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updated 4 years ago

Modeling & Predicting stock prices with volatility analysis by Karan Mendiratta

Karan Mendiratta

Ito's Lemma, Heteroskedasticity (GARCH) model, Brownian Motion (finance, mathematics)


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updated 1 year ago

Monte Carlo example of the Multi-Factor coupled Commodity Forward curves Simulator by Ahmos Sansom

Ahmos Sansom

Implementation of the Multi-Factor multi commodity forward curve simulator (finance, mathematics, optimization)

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updated 2 years ago

Matrix Decomposition by Aleksander


Positive definite correlation matrix based on spectral decomposition. Now both for .m, C and Mex (cholesky, decomposition, correlation matrix)


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updated 2 months 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)


Estimation(obs, tsigma, tau, M)

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updated 3 months ago

Symbolic Derivatives for Econometric Tests by Alan Weiss

Alan Weiss

How to calculate derivatives required by Econometric Toolbox tests via Symbolic Math Toolbox (symbolic, econometrics, jacobian)


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