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updated 2 years ago

Price call and put options using Constant Elasticy of Variance model by Hanan Kavitz

Hanan Kavitz (view profile)

An alternative to using Black and Scholes model is using Constant Elasticity of Variance model. (financial models, black and shcoules, constant elasticity m...)

[call,put]=constantElasticity(S,K,r,T,sigma,q,alpha)

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updated 2 years ago

Black and Shcoles calculator by Hanan Kavitz

Hanan Kavitz (view profile)

Graphical Black and Shcoles calculator for visualizing different sensetives (bls, black and shcoles, gui)

blscalculator(varargin)

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updated 2 years ago

Genetic Packman by Hanan Kavitz

Hanan Kavitz (view profile)

A simple demonstration of Genetic Algorithm using all times favorite game. (optimization, global optimization, genetic algorithm)

[x,fval,exitFlag]=geneticPackman(cubeSize,numOfMoves,pack...

mutate_permutation(parents ,options,NVARS, ...

val=greedyPackman(field,numOfSteps)

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updated 2 years ago

Credit Scoring demo by Hanan Kavitz

Hanan Kavitz (view profile)

This is a demo that uses boosting to do credit scoring of German customers. (statistics, boosting, classification)

creditRatingGui(varargin)

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updated almost 3 years ago

Image reconstruction by Hanan Kavitz

Hanan Kavitz (view profile)

The purpose of this demo is to reconstruct a simple picture of several polygons. (genetic algorithm, global optimization, image reconstruction)

imageBuilding

[state,options,optchanged]=drawBestSolution(options,state...

mygaplotbestf(options,state,flag)

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updated 3 years ago

Knapsack problem by Hanan Kavitz

Hanan Kavitz (view profile)

A well known combinatorial problem (knapsack problem, optimization, linear programming)

knapsackGA

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updated 3 years ago

Heap by Hanan Kavitz

Hanan Kavitz (view profile)

heap data type (heap, datatype, oop)

Heap

heapDriver.m

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updated 3 years ago

queue and stack classes by Hanan Kavitz

Hanan Kavitz (view profile)

Implementation of doubly linked list, stack and queue (queue, stack, doubly linked list)

DoublyLinkedList

Node

Queue

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updated 3 years ago

stable matching by Hanan Kavitz

Hanan Kavitz (view profile)

Straightforward implementation of Gale-Shapley "stable marriage" algorithm. (stable marriage, galeshapley, stable matching)

match=stableMatching(mPref,wPref)

stableMatchingDriver.m

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updated almost 4 years ago

Red Black Tree by Hanan Kavitz

Hanan Kavitz (view profile)

Matlab implementation of RedBlack tree (redblack tree, red black tree, algorithm)

Nodes.ColoredNode

Nodes.Colors

Nodes.FullNode

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