Variance Swap
This zip file contains the Presentation (PDF) and M-files that were demonstrated in the MathWorks Webinar: Using Genetic Algorithms in Financial Applications delivered on Dec 11 2007.The purpose of the webinar was to highlight how Genetic Algorithms may be used to supplement portfolio...
Platforms: Matlab
License: Freeware | Size: 2.66 MB | Download (46): MathWorks Webinar: Using Genetic Algorithms in Financial Applications Download |
This set of files show some of the principles of Monte Carlo simulations, applied in the financial industry. this is the content of the web seminar called "Simulations de Monte Carlo en MATLAB".The slides are in French and a copy in English is also availableYou will find here :* how to code your...
Platforms: Matlab
License: Freeware | Size: 399.36 KB | Download (55): Monte Carlo simulations using MATLAB Download |
function [optN, C, N] = sshist(x,N) [optN, C, N] = sshist(x,N) Function `sshist' returns the optimal number of bins in a histogram used for density estimation. Optimization principle is to minimize expected L2 loss function between the histogram and an unknown underlying density function. An...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): Histogram Binwidth Optimization Download |
Demo graphical user interface that finds an unconstrained mean-variance efficient frontier given asset price data. This data can come from Yahoo finance, where you can find the optimial portfolio for any set of assets you choose, or from a supplied Microsoft Access database.
Platforms: Matlab
License: Freeware | Size: 204.8 KB | Download (51): Efficient Frontier GUI Download |
Statistics fundamentals of the Correspondence Analysis (CA) is presented in the CORRAN and MCORRAN1 m-files you can find in this FEX author''s page. CA can be extended to more than two categorical variables, called Multiple Correspondence Analysis (MCA). CA and MCA are graphical techniques for...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (44): Multiple Correspondence Analysis Based on the Burt Matrix Download |
fitChiSquare is a generalized chi-square fitting routine for any model function when data measurement errors are known; it returns the model parameters and their uncertainties at the delta chi-square = 1 boundary (68% confidence interval). It also returns the chi-square and degrees of freedom...
Platforms: Matlab
License: Freeware | Size: 40.96 KB | Download (41): Generalized Nonlinear Non-analytic Chi-Square Fitting Download |
Neural Network Based Control System Design Toolkit Version 2The NNCTRL toolkit is a set of tools for design and simulation of control systems based on neural networks. The following designs are available:o Direct inverse controlo Internal model controlo Control by feedback linearizationo Optimal...
Platforms: Matlab
License: Freeware | Size: 389.12 KB | Download (41): nnctrl Download |
this function calculates the price of Call option based on the GARCH option pricing formula of Heston and Nandi(2000). The input to the function are: current price of the underlying asset, strike price, unconditional variance of the underlying asset, time to maturity in days, and daily risk free...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (53): Heston Nandi Option price Download |
Matlab Toolbox for Submodular Function Optimization (v 2.0)By Andreas Krause (krausea@gmail.com).Slides, videos and detailed references available at http://www.submodularity.orgTested in MATLAB 7.0.1 (R14), 7.2.0 (R2006a), 7.4.0 (R2007a, MAC), 7.9.0 (MAC)This toolbox provides functions for...
Platforms: Matlab
License: Freeware | Size: 266.24 KB | Download (40): Submodular Function Optimization Download |
Value-at-Risk calculation for portfolio stocks using variance-covariance, historical and MonteCarlo methods. Portfolio can be larger as you want including either the risk factor (stock index, currency, etc.)
Platforms: Matlab
License: Freeware | Size: 276.48 KB | Download (52): PortVaR Download |
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 |
TuneInstructor accomplishes processes that return again and again in your iTunes library automatically. The TuneInstructor application also offers you many features that iTunes does not contain as a standard. Here are some key features of "TuneInstructor": ?*A* Search & Replace. ?*A*...
Platforms: Mac
License: Freeware | Size: 2.82 MB | Download (36): TuneInstructor Download |
For a spreadsheet with real valued data, this script calculates the mean, variance and standard deviation of each row, creating a new spreadsheet with the respective row statistics.
Platforms: Mac
License: Freeware | Size: 30.72 KB | Download (41): Row Statistics Download |
osstat is a GNOME panel applet for OpenSolaris which shows the CPU load, memory/swap and rootfs usage.
Platforms: *nix
License: Freeware | Size: 92.76 MB | Download (33): osstat Download |
ineedpy2: Library to swap to newer python version on a multi-version system. Find the latest Python 2 version installed on the system and if this program is not running on that version, re-invoke it with that version.
Platforms: *nix
License: Freeware | Size: 10.24 KB | Download (33): ineedpy2 Download |
The SWAP (Secure Wireless Access Point) project is intended for use in embedded appliances. These appliances will operate in the role of a WEP (wireless encryption protocol) and IPSEC enabled wireless access point, IPSEC VPN gateway, and firewall.
Platforms: *nix
License: Freeware | Size: 32.43 MB | Download (49): Secure Wireless Access Point OS Download |
Customize the Windows desktop icon and cursor attributes. Animate icons, swap your own icons for Network Neighborhood, My Computer, Favorites and other icons which Windows places on your desktop and Explorer. It also lets you change default mouse cursors, make icon text labels transparent, change...
Platforms: OS/2, Windows
License: Freeware | Size: 1.53 MB | Download (1173): ActivIcons Download |
The object of the game is to score as many points as possible by swapping adjacent gems to create sets, either horizontal or vertical, of 3 or more identical gems. Sets can be horizontal or vertical, and can contain more than 3 gems. When you have successfully created a set, they will disappear...
Platforms: Windows
License: Freeware | Size: 665.59 KB | Download (170): 3DSwapBalls Download |
Mindjongg is our full featured Mahjong tile matching game with 17 tile sets and 24 different layouts. Other great features includes: create your own background images, sound effects and background music, 17 selectable tile sets, over 70 background images, unlimited Undo and Redo, random play,...
Platforms: Windows
License: Freeware | Size: 5.32 MB | Download (447): Mindjongg Download |
ZeroTracks™ is another high-end security and privacy tool from INVISICOM, INC., the creators of StealthDisk™ - the world leading data security software solution. ZeroTracks™ is one of the most advanced Privacy Protection Tools on the market today. It is a must-have tool for anyone who is...
Platforms: Windows
License: Freeware | Size: 679 KB | Download (646): ZeroTracks Download |