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| Date | File | Tags |
Downloads (last 30 days) |
Comments | Ratings | |
| 01 Apr 2009 |
|
Order book simulation (a naive artificial stock market) | 168 | 0 | ||
| 29 Mar 2009 |
|
The Object of My Callback (object references with Matlab timers) | 103 | 0 | ||
| 23 Mar 2009 |
|
Scrolling display (price/volume chart) | 135 | 0 | ||
| 18 Mar 2009 |
|
Queue (A simple implementation) | 127 | 2 | ||
| 27 Aug 2008 |
|
Merge matrices (in a SQL equijoin) | 153 | 1 | ||
| 27 Aug 2008 |
|
Merge dataset arrays (in a SQL equijoin) | 102 | 0 | ||
| 25 Aug 2008 |
|
Use a hash table (Java class wrapper) | 122 | 1 | ||
| 11 Aug 2008 | Find repeated m-file names (in a directory tree) | 84 | 2 | |||
| 04 Aug 2008 |
|
Reshape a matrix (pivot and unpivot) | 115 | 0 | ||
| 25 Jul 2008 |
|
Find 'orphaned' m-files (in a directory tree) | 88 | 1 | ||
| 18 Jul 2008 |
|
Collate m-files (in a directory tree) | 98 | 0 | ||
| 05 May 2008 |
|
Extract text from a PDF document (if you are lucky) | 121 | 2 | ||
| 22 Feb 2008 |
|
A non-engineer tinkers with Simulink (and has got models to prove it! :)) | 102 | 1 | ||
| 20 Feb 2008 |
|
A baby trading system (No, we don't trade babies!) | 141 | 0 | ||
| 29 Jan 2008 |
|
Visualize dynamic hedging (via an interactive GUI) | 117 | 2 | ||
| 22 Jan 2008 |
|
Tinker with Excel Link (a one-page cheat sheet) | 155 | 0 | ||
| 01 Jan 2008 |
|
Evaluate Nelson-Siegel function (or fit one to a yield curve) | 161 | 3 | ||
| 26 Dec 2007 |
|
Devise a bond maturity strategy (via an interactive GUI) | 103 | 0 | ||
| 13 Dec 2007 |
|
Simulate a Hawkes process (and visualize it) | 86 | 1 | ||
| 06 Dec 2007 |
|
Access a MySQL database (with mym.m) | 131 | 0 | ||
| 28 Nov 2007 |
|
A week on File Exchange (reduced to download statistics) | 135 | 0 | ||
| 26 Nov 2007 |
|
Analyze FEX download data (with the aid of MySQL) | 102 | 2 | ||
| 05 Nov 2007 |
|
Visualize payoffs of an option strategy (via an interactive GUI) | 114 | 0 | ||
| 17 Oct 2007 |
|
Simulate a Cox-Ingersoll-Ross process (Exact algorithm) | 165 | 1 | ||
| 17 Oct 2007 |
|
Model a mortgage-backed security (Application of CFEVAL) | 122 | 0 | ||
| 17 Oct 2007 |
|
Evaluate debt instrument's cash flows (given their symbolic definition) | 135 | 3 | ||
| 16 Oct 2007 |
|
Visualize sparsity pattern (SPY in style) | 77 | 3 | ||
| 15 Oct 2007 |
|
Mean-variance portfolio optimization using GA and PATTERNSEARCH (A not-too-serious experiment / code sample) | 194 | 2 | ||
| 28 Sep 2007 |
|
Import data from SAS (via Excel; with SAS/ACCESS and ActiveX Automation Server) | 129 | 3 | ||
| 24 Sep 2007 |
|
Compute PSA-benchmarked prepayment metrics (CPR and SMM) | 93 | 0 | ||
| 10 Aug 2007 |
|
Check your FEX author rank Display and record your FEX statistics | 94 | 4 | ||
| 06 Aug 2007 |
|
Retrieve online content with Matlab (and store it in MySQL) | 94 | 0 | ||
| 06 Aug 2007 |
|
Export data to SAS (via Excel; with SAS/ACCESS and ActiveX Automation Server) | 138 | 2 | ||
| 13 Jul 2007 |
|
The Twain Shall Meet: Facilitating Data Exchange between SAS and Matlab (via MySQL) | 249 | 1 | ||
| 12 Jul 2007 |
|
Plot a univariate histogram (a little easier than with HIST) | 94 | 0 | ||
| 12 Jul 2007 |
|
Plot a 'grouped' univariate histogram (Subsample histograms, stacked) | 114 | 1 | ||
| 10 Jul 2007 | Find base-b expansion of an integer (Cf. DEC2BASE) | 141 | 0 | |||
| 21 Jun 2007 | Generate a Faure sequence (perhaps while learning QMC) | 92 | 1 | |||
| 20 Jun 2007 | Generate a Van der Corput sequence (perhaps while learning QMC) | 122 | 2 | |||
| 23 Apr 2007 |
|
Winsorize data (using PRCTILE) | 138 | 2 | ||
| 16 Apr 2007 |
|
Jackknife a statistic (Extension of JACKKNIFE) | 91 | 0 | ||
| 16 Apr 2007 |
|
Bootstrap prediction error rate (Application of BSTRAP) | 137 | 1 | ||
| 16 Apr 2007 |
|
Bootstrap a statistic (Extension of BOOTSTRP) | 124 | 0 | ||
| 26 Mar 2007 |
|
Perform Page test (Non-parametric test of trend) | 108 | 0 | ||
| 26 Mar 2007 |
|
Permute a grouped vector (Extension of RANDPERM) | 99 | 0 | ||
| 26 Mar 2007 |
|
Bootstrap a statistic in a grouped sample (Extension of BOOTSTRP) | 111 | 3 | ||
| 22 Aug 2006 |
|
A Powerful Sidekick: Using MySQL for High-Volume Data Manipulation in Matlab (How MySQL can benefit a Matlab user) | 287 | 2 | ||
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