download |

Inviato

Perform Page test
(Non-parametric test of trend)

quasi 9 anni fa | 3 download |

Inviato

Bootstrap a statistic
(Extension of BOOTSTRP)

quasi 9 anni fa | 1 download |

Inviato

Bootstrap prediction error rate
(Application of BSTRAP)

quasi 9 anni fa | 1 download |

Inviato

Jackknife a statistic
(Extension of JACKKNIFE)

quasi 9 anni fa | 1 download |

Inviato

Winsorize data
(using PRCTILE)

quasi 9 anni fa | 4 download |

Inviato

Generate a Van der Corput sequence
(perhaps while learning QMC)

quasi 9 anni fa | 1 download |

Inviato

Find base-b expansion of an integer
(Cf. DEC2BASE)

quasi 9 anni fa | 1 download |

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Plot a 'grouped' univariate histogram
(Subsample histograms, stacked)

quasi 9 anni fa | 12 download |

Inviato

Plot a univariate histogram
(a little easier than with HIST)

quasi 9 anni fa | 1 download |

Inviato

The Twain Shall Meet: Facilitating Data Exchange between SAS and Matlab
(via MySQL)

quasi 9 anni fa | 1 download |

Inviato

Export data to SAS
(via Excel; with SAS/ACCESS and ActiveX Automation Server)

quasi 9 anni fa | 2 download |

Inviato

Retrieve online content with Matlab
(and store it in MySQL)

quasi 9 anni fa | 1 download |

Inviato

Check your FEX author rank
Display and record your FEX statistics

quasi 9 anni fa | 1 download |

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Compute PSA-benchmarked prepayment metrics
(CPR and SMM)

quasi 9 anni fa | 1 download |

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Import data from SAS
(via Excel; with SAS/ACCESS and ActiveX Automation Server)

quasi 9 anni fa | 2 download |

Inviato

Mean-variance portfolio optimization using GA and PATTERNSEARCH
(A not-too-serious experiment / code sample)

quasi 9 anni fa | 2 download |

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Visualize sparsity pattern
(SPY in style)

quasi 9 anni fa | 1 download |

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Evaluate debt instrument's cash flows
(given their symbolic definition)

quasi 9 anni fa | 1 download |

Inviato

Model a mortgage-backed security
(Application of CFEVAL)

quasi 9 anni fa | 3 download |

Inviato

Simulate a Cox-Ingersoll-Ross process
(Exact algorithm)

quasi 9 anni fa | 2 download |

Inviato

Visualize payoffs of an option strategy
(via an interactive GUI)

quasi 9 anni fa | 3 download |

Inviato

Analyze FEX download data
(with the aid of MySQL)

quasi 9 anni fa | 2 download |

Inviato

A week on File Exchange
(reduced to download statistics)

quasi 9 anni fa | 2 download |

Inviato

Access a MySQL database
(with mym.m)

quasi 9 anni fa | 2 download |

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Simulate a Hawkes process
(and visualize it)

quasi 9 anni fa | 1 download |

Inviato

Devise a bond maturity strategy
(via an interactive GUI)

quasi 9 anni fa | 1 download |