Rank: 320 based on 181 downloads (last 30 days) and 14 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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(last 30 days)
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23 Jul 2013 Screenshot Programmatically scroll Variables Editor Opens a variable in the Variables Editor (grabs focus if already op) and scrolls to given position. Author: Oleg Komarov java, variables editor, desktop, programmatic 11 0
24 Jun 2013 Screenshot Schemaball Plot correlation matrix as a schemaball Author: Oleg Komarov schemaball, correlation, plot 16 0
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 10 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 9 8
  • 4.66667
4.7 | 3 ratings
Comments and Ratings by Oleg View all
Updated File Comments Rating
01 Aug 2013 Check4updates Check4updates tracks updates of your favourite FeX packages, with GUI-selection for download. Author: Bjorn Gustavsson

There is a fundamental flaw in CheckVersion. The current .m file's date is checked against the (Updated ...). The problem is that, unless the uploader and TMW publish the file on the same day it was last changed, this tool will signal false positives. I would suggest asking TMW to provide a "last modified" field, next to each file entry to make this design flawless.

05 Jul 2013 linkdatatips Creates and maintains linked datatips in all plots as the user moves around the first plot Author: Iram Weinstein

Unfortunately, if your CData is a MxNx3 array, it won't work and the fix does not depend on this function alone.

In my case I am freezing the colors of a subplot with freezeColors. To be able to use linkdatatips, there are two workarounds:
1) Don't use freezeColor and set two different colormaps as in Example 2 in http://www.mathworks.co.uk/support/solutions/en/data/1-GNRWEH/index.html
2) If Cdata is 2D, copy it to UserData, then use freezeColor (or whatever makes it 3D), modify linkdatatips to retrieve UserData if CData is 3D.

25 Jun 2013 Intelligent Dynamic Date Ticks Create plots with date-friendly data cursors and smart date ticks that scale with zooming & panning. Author: Ameya Deoras

If I zoom in, then undo (CTRL+Z), the axis ticks are not updated.

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.

Comments and Ratings on Oleg's Files View all
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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
finance, consecutive, heteroskedasticity, repeated, sequence
Files Tagged by Oleg View all
Updated   File Tags Downloads
(last 30 days)
Comments Rating
23 Jul 2013 Screenshot Programmatically scroll Variables Editor Opens a variable in the Variables Editor (grabs focus if already op) and scrolls to given position. Author: Oleg Komarov java, variables editor, desktop, programmatic 11 0
24 Jun 2013 Screenshot Schemaball Plot correlation matrix as a schemaball Author: Oleg Komarov schemaball, correlation, plot 16 0
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 10 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 9 8
  • 4.66667
4.7 | 3 ratings

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