Journal Of Forensic Science

To calculate the price the pricer builds a multinomial tree, as described in Amin 1993.For description of the methodology please see;1. The HTML instructuions in the zip2. Kaushik I. Amin, d-deDUJump Diffusion Option Valuation in Discrete Time,d-deDt Journal of Finance 48, no. 5 (December 1993):...

Two source code files of the mRMR (minimum-redundancy maximum-relevancy) feature selection method in (Peng et al, 2005 and Ding & Peng, 2005, 2003), whose better performance over the conventional top-ranking method has been demonstrated on a number of data sets in recent publications. This...

This library has been developed as part of research at the Spacecraft Robotics Laboratory at the Naval Postgraduate School. The laboratory's director is Professor Marcello Romano. The laboratory's manager is Dr. Riccardo Bevilacqua. LCDR Jason Hall worked on the library during his Doctoral...


Platforms: Matlab

3 .m files, 1) simulates a term structure using the vasicek model, 2-3) take this simulation and estimates the parameters of the model.If the implementation is good, the inputs should equal the outputs, run this 200 times.For details...


Platforms: Matlab

2 .m files, 3 xls files with data from German, US, UK zero coupon bonds.Files estimate the parameters on these bonds, the optimizer doesn't really work that well for this problem, so if some-one has a solution, please let me know.For details of methodology...


Platforms: Matlab

a program calculates Relative wavelet energy with brief tutorial Reference: O.A. Rosso, M.T. Martin b, A. FigliolaEEG d-deDUanalysis using wavelet-based informationd-deDt Journal of Neuroscience Methods 153 (2006) 163d-deOCt182


Platforms: Matlab

This simple function tests the null hypothesis that two variables are equally linearly correlated with a third variable when all three sets of observations were derived from the same "individuals" (i.e., a repeated measures/paired observations design). The test uses a t-distribution and was taken...


Platforms: Matlab

This is a suite of MATLAB codes to calculate effective Eckart inertias for large amplitude torsions published by Bryan M. Wong, Ryan L. Thom, and Robert W. Field in The Journal of Physical Chemistry A 110, 7406 - 7413 (2006). The Eckart inertias are obtained by solving a system of transcendental...


Platforms: Matlab

Software for reduced-order discrete-time infinite horizon LQG design based on the SDOPE (Strengthened Discrete-time Optimal Projection Equations).The software is described in and associated to the paper:L.G. Van Willigenburg, W.L. De Koning, 2000,"Numerical algorithms and issues concerning the...


Platforms: Matlab

Classical optimal hedge ratio concentrates on risk reduction and neglects strategic value maximization. In this study, the authors use stochastic-optimization theories to formulate an optimal, short-term hedging scheme to mitigate risks while maximizing portfolio value. Stochastic spot and...


Platforms: Matlab

3 .m files, 1) simulates a term structure using the CIR model, 2-3) take this simulation and estimates the parameters of the model.also includes a set of results, take mean() and std() of this to see how good the filter is.If the implementation is good, the inputs should equal the outputs, run...


Platforms: Matlab

The program consists of an algorithm designed specifically for this task, and combines different methods such as image processing and control of VRML models, also has a GUI for easier handling, the weak points of this program is that printing large images (500px * 500px) takes a quite some time,...


Platforms: Matlab

This package contains Matlab codes for denoisinig greyscale images usingNeighShrink SURE [1] implemented with a decimated wavelet transform.This software is non-optimized Matlab codes and provided for non-commercialand research purposes only. If you find any bugs or have any suggestions,please...


Platforms: Matlab

The toolbox "FireWire Vision Tools" comprises a small collection of MATLAB drivers for the "UniBrain fire-i" firewire camera (http://www.unibrain.com) or any other firewire camera. Both CMEX drivers as well as S-Functions have been developed to provide high-level access to the underlying hardware...


Platforms: Matlab

MESH_LAPLACIAN: Laplacian of irregular triangular meshUseage: [lap,edge] = mesh_laplacian(vertex,face)Returns 'lap', the Laplacian (2nd spatial derivative) of an irregular triangular mesh, and 'edge', the linear distances between vertices of 'face'. 'lap' and 'edge' are square,...


Platforms: Matlab

For the description, I took the abstract of the original publication:"A special set of computer-generated complex tones is shown to lead to a complete breakdown of transitivity in judgments of relative pitch. Indeed, the tones can be represented as equally spaced points around a circle in such a...


Platforms: Matlab

This package called EstimHidden is devoted to the non parametric estimation using model selection procedures of1/ the density of X in a convolution model where Z=X+noise1 is observed2/ the functions b (drift) and s^2 (volatility) in an "errors in variables" model where Z and Y are observed and...


Platforms: Matlab

This function is provided to extract geometric properties of a volume array that has been thresholded and characterized by a patch (of triangular faces) generated by isosurface(). Its purpose is to calculate the area of a nerve cell dendrite, and also locate its center, both described as a...


Platforms: Matlab

To enhance the efficiency and accuracy of Kalman filter computations, in particular the time and measurement updates, UDU factorization is employed. An interesting feature of the current implementation is the extension to semi-positive (nonnegative) matrices and systems with a time-varying state...


Platforms: Matlab

Executes the Benjamini & Hochberg (1995) procedure for controlling the false discovery rate (FDR) of a family of hypothesis tests. FDR is the expected proportion of rejected hypotheses that are mistakenly rejected (i.e., the null hypothesis is actually true for those tests). FDR is generally a...


Platforms: Matlab