Whittle Surrogate by Shawn Pethel

Generates a symbol sequence with a specified transition count. (whittles formula, markov chain, surrogate data)

trans_count(d,Order)

whittle_surrogate(f,w,u,v)

whittle_surrogate_uncond(f,w,u,v)

STEPS mobility model by Anh-Dung Nguyen

STEPS is a simple parametric model which can cover a large spectrum of human mobility patterns (human mobility, mobility model, preferential attachme...)

simulation_example(animation)

Group

wordhit by Ben Petschel

determines probabilities and expected times to produce words in a random character stream (probability, coin toss, random string)

[P,T,info]=wordhit(varargin)

Nonparametric Estimation of Regime Switching Data by Moeti Ncube

Methodology from simulated data without any modeling assumptions (markov chain, simulation, nonparametric)

[alpha,beta]=getparams(c,st)

discretesample(p, n)

markovchainmodel.m

An Example of Markov Chain and multinominal option pricing by Ying Li

One sample of the pricing of double barriers knock-in binary put option by using multinominal, Marko (finance, modeling, analysis)

MakovChain_KIBarriersDigitalPut(S0,StrikePrice,TopBarrier,B...

Multinominal_KIBarriersDigitalPut(S0,TopBarrier,BottomBarri...

output=BSBinaryPutByLogPrice(LogCurrentPrice,LogStrike,tau,...