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

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Company/University
Imperial College Business School

Personal Profile:

PhD student in Finance at IC Business School

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Files Posted by Oleg View all
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(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
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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
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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
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finance, consecutive, heteroskedasticity, repeated, sequence
Files Tagged by Oleg View all
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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

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