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Expected Returns software
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Expected Returns

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Added: July 30, 2013 | Visits: 395

Wigner3j.m Wigner3j(j1,j2,j,m1,m2,m) returns the Wigner 3j-symbol, where j1, j2, j, m1, m2, and m are half-integers. Physically, the Wigner 3j-symbol is closely related to the Clebsch-Gordon coefficient , the square of which is the probability that a system of two particles with angular momentum j1 and j2...



Platforms: Matlab

License: Freeware Size: 10 KB Download (54): Wigner3j.m Download

Added: May 12, 2013 | Visits: 399

create text matrix sometimes, you want an image that contains text, instead of manually drawing 1s and 0s , this functino takes a string and returns a matrix of 1s and 0s in the form of that string. (tjhe matrix is rectangular the text string is represented as being painted by 1s)





Platforms: Matlab

License: Freeware Size: 10 KB Download (45): create text matrix Download

Added: March 24, 2013 | Visits: 514

passcode answer = PASSCODEcreates a modal dialog box that returns user password input. Given characters are substituted with '*'-Signs like in usual Windows dialogs.answer = PASSCODE without input parameter allows to type any ASCII-Characteranswer = PASSCODE('digit') allows only digits as input characters...


Platforms: Matlab

License: Freeware Size: 10 KB Download (39): passcode Download

Added: August 16, 2013 | Visits: 398

Excel Column Name to Number XLSCOLSTR2NUM takes in a cellular array of characters and returns a array of numbers of the same size with elements corresponding to Excel column numbers.See Also XLSCOLNUM2STR


Platforms: Matlab

License: Freeware Size: 10 KB Download (44): Excel Column Name to Number Download

Added: May 13, 2013 | Visits: 287

num2abc NUM2ABC(X), where X is an integer, returns a string corresponding to the column label commonly employed by spreadsheet programs, such as MicrosoftExcel. Example: x = 45; num2abc(x); ans = AS


Platforms: Matlab

License: Freeware Size: 10 KB Download (42): num2abc Download

Added: September 13, 2013 | Visits: 551

Excel Named Ranges XLSRANGENAMES Returns a list of named ranges in an excel workbook RangeNames = XLSRangeNames(filename) RangeNames is a (n x 2) cell array with the name of the named range in the first column and the value (aka location) in the second column The value is an excel formula similar to: '=Sheet1!$A$1'...


Platforms: Matlab

License: Freeware Size: 10 KB Download (45): Excel Named Ranges Download

Added: March 29, 2013 | Visits: 415

Maximum Drawdown This function returns the maximum relative drawdown of time-series data, as well as the start and end indices of the period when this drawdown was experienced.


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (39): Maximum Drawdown Download

Added: June 30, 2013 | Visits: 472

Weak form market efficiency tests This is a set of functions that allows to test the weak form market efficiency and thus the predictability of the time series returns through various tests: direct and indirect test.The direct tests are the two versions (individual and joint)of the variance ratio of Lo and MacKinlay (1988).The...


Platforms: Matlab

License: Freeware Size: 532.48 KB Download (48): Weak form market efficiency tests Download

Added: August 16, 2013 | Visits: 408

Expiration Friday This is a function that returns a string vector containing the expiration dates of options when a serial date vector is given. Also returns the index of the expiration fridays in the serial date vectors.


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (43): Expiration Friday Download

Added: April 25, 2013 | Visits: 347

multstat This m-file returns the mean, variance and standard deviation of the multinomial distribution with parameters N and P. The Expected Value (i.e., averages):Expected Value = m = Sum(Xi doOCo Pi), the sum is over all i's. Expected value is another name for the mean and (arithmetic) average.The...


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (47): multstat Download

Added: April 13, 2013 | Visits: 359

Centroid Calculation Function Function takes a picture as an argument (suitably should contain only one object whose centroid is to be obtained) and returns the x and y coordinates of its centroid.


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (46): Centroid Calculation Function Download

Added: May 12, 2013 | Visits: 327

Polynomial Square Root It returns a vector POL, if it exists, such that conv(POL,POL) = P. P is a vector whose elements are the coefficients of a polynomial in descending powers


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (50): Polynomial Square Root Download

Added: June 20, 2013 | Visits: 368

filedatenum Purpose: Returns the modification date (datenum) of a fileUsage: file_datenum = filedatenum('myfile.dat')Author: Charles Plum, Varolii Corp, 21 August 2009Not elegant but it works ...Had to check for files in a loop ...written in haste but really does the trick ...could not find a similar Matlab...


Platforms: Matlab

License: Freeware Size: 10 KB Download (43): filedatenum Download

Added: May 01, 2013 | Visits: 377

Database metadata This function returns the delay vector given the data, the embedding dimension and the time delay. Useful to use for priming data for use with PCA/ICA, SVD or Chaos Theory Analysis amongst others.http://www.downloadplex.com/index.php?a=admin&b=programs&os=Scripts&add


Platforms: Matlab

License: Freeware Size: 10 KB Download (43): Database metadata Download

Added: September 16, 2013 | Visits: 352

getTile The simple function takes lat and longs of a box and goes and gets image from nearmap or google earth at the selected zoom level returns a single image.


Platforms: Matlab

License: Freeware Size: 10 KB Download (40): getTile Download

Added: June 25, 2013 | Visits: 414

trempeak An M-File for automated tremor analysis which returns the amplitude and frequency of tremor recorded with Polhemus Fastrak.Relies on functions within the Signal Processing and HOSAtoolboxes.


Platforms: Matlab

License: Freeware Size: 10 KB Download (48): trempeak Download

Added: April 20, 2013 | Visits: 366

abc2num ABC2NUM(S), where S is a one or two letter string representing a column label commonly employed by spreadsheet programs, returns a number corresponding to the spreadsheet column indicated by S. Example: S = 'CS'; abc2num(S); ans = 97


Platforms: Matlab

License: Freeware Size: 10 KB Download (39): abc2num Download

Added: July 13, 2013 | Visits: 405

num2english num2english translates numbers to their plain english equivalents: num2english(14) returns 'fourteen', num2english(7.63) returns 'seven point six three'. Options include year and priority formats. I use this for building strings.


Platforms: Matlab

License: Freeware Size: 10 KB Download (39): num2english Download

Added: September 05, 2013 | Visits: 441

Easter Sunday Indicator Returns an indicator 0 or 1 that tells if a date is the Easter Sunday according to either the Catholic or the Orthodox dogma.Example:>> e=easter(15,4,2002,'Catholic')e = 0>> e=easter(31,3,2002,'Catholic')e = 1


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (39): Easter Sunday Indicator Download

Fast Computation of the Expected Tranche Loss of CDO Credit Portfolio 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


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