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18 Sep 2012 

The BellmanFordMoore Shortest Path Algorithm A simple, efficient sparse implementation of the original BellmanFordMoore Shortest Path Algorithm
Author: Derek O'Connor 
shortest paths, sparse graphs 
60 
9 
5.0 
1 rating

09 Aug 2010 

Example of Volatility Pumping This script demonstrates the phenomenon of excess growth in a constant rebalancing portfolio.
Author: Edward Grace 
finance, shannons demon, crp, portfolio, rebalance 
17 
0 

24 May 2010 

GAFFE A toolbox for solving evolutionary nonlinear PDEs This toolbox implements the well known splitstep Fourier technique for solving nonlinear PDEs.
Author: Edward Grace 
pde, fft, nonlinear, simulation, soliton, 1d 
41 
8 
5.0 
4 ratings

18 Mar 2010 

Granger Causality Test Conducts a Granger Causality test using the Bayesian Information Criterion to select lag length
Author: Chandler 
statistics, finance, granger causality, granger causality tes..., time series analysis, granger cause 
103 
6 
3.4 
5 ratings

12 Jan 2010 

Forward Viterbi Algorithm Forward Viterbi algorithm based on: http://en.wikipedia.org/wiki/Viterbi_algorithm
Author: David Conger 
viterbi algorithm, hidden markov model, dynamic programming 
58 
2 
3.0 
3 ratings

