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updated 1 day 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 9 days ago

Fast Translation Invariant Multiscale Image Denoising (2D, 3D, Poisson, Gaussian images) by MENG

Efficient algorithms to calculate the translation invariant operator for general multiscale approach (multiscale methods, translation invariant, cycle spinning)

Bayes_crp_denoise(x,iter)

Bayes_crp_denoise_noshift(x,beta_soln)

Bayes_crp_denoise_noshift(x,beta_soln)

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updated 9 days ago

Bayesian Multiscale Smoothing for 2-dimensional Gaussian Noised Images by MENG

It contains the functions and a demonstration file. (image processing, bayesian, multiscale)

Bayesian_CRP(obs, sigmahat_method, step, parallel)

CRP(M,dim)

Estimation(obs, tsigma, tau, M)

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updated 24 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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