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updated 1 hour ago

Dynamic Copula Toolbox 3.0 by Manthos Vogiatzoglou

Functions to estimate copula GARCH and copula Vine models. (copulas, toolbox, dependence)

ARMAeq(theta, data, spec)

CalcStErrors(MyFunc, theta, data, grad, hessian, spec, so...

CopulaGARCHLogL(theta,data,spec,solver)

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updated 2 days ago

GPLVM-WPHM by James Barrett

Dimensionality reduction tool for survival (time-to-event) data. (survival analysis, gplvm, dimensionality reduct...)

gw_hyp(p, initial_x, b_wc, model)

gw_initialise(gw_options, t, E, varargin)

gw_multiple_train(gw_options_multiple, q, t, E, varargin)

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updated 2 days ago

Gaussian process regression for survival data with competing risks by James Barrett

Flexible non-parametric regression tool for survival data (including competing risks) (survival analysis, time to event data, gaussian process regr...)

gpcr_f_objective(f,par,model,invK,logdet)

gpcr_hyp_objective(gpcr_options,par, model)

gpcr_initialise(X,tau,E,kernel,indepR)

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updated 22 days ago

Lithium Battery Model, Simscape Language and Simulink Design Optimization by Robyn Jackey

Multi-temperature lithium battery model using Simscape language and Simulink Design Optimization (lithium, battery, demo)

ssc_lithium_cell_2RC_ini.m

ssc_lithium_cell_1RC_ini.m

plot_estim_results.m

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updated 23 days ago

Automated Trading with MATLAB - 2012 by Stuart Kozola

Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. (x_trader, algorithmic trading, genetic programming)

Algorithmic Trading with MATLAB: Intraday trading

Algorithmic Trading with MATLAB: Moving Average Rule

Algorithmic Trading with MATLAB: Pairs trading

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updated 29 days ago

Data based modeling of nonlinear dynamic systems using System Identification Toolbox by Rajiv Singh

Perspectives on nonlinear identification using a throttle valve modeling example. (toolbox, system identification, narmax)

throttleODE(t, x, F, c, k, K, b, varargin)

throttledemo.m

dataprep.m

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