Anna Model Portfolio Glamour

Exercises and case studies for a rigorous approach to risk- and portfolio-management. This booklet stems from the review sessions of the six-day ARPM bootcamp.Contents include:Advanced multivariate statistics; copula-marginal decompositionAnnualization/projection (FFT, cumulants,...

Simulates a Multifractal Model of Asset Return using a multiplicative lognormal cascade See the following papaer A Multifractal Model of Asset Returns by B Mandelbrot - 1997The current implementation uses the generator for the fractional brownian motion from B. Scott Jackson. Many thanks!

Thomas-Fiering model is one of some approaches of stochastic modeling. It has been widely used for forecasting discharge in water reservoir.


Platforms: Matlab

These are the utilities needed along the forecasting model previously submitted.They comprise optimization functions, statistics functions, all open source.


Platforms: Matlab

We use the genetic algorithm (gatool) to determine the three parameters of the simple Antoine equation and the six parameters of the Modified Antoine Model. Predictions are in perfect agreement with experimental data of vapor pressure of ethanol versus temperature for a temperature range from...


Platforms: Matlab

This zip file contains the files for the demo used in "Introduction to Model Predictive Control Toolbox" webinar, available at this url:http://www.mathworks.com/company/events/we...4.html?id=32784


Platforms: Matlab

In Model-in-the-Loop for Embedded System Test (MiLEST) the developed signal-feature d-deOCt oriented paradigm allows the abstract description of signals and their properties. It addresses the problem of missing reference signal flows as well as the issue of systematic test data selection....


Platforms: Matlab

Demonstration of Neoclassic Growth Model in Dynamic Economics, deterministic model, using both discrete optimization and interpolation method. Utility function and production function defined seperately. Generate plot to show the Policy function and Value function generated by optimization...


Platforms: Matlab

CFEVALDEMO2 illustrates how CFEVAL (available from FEX) can be used to model a mortgage, a mortgage passthrough, or a collateralized mortgage obligation.To run the code, you will need to download the FEX submissions listed in 'Acknowledgements' section below.


Platforms: Matlab

The code is explained in the article P. Okunev, "A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model", LBNL-57676, 2005.http://www-library.lbl.gov/docs/LBNL/576/7.../LBNL-57676.pdfFuther refinments of this algorithm are descibed in Okunev, Pavel,...


Platforms: Matlab

FINDING AR CO-EFFICIENT MODEL USING LEVINSON ALGORITHIM


Platforms: Matlab

This code calibrates the heston model to any dataset of the formof the marketdata.txt file.Provides analytical heston and MCMC heston pricing of OptionTo see an example, run the hestoncalibrationexample.m code


Platforms: Matlab

Displaying the system of differential equations for the spatial model of the car and shows you how to make using the software MATLAB / Simulink.


Platforms: Matlab

This program can be used to compute the median path loss based on Hata model


Platforms: Matlab

This simple demo file is used to demonstrate the use of Callbacks in Simulink Model properties. Three callbacks are used which include PreLoadFcn, StopFcn, CloseFcn. This model is used for the purpose of understanding how these callbacks works and difference between them


Platforms: Matlab

This model works, but only when the solver ode14x is used. Solver ode 23t generates many warnings.


Platforms: Matlab

This is a complete simulink model of a three phase synchronous model with the effect of load.A complete analysis of a three phase synchronous motor is done.


Platforms: Matlab

Content Management System on Codeigniter with Portfolio.


Platforms: PHP

The class Visitation Model ADOdb can be used to manipulate and browse database table records structured as an hierarchy tree.Visitation Model ADOdb is based on another class originally developed by Khaled Al-Shamaa. It uses the ADOdb API instead of MySQL API.


Platforms: PHP

PHPOpenMvc is web development framework PMVC (PHP Model View Controller).


Platforms: PHP