Rank: 407 based on 187 downloads (last 30 days) and 12 files submitted
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Oleg Komarov

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Company/University
Imperial College Business School

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PhD student in Finance at IC Business School

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Files Posted by Oleg View all
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22 Mar 2012 Screenshot FINDSEQ Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported. Author: Oleg Komarov sequence, repeated, consecutive, adjacent, find, chunks 16 8
  • 5.0
5.0 | 6 ratings
05 Mar 2012 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 15 1
19 Feb 2012 Screenshot Metastockread Read metastock files (master, emaster, xmaster and .dat/.mwd) Author: Oleg Komarov metastock, finance, import, read, series, binary 16 8
  • 4.66667
4.7 | 3 ratings
01 Oct 2011 Screenshot regstats2 Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model. Author: Oleg Komarov error, newey, regstats, stats, heteroskedasticity, robust 47 13
  • 5.0
5.0 | 1 rating
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 4 1
  • 5.0
5.0 | 1 rating
Comments and Ratings by Oleg View all
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19 Aug 2012 Teaching Numerical Gradients and Hessians Simple, well-commented Matlab code to demonstrate how to take numerical derivatives and Hessians. Author: Brendan Wood

I like this submission but as Leo pointed out an illustrative script would complete the submission.

Also, I would use in that case an anonymous function.
05 Aug 2012 inpaint_nans Interpolates (& extrapolates) NaN elements in a 2d array. Author: John D'Errico

A=[14.0985; 2.5852; NaN];

inpaint_nans(A,2)

Subscript indices must either be real positive integers or logicals.
Error in inpaint_nans (line 239)
fda(nm,[nm,nm-1,nm-n])=[-2 1 1];

If I supply A as a row vector works fine.
05 Jun 2012 dispn(X,N) == displays matrix X to N digits of precision DISPN(X,N) displays matrix X to N digits of precision. Author: Brenden Epps

Which part of the one-liner in http://www.mathworks.com/matlabcentral/answers/40351-help-displaying-a-formatted-matrix-to-the-command-window you didn't like?
07 Apr 2012 % MATLAB Comment Stripping Toolbox A small collection of utilities for stripping MATLAB comments from strings and files. Author: Peter J. Acklam

Ideal for matlab contests...
06 Apr 2012 Matlab Icon for Linux (with Transparency) A nice icon to use as Matlab start button in Linux. Author: Georg Stillfried

Good Idea.
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22 Apr 2013 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 Mirko

Oleg, the code is relativ complex. If you want People to have a look and to understand - it would help to add a small Piece of data (e.g. with 2 or 3 entries). This should help to see how the data to input is structureh and how the whole thing works. Regards Mirko
27 Nov 2012 Heteroskedasticity test White, White special case and Breush-Pagan tests. Stat TB needed: regstats and chi2cdf. Author: Oleg Komarov Sá, Sara

What the pval means? How do i know if there is heteroscedasticity or not?
11 Oct 2012 regstats2 Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model. Author: Oleg Komarov YU, ZENG

GOODL
27 Jun 2012 Heteroskedasticity test White, White special case and Breush-Pagan tests. Stat TB needed: regstats and chi2cdf. Author: Oleg Komarov Kyle

Thanks for the submission, I really like it!

Due to changes in Matlab there is one small caveat: in Matlab 2007 you could use a matrix of regressors with a constant column in it. This has changed since, in Matlab 2010a (possibly earlier ), you are prohibited to use a constant col in the 'regstats' function, this in the 'TESTHET', otherwise you get all NaNs for every metric that matters. However, you are still advised to add a constant col to regressors in the 'regress' function.
Obviously, this inconsistency is Mathworks' fault, not the author's, so five stars.

(Although it would be nice to implement a check on constant columns to alleviate this problem.)
21 Mar 2012 FINDSEQ Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported. Author: Oleg Komarov Komarov, Oleg

@Herbert,
thanks for pointing that out, I will try to check if this fix can be generalized to N-D arrays, otherwise I will rewrite the engine to basically allow for a FIND function that works in the direction specified by DIM other than along the rows only (DIM=1).
Top Tags Applied by Oleg
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finance, consecutive, heteroskedasticity, repeated, sequence
Files Tagged by Oleg View all
  • 1 - 5 of
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Updated   File Tags Downloads
(last 30 days) 		Comments Rating
22 Mar 2012 Screenshot FINDSEQ Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported. Author: Oleg Komarov sequence, repeated, consecutive, adjacent, find, chunks 16 8
  • 5.0
5.0 | 6 ratings
05 Mar 2012 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 15 1
19 Feb 2012 Screenshot Metastockread Read metastock files (master, emaster, xmaster and .dat/.mwd) Author: Oleg Komarov metastock, finance, import, read, series, binary 16 8
  • 4.66667
4.7 | 3 ratings
01 Oct 2011 Screenshot regstats2 Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model. Author: Oleg Komarov error, newey, regstats, stats, heteroskedasticity, robust 47 13
  • 5.0
5.0 | 1 rating
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 4 1
  • 5.0
5.0 | 1 rating

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