Home  |  About Us  |  Link To Us  |  FAQ  |  Contact

# Simulation of Schwartz-Smith two Factor model 1.0

Date Added: March 31, 2013  |  Visits: 260

This code simulates the Schwartz-Smith two Factor model form the paper Short-Term Variations and Long-Term Dynamics in Commodity Prices by Eduardo Schwartz and James E. Smith.I use the same parameter and data set time series of crude oil and obtain the same results as given in Figure 4 in their paper.Run the file, ssmodelreplication.mSoon I will post a novel calibration method for this procedure.Note: Some of my code was taken originally fromJames P. LeSagewww.spatial-econometrics.com

 Requirements: No special requirements Platforms: Matlab Keyword: Crude,  Figure,  Lesage,  Obtain,  Results,  Ssmodelreplicationm Users rating: 0/10

 License: Shareware Size: 30.72 KB
USER REVIEWS
 More Reviews or Write Review
SIMULATION OF SCHWARTZ-SMITH TWO FACTOR MODEL RELATED
 Development Tools  -  velocity_triangulation.m 1.0 This function finds the velocity of a 2-dimensional planar wave from at least 2 sensors, by specifying its location (x,y) or (lon,lat) and its respective arrival time.It returns the speed and direction (or tracking if coordinates were given):>>... 10 KB Utilities  -  Quadratic Roots Solver Pro 1.1 Quickly find the roots of a quadratic equation! Simply enter the coefficients of each variable and tap calculate to obtain the results. Can solve for real and complex roots! Features: - Optimized for iOS 7.1 - Can solve... 819.2 KB Libraries  -  AI::DecisionTree 0.08 AI::DecisionTree is Perl module for automatically Learns Decision Trees. SYNOPSIS use AI::DecisionTree; my \$dtree = new AI::DecisionTree; # A set of training data for deciding whether to play tennis \$dtree->add_instance (attributes =>... 25.6 KB Graphics Editors  -  Exbem 3.0 Exbem is an image processing and analysis software, designed for scientific, technical, and medical applications. It allows for the investigation of single images, as well as QuickTime movies, or live video sequences. The processing and analysis... Application Add-Ins  -  MobiMonster Text Translator 2.0.0 World Text: (International language translation) Translator application that enables you to convert text between international languages on the go. This application supports translation between the following language pairs: - English - German... 1000 KB Development Tools  -  pointsection 1.0 This function carries out the following tasks:1) Imports a set of xyz scatter data, interpolates them to a uniform mesh, and creates a contour map figure of the results.2) Allows for the user to interactively select a series of data points by... 81.92 KB Development Tools  -  polysection 1.0 This function carries out the following tasks:1) Imports a set of xyz scatter data, interpolates them to a uniform mesh, and creates a contour map figure of the results.2) Allows for the user to interactively select a series of waypoints by... 81.92 KB Multimedia  -  A figure with sliders 1.0 FIGURESLIDER cretes by itself a new figure with horizontal and vertical sliders and returns its handle. Sliders are hidden if all objects are shown in the figure. When the figure gets smaller than the enclosed object set, sliders may be used to... 10 KB Medical  -  Epidemiology Calculator 1.0.3 Calculate simple statistics on the fly with this interactive app designed specifically for iOS7! Weve all been sitting in meetings and needed to figure out 95% confidence intervals for crude results. Now you no longer need to pull out your... 38.7 MB Development Tools  -  Bifurcation diagram for the three-variable autocatalator 1.0 The three-variable autocatalator is a prototype of complex dynamical behavior. Indeed, period doubling and chaos are found when the bifurcation parameter, nu, is varied between 0.10 and 0.20.The autocatalator's steps are the... 20.48 KB