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An example to price an Arithmetic Average fixed strike Call option in the Black-Scholes framework using Monte Carlo Control Variate Platforms: Matlab

This is the third part of the work to select measurements / measurement combination for selfoptimizing control. It uses aberage loss as the criterion instead of the worst case loss presented in the second part.Bidirection branch and bound (B3) is a very efficient BAB algorithm. In the first two... Platforms: Matlab

he code performs the simulation of time series with autoregressive fractionally integrated moving average (ARFIMA) models that generalize ARIMA (autoregressive integrated moving average) and ARMA autoregressive moving average models. ARFIMA models allow non-integer values of the differencing... Platforms: Matlab

It calculates the Tillson moving average. The user is able to change the parameters such as the smoothing sweeps and the volume factor Platforms: Matlab

CHEAPHLOCPLOT A free High-Low-Open-Close (and volume and moving average) plot to answer a CSSM thread ("Subject: on using matlab to plot stock charts"). Parm # Description Size Optional ------ ----------- ---- -------- 1 dates 1xN No 2 High prices 1xN No 3 Low prices 1xN No 4 Open prices 1xN No... Platforms: Matlab

gaussleg(f,a,b,ngp)I have found that this is on average +20 times faster than 'Gauss-Legendre' file(4560), and easier to read because it is shorter. Platforms: Matlab

A very simple program that gives Poisson probability P(m,n) where m is the average outcome and n is one certain outcome. Platforms: Matlab

This file contains three m-file which estimate the Value at Risk (VaR) of portfolio composed of two stocks price by using Exponentially Weighted Moving Average.the main function is 'ewmaestimatevar'. For estimating VaR you should use this function. This function also sketch related diagram. at... Platforms: Matlab

This sounds at first like a trivial task, but in practice took something that works correctly and faster for larger datasets (i.e. without using a simple find or related statement each time within a for loop). Thus I am submitting this here in case it might the time of anyone else with similar... Platforms: Matlab

A moving average implementation using build-in filter, which is very fast. Platforms: Matlab

knanmean(X,[dim]) returns the average of matrix X on dimension dim, treating NaNs as missing values.Contrarly to nanmean, works on n-dimensions matrices Platforms: Matlab

In terms of behavior, this is an alternative to filter() for a moving-average kernel, except that it is faster. The speed does not depend on the filter length.The code uses a variant of the cumsum-trick, although not the "garden variety" but in a way that does not run into numerical issues for... Platforms: Matlab

With the project: JaxBlog, your average lightweight PHP blog application made easy thanks to a robust group of Ajax plugins - Ajax file browser, Ajax sortable tables, etc.Basis for organization is creating a tree hierarchy of pages, then writing and attaching stories to the pages. Platforms: PHP

This module allows you to use the theSTC.com tax-rate lookup web-service (or, alternatively, tax data files you've licensed from theSTC.com).The web-service uses the customer's zipcode, city, and state/territory to determine the tax that should be applied. The configuration allows you to decide... Platforms: PHP

The openelibrary is an online collaborative space for sharing and consulting web-bibliographic and multimedia resources. It is developed in php/mysql and is a powerful instrument to share documents and common knowledge. Platforms: PHP

SeqTEx: identification of average Next-Generation Sequence DNA length from cross-correlation This project is in development and will be submitting the manuscript soon. Check back for more information about using this program later. Platforms: Mac

Electronic Business Assistant is a CRM and ERP system, with open initial codes for the enterprises of small and average business. Platforms: *nix

A C++ library converting average use of syscalls and C library functions into C++ context. Functionalities includes Regular files, Thread,Socket,Terminal,FIFO,Directory. Platforms: *nix

Perform Technical Analysis in Excel with Tulip Cell, the free technical analysis add-in for Excel! With Tulip Cell, you can quickly and easily do technical in any Excel spreadsheet. Tulip Cell is good for doing technical analysis on stock market data, Forex data, options and derivatives,... Platforms: Windows, Windows 8, Windows 7, Windows Server

College GPA Calculator Calculating your College Grade Point Average (GPA) is important if you wish to keep abreast of your performance. GPA Calculator allows you to quickly calculate your average grade. This tool is suitable for anyone, regardless of where you study and in what major. With the... Platforms: Windows, Mac, *nix, Windows 8, Windows 7, Windows Server, iOS, Android, ,iPhone,iPad