Rank: 390 based on 172 downloads (last 30 days) and 12 files submitted
photo

Oleg Komarov

E-mail
Company/University
Imperial College Business School

Personal Profile:

PhD student in Finance at IC Business School

Professional Interests:

 

Watch this Author's files

 

Files Posted by Oleg View all
Updated   File Tags Downloads
(last 30 days)
Comments Rating
01 Oct 2011 Forecasting the FTSE 100 with high-frequency data: A comparison of realized measures My dissertation for the MSc in Finance & Economics from Warwick Business School Author: Oleg Komarov dissertation, fex, finance, ftse, high frequency, realized 17 0
01 Oct 2011 Screenshot regstats2 Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model. Author: Oleg Komarov error, regstats, statistics, stats, heteroskedasticity, robust 44 10
03 Aug 2011 Screenshot Metastockread Read metastock files (master, emaster, xmaster and .dat/.mwd) Author: Oleg Komarov metastock, finance, import, read, series, binary 13 7
  • 4.5
4.5 | 2 ratings
30 Aug 2010 Screenshot FINDSEQ Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported. Author: Oleg Komarov sequence, repeated, consecutive, adjacent, find, chunks 9 5
  • 5.0
5.0 | 4 ratings
06 Aug 2010 Published MATLAB Files Set functions with multiple inputs Intersectm, ismemberm, setdiffm, setxorm, unionm with multiple inputs. Ex: intersectm(a,b,c,…). Author: Oleg Komarov intersect, ismember, setdiff, setxor, union, multiple 10 1
  • 5.0
5.0 | 1 rating
Comments and Ratings by Oleg View all
Updated File Comments Rating
05 Sep 2011 Multiple-Colon multiple colon-intervals Author: Bruno Luong

Sorry I didn't specify that I am using mcolon_MatlabBased.m.

The issue doesn't exist in the mex version.

05 Sep 2011 Multiple-Colon multiple colon-intervals Author: Bruno Luong

Issue or expected behaviour?

% dates contains MATLAB serial dates
% column 1 --> i1
% column 2 --> i2

dates = [731583.333361354, 731583.687342535
         731584.333522199, 731584.687342755
         731587.333360232, 731587.687342465
         731588.333364942, 731588.687341123
         731589.333520081, 731589.687344711
         731590.333361007, 731590.687345613
         731591.333359861, 731591.687343831
         731594.333363900, 731594.687342072];

% d is 1 second step (60s*60m*24h = 86400s)
d = 1/86400;

% 'tol' is slightly less than a millisecond
tol = 1/(86400*1000)-eps;

% Consider one period
n = 1;
issorted(mcolon(dates(n,1), d, dates(n,2),'tol',tol)) % 1

% Consider 8 periods
n = 1:8;
issorted(mcolon(dates(n,1), d, dates(n,2),'tol',tol)) % 0

27 Aug 2011 Intelligent Dynamic Date Ticks Create plots with date-friendly data cursors and smart date ticks that scale with zooming & panning. Author: Ameya Deoras

I suggest to change the name to something like:

datetickDynamic

This way when I don't remember which dateticks were the "adaptive" ones I just have to write datetick and tab.

I have other datetickSOMETHING function and couldn't find immediately yours.

03 Aug 2011 rude: a pedestrian run-length decoder-encoder Run-length- decodes or encodes any ML datatype. Author: us

A milestone.

03 Aug 2011 subarray Extracts a subarray from an array. Useful for function outputs. Author: Peter Mao

You don't have to eval it:

a = 1:10;
a(':')

The other case '9:end' could be handled w/o eval.

Comments and Ratings on Oleg's Files View all
Updated File Comment by Comments Rating
13 Jul 2011 FINDSEQ Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported. Author: Oleg Komarov Stefan
17 Jun 2011 Set functions with multiple inputs Intersectm, ismemberm, setdiffm, setxorm, unionm with multiple inputs. Ex: intersectm(a,b,c,…). Author: Oleg Komarov LI

really nice work. It's amazing. Hopefully it can be faster in the future.

31 May 2011 Pivot/unPivot Group a flat dataset into pivot table and unpivot it back Author: Oleg Komarov Weber, Christian
01 May 2011 regstats2 Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model. Author: Oleg Komarov Komarov, Oleg

@Fernando:
edit regstats2 >> on line 515 you can change "L = round(4*(nobs/100)^(2/9));"

Regards

04 Apr 2011 regstats2 Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model. Author: Oleg Komarov Duarte, Fernando

Dear Oleg, thanks for your code, it's great. I have a question, how can I change the lags for the HAC estimator? What's the default?

Thanks a lot and keep up the good work,
Fernando

Top Tags Applied by Oleg
finance, consecutive, heteroskedasticity, repeated, sequence
Files Tagged by Oleg View all
Updated   File Tags Downloads
(last 30 days)
Comments Rating
01 Oct 2011 Forecasting the FTSE 100 with high-frequency data: A comparison of realized measures My dissertation for the MSc in Finance & Economics from Warwick Business School Author: Oleg Komarov dissertation, fex, finance, ftse, high frequency, realized 17 0
01 Oct 2011 Screenshot regstats2 Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model. Author: Oleg Komarov error, regstats, statistics, stats, heteroskedasticity, robust 44 10
03 Aug 2011 Screenshot Metastockread Read metastock files (master, emaster, xmaster and .dat/.mwd) Author: Oleg Komarov metastock, finance, import, read, series, binary 13 7
  • 4.5
4.5 | 2 ratings
30 Aug 2010 Screenshot FINDSEQ Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported. Author: Oleg Komarov sequence, repeated, consecutive, adjacent, find, chunks 9 5
  • 5.0
5.0 | 4 ratings
06 Aug 2010 Published MATLAB Files Set functions with multiple inputs Intersectm, ismemberm, setdiffm, setxorm, unionm with multiple inputs. Ex: intersectm(a,b,c,…). Author: Oleg Komarov intersect, ismember, setdiff, setxor, union, multiple 10 1
  • 5.0
5.0 | 1 rating

Contact us at files@mathworks.com