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Date   File Tags Downloads
(last 30 days)
Comments Ratings
10 Apr 2009 Screenshot Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci shrinkage, analysis, modeling, coherent ri, maximum likelihood, multivariate distribu... 374 13
  • 4.8
4.8 | 20 ratings
10 Apr 2009 Screenshot Estimation of Structured t-Copulas Simple recursive routine to estimate by maximum likelihood the correlation matrix and the degrees of Author: Attilio Meucci shrinkage, isotropy, analysis, modeling, structured correlatio..., estimationmaximizatio... 161 0
29 Nov 2004 Wavelets Based Denoising This program shows wavelets based denoising of audio file and arbitrary signals. Author: Sheraz Khan wavelet_denoisem, time frequency, signal, wavelets, denoising, shrinkage and thresho... 137 13
  • 4.6875
4.7 | 16 ratings
 

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