Exponentially

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...

This code calculates the Exponentially Weighted Moving Average Standard Deviation Exponentially weighted moving average (EWMA) standard deviation applies different weights to different returns. More recent returns have greater weight on the variance. The exponentially weighted moving average...

Calculates the RiskMetrics "Technical Document" (1996) exponentially weighted covariance matrix (p.179), correlation and volatilities.Input:data - needs to be in format T x k with T = # observations, k = # assetslambda = decay factor


Platforms: Matlab

With cost of digital cameras steadily dropping, and the quality of the images they produce increasing exponentially, more and more of us are forgoing traditional film cameras for the new generation of digital cameras. Older digital cameras used internal memory and proprietary cables and software...


Platforms: Mac

Lock any file so that it requires a registration code, then distribute it on the internet. People can join your opt-in mailing list in order to receive the registration code. Generates viral mailing list signups that increase exponentially as your product is used.


Platforms: Windows

Harminv is a free program and C library for harmonic inversion: decomposing a time-series into a sum of sinusoids, including exponentially decaying sinusoids. Harminv is based on the "filter diagonalization method" (FDM) of Mandelshtam & Taylor, which maps the harmonic inversion problem onto a...


Platforms: *nix

One of the few problems with using Python to process XML is the speed -- if the XML becomes somewhat large (>1Mb), it slows down exponentially as the size of the XML increases. One way to increase the processing speed is to break the XML down via tag name. This is especially handy if you are only...


Platforms: Windows, Mac, *nix, Python, BSD Solaris

This simple code shows how the Monte Carlo Chronological method works. This example is intended to be for educational purpose, generating an artificial history data vectors of a single component modeled in a two state Markov chain model and exponentially distributed. You just need to enter the...


Platforms: Matlab

_____________where to startdldcdldcdldcdldcdldcdldcdldcdldcdldcdldcdldcdldcdldcLook at hex_a_hop.m using MATLAB. Octave, a free imitator of MATLAB, can also "work".Unless you are curious, there is no reason to look at any other .m files. If you ARE curious, I've done my best to make the code...


Platforms: Matlab

Visualize wave propagation through media with different impedances and propagation velocities.Wave Propagation is a natural phenomenon that is important in many physical systems. Text books leave much to be desired regarding visualization of wave propagation since they are not animated. The...


Platforms: Matlab

Every individual map can be configured and can contain multiple reusable locations.A location is created by just adding an address. Per-location administrators can specify whether or not a marker should be created, if an info window should be used and if a directions form should be used.It is...


Platforms: PHP

MailWasher Pro was created to let users reclaim control of their e-mail inbox. The overwhelming amount of spam on the Internet is set to increase exponentially over the next few years, with users already facing serious security threats, families being exposed to objectionable content and product...


Platforms: Windows

pt360 Tool Suite features a unique centralized dashboard that gives network engineers the ability to run network reporting, diagnostic and monitoring from a single intuitive interface. The free solution supports browser-based open source tools and includes essential elements required to prevent...


Platforms: Windows

The AirGrab Password allows you to create random passwords that are highly secure and extremely difficult to crack or guess due to an optional combination of lower and upper case letters, numbers and other symbols. Generate strong passwords by one click for access points, WEP and WPA encryption...


Platforms: Mac

The AirGrab Password PRO allows you to create random passwords that are highly secure and extremely difficult to crack or guess due to an optional combination of lower and upper case letters, numbers and other symbols. Generate strong passwords by one click for access points, WEP and WPA...


Platforms: Mac

Database developers are tasked with creating software applications that include complex business logic and access ever-changing database ecosystems, while database administrators must manage these complex environments that may incorporate a myriad of platforms and versions. Todays database...


Platforms: Windows, Windows 8, Windows 7, Windows Server

Server performance comes down to one thing: How fast can the drives deliver data? No matter how much you spend on multiple processors and additional memory, that investment is wasted if the hard drive can't deliver data in a timely manner. Even high-end RAID controllers and Storage Area Networks...


Platforms: Windows

Algorithm::Knapsack is a brute-force algorithm for the knapsack problem. SYNOPSIS use Algorithm::Knapsack; my $knapsack = Algorithm::Knapsack->new( capacity => $capacity, weights => @weights, ); $knapsack->compute(); foreach my $solution ($knapsack->solutions()) { foreach my $index...


Platforms: *nix

myrescue is a program to rescue the still-readable data from a damaged harddisk. The project is similiar in purpose to dd_rescue, but it tries to quickly get out of damaged areas to first handle the not yet damaged part of the disk and return later. Note: This tools is no replacement for a...


Platforms: *nix

Algorithm::NeedlemanWunsch is a sequence alignment with configurable scoring. SYNOPSIS use Algorithm::NeedlemanWunsch; sub score_sub { if (!@_) { return -2; # gap penalty } return ($_[0] eq $_[1]) ? 1 : -1; } my $matcher = Algorithm::NeedlemanWunsch->new(&score_sub); my $score =...


Platforms: *nix