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| 01 Jul 2009 |
PADCAT
concatenate vectors with different lengths by padding with NaN (v1.2, oct 2011)
Author: Jos (10584)
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| Files Matching Laurence's Watch List |
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| 17 Aug 2011 |
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MS_Regress - A Package for Markov Regime Switching Models in Matlab Functions to Estimate, Simulate and Forecast Markov Regime Switching Models in Matlab
Author: Marcelo Perlin |
markov switching, econometrics, analysis, optimization, statistics, finance |
262 |
92 |
4.5 |
32 ratings
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| 10 Sep 2010 |
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Classical Pairs Trading Using MatLab Performs the classical pairs trading strategy with user defined parameters
Author: Marcelo Perlin |
pairs trading, quantitative strategy, finance, analysis, financial modelling, modeling |
134 |
22 |
4.7 |
9 ratings
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| 22 May 2009 |
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Estimation and Simulation of ACD models in MatLab Functions and Scripts for Simulation and Estimation of ACD models
Author: Marcelo Perlin |
acd models, finance, analysis, modeling, financial econometric..., duration |
21 |
3 |
5.0 |
3 ratings
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| 10 May 2009 |
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Get Trading Data, from Yahoo, in your Matlab Workpace (or Excel) This package provides scripts and functions for downloading trading data from Yahoo server.
Author: Marcelo Perlin |
database, yahoo, data import, trading data, stocks, statistics |
48 |
8 |
5.0 |
2 ratings
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| 09 Sep 2008 |
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Estimation and Simulation of State Space (Kalman Filter) Models with Matlab Functions and Scripts for Simulation and Estimation of State Space models
Author: Marcelo Perlin |
kalman filter, state space, analysis, finance, modeling, econometrics |
46 |
4 |
1.7 |
3 ratings
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