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updated 3 months ago

Chaos test by Ahmed Ben Saïda

A test for chaotic dynamics of a noisy time series based on the Lyapunov exponent. (bifurcation, chaos, lyapunov exponent)

chaosfn(Theta, X, L, m, q, ActiveFN)

chaostest.m

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updated 10 months ago

Estimation value at risk by using Conditional Copula-GARCH by Ali Najjar

Estimating VaR (conditional copula ga..., var, guassian copula)

varargout...

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updated 12 months ago

SCOPE: interactively tabulate SEER excel variables by Rex Cheung

This takes SEER excel column data interactively, tabulate them, write back in table format. (data import, data export, optimization)

output=xls2tabulate2xls(xlsfilename)

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updated 2 years ago

Financial Seminar Demos by Ameya Deoras

Demos commonly used at The MathWorks financial modeling seminars. (finance, modeling, portfolio var risk ma...)

PortVaRmc(nsim)

blsimpv(so,x,r,t,call,maxiter,q,tol)

blsvis(varargin)

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updated almost 4 years ago

Dynamic Copula Toolbox 2.0 by Manthos Vogiatzoglou

functions to estimates various copula models via MLE (copula vines, copula garch, gaussian copula graph...)

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updated almost 4 years ago

Mann-Kendall Modified test by Simone Fatichi

Mann-Kendall non-parametric trend test modified to account for autocorrelations. (mann kendall modified, trend test, statistics)

Mann_Kendall_Modified.m

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updated 4 years ago

Chinese Matlab Digest: Matlab Technical Bulletin by Hong Zhang

Chinese Matlab Digest is the first matlab digest published in Chinese by www.iLoveMatlab.cn (digest, matlab digest, chinese digest)

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updated almost 5 years ago

Introduction to Econometrics Toolbox by Maziar Motahari

The M-file for "Introduction to Econometrics Toolbox" webinar (econometrics, garch, timeseries)

Introduction_To_Econometrics_Toolbox_Webinar.m

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