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Date   File Tags Downloads
(last 30 days)
Comments Ratings
01 Apr 2009 Screenshot Order book simulation (a naive artificial stock market) Author: Dimitri Shvorob order book exchange c... 167 0
29 Mar 2009 Screenshot The Object of My Callback (object references with Matlab timers) Author: Dimitri Shvorob timer callback object... 103 0
23 Mar 2009 Screenshot Scrolling display (price/volume chart) Author: Dimitri Shvorob stock, listener, timer, chart, event 135 0
  • 5.0
5.0 | 1 rating
18 Mar 2009 Screenshot Queue (A simple implementation) Author: Dimitri Shvorob queue priority collec... 129 2
  • 5.0
5.0 | 2 ratings
27 Aug 2008 Screenshot Merge matrices (in a SQL equijoin) Author: Dimitri Shvorob merge, join, matrices, matrix manipiltaion, sql, utilities 153 1
  • 5.0
5.0 | 1 rating
27 Aug 2008 Screenshot Merge dataset arrays (in a SQL equijoin) Author: Dimitri Shvorob dataset, structures, merge, join, cell arrays, sql 103 0
25 Aug 2008 Screenshot Use a hash table (Java class wrapper) Author: Dimitri Shvorob hash, structures, dictionary, cell arrays, utilities 120 1
11 Aug 2008 Find repeated m-file names (in a directory tree) Author: Dimitri Shvorob directories, which, mirror, directory tree, repeat, path 84 2
04 Aug 2008 Screenshot Reshape a matrix (pivot and unpivot) Author: Dimitri Shvorob tall, wide, matrices, pivot, normalize, utilities 117 0
25 Jul 2008 Screenshot Find 'orphaned' m-files (in a directory tree) Author: Dimitri Shvorob depfun, mgrep, orphan, directories, rdir, path 89 1
18 Jul 2008 Screenshot Collate m-files (in a directory tree) Author: Dimitri Shvorob directories, merge, print listing, collate, path, concatenate 98 0
05 May 2008 Screenshot Extract text from a PDF document (if you are lucky) Author: Dimitri Shvorob adobe acrobat, data import, pdf parse, data export, extract text 120 2
  • 5.0
5.0 | 1 rating
22 Feb 2008 Screenshot A non-engineer tinkers with Simulink (and has got models to prove it! :)) Author: Dimitri Shvorob simulation, simulink sample examp... 102 1
  • 5.0
5.0 | 1 rating
20 Feb 2008 Screenshot A baby trading system (No, we don't trade babies!) Author: Dimitri Shvorob analysis, modeling, handling, storage, fi, automated trading 139 0
29 Jan 2008 Screenshot Visualize dynamic hedging (via an interactive GUI) Author: Dimitri Shvorob hedgedemo, analysis, modeling, financial modeling, gui, dynamic hedging 117 2
22 Jan 2008 Screenshot Tinker with Excel Link (a one-page cheat sheet) Author: Dimitri Shvorob white paper, cheat sheet, whitepaper, tinker, article, excel 160 0
01 Jan 2008 Screenshot Evaluate Nelson-Siegel function (or fit one to a yield curve) Author: Dimitri Shvorob nelson siegel svensso..., analysis, modeling, finance 160 3
  • 5.0
5.0 | 2 ratings
26 Dec 2007 Screenshot Devise a bond maturity strategy (via an interactive GUI) Author: Dimitri Shvorob bond yield maturity, analysis, modeling, finance 103 0
13 Dec 2007 Published M-Files Simulate a Hawkes process (and visualize it) Author: Dimitri Shvorob hawkes intensity poin..., statistics, probability 86 1
06 Dec 2007 Screenshot Access a MySQL database (with mym.m) Author: Dimitri Shvorob data import, data export, database, mysql mym database, mysql 131 0
28 Nov 2007 Screenshot A week on File Exchange (reduced to download statistics) Author: Dimitri Shvorob fex, submissions, gallery, file exchange, statistics, probability 134 0
26 Nov 2007 Screenshot Analyze FEX download data (with the aid of MySQL) Author: Dimitri Shvorob data, fex, gallery, matlab, mysql, sql database 100 2
  • 5.0
5.0 | 2 ratings
05 Nov 2007 Screenshot Visualize payoffs of an option strategy (via an interactive GUI) Author: Dimitri Shvorob analysis, modeling, option forward spread..., finance 113 0
17 Oct 2007 Published M-Files Simulate a Cox-Ingersoll-Ross process (Exact algorithm) Author: Dimitri Shvorob analysis, modeling, cox ingersoll ross ci..., finance 165 1
17 Oct 2007 Published M-Files Model a mortgage-backed security (Application of CFEVAL) Author: Dimitri Shvorob analysis, modeling, mortgage passthrough ..., finance 122 0
17 Oct 2007 Published M-Files Evaluate debt instrument's cash flows (given their symbolic definition) Author: Dimitri Shvorob structured, analysis, modeling, bond, cash, cdo 134 3
  • 5.0
5.0 | 1 rating
16 Oct 2007 Published M-Files Visualize sparsity pattern (SPY in style) Author: Dimitri Shvorob graphics, sparsity, visualize, plotting, specialized, spy 77 3
  • 5.0
5.0 | 1 rating
15 Oct 2007 Published M-Files Mean-variance portfolio optimization using GA and PATTERNSEARCH (A not-too-serious experiment / code sample) Author: Dimitri Shvorob analysis, modeling, genetic direct search, finance 196 2
  • 5.0
5.0 | 1 rating
28 Sep 2007 Published M-Files Import data from SAS (via Excel; with SAS/ACCESS and ActiveX Automation Server) Author: Dimitri Shvorob data, sas, data import, data export, import data, utilities 129 3
  • 5.0
5.0 | 2 ratings
24 Sep 2007 Screenshot Compute PSA-benchmarked prepayment metrics (CPR and SMM) Author: Dimitri Shvorob smm, analysis, modeling, benchmark, psa, financial modeling 93 0
10 Aug 2007 Screenshot Check your FEX author rank Display and record your FEX statistics Author: Dimitri Shvorob waste, miscellaneous, time, silly, utilities 94 4
  • 5.0
5.0 | 2 ratings
06 Aug 2007 Screenshot Retrieve online content with Matlab (and store it in MySQL) Author: Dimitri Shvorob matlab mysql web, data import, data export 92 0
06 Aug 2007 Published M-Files Export data to SAS (via Excel; with SAS/ACCESS and ActiveX Automation Server) Author: Dimitri Shvorob sas, data export, export, data import, data, utilities 138 2
  • 5.0
5.0 | 2 ratings
13 Jul 2007 Screenshot The Twain Shall Meet: Facilitating Data Exchange between SAS and Matlab (via MySQL) Author: Dimitri Shvorob sas, whitepaper, article, potw, whitepapers, paper 249 1
  • 5.0
5.0 | 2 ratings
12 Jul 2007 Published M-Files Plot a univariate histogram (a little easier than with HIST) Author: Dimitri Shvorob univariate, graphics, plot, histogram, graphical data, hist 94 0
12 Jul 2007 Published M-Files Plot a 'grouped' univariate histogram (Subsample histograms, stacked) Author: Dimitri Shvorob data, graphical, plot, interaction, histogram, exploration 113 1
  • 4.0
4.0 | 1 rating
10 Jul 2007 Find base-b expansion of an integer (Cf. DEC2BASE) Author: Dimitri Shvorob base, expand, integer, numeric, vector, expansion 141 0
21 Jun 2007 Generate a Faure sequence (perhaps while learning QMC) Author: Dimitri Shvorob qmc, integration, sequence, generate, faure monte carlo, quasi 92 1
20 Jun 2007 Generate a Van der Corput sequence (perhaps while learning QMC) Author: Dimitri Shvorob monte carlo, elements, corput, qmc, integration, quasi 124 2
  • 4.66667
4.7 | 3 ratings
23 Apr 2007 Screenshot Winsorize data (using PRCTILE) Author: Dimitri Shvorob winsorize, data, probability, statistics, nan, percentiles 139 2
  • 4.5
4.5 | 2 ratings
16 Apr 2007 Published M-Files Jackknife a statistic (Extension of JACKKNIFE) Author: Dimitri Shvorob statistics, probability, jackknife leaveoneout... 93 0
16 Apr 2007 Published M-Files Bootstrap prediction error rate (Application of BSTRAP) Author: Dimitri Shvorob statistics, probability, bootstrap resampling, prediction 139 1
16 Apr 2007 Published M-Files Bootstrap a statistic (Extension of BOOTSTRP) Author: Dimitri Shvorob scalar, bootstrap, extension, statistics, probability, resampling 126 0
26 Mar 2007 Screenshot Perform Page test (Non-parametric test of trend) Author: Dimitri Shvorob statistics, probability, page nonparametric fr... 108 0
26 Mar 2007 Screenshot Permute a grouped vector (Extension of RANDPERM) Author: Dimitri Shvorob permute rearrange gro..., matrices 100 0
26 Mar 2007 Screenshot Bootstrap a statistic in a grouped sample (Extension of BOOTSTRP) Author: Dimitri Shvorob statistics, probability, block, bootstrap resampling, group 111 3
  • 5.0
5.0 | 1 rating
22 Aug 2006 Screenshot A Powerful Sidekick: Using MySQL for High-Volume Data Manipulation in Matlab (How MySQL can benefit a Matlab user) Author: Dimitri Shvorob mysql, whitepapers, articles, article, whitepaper, paper 290 2
  • 4.75
4.8 | 4 ratings
 

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