Order book simulation by Dimitri Shvorob

(a naive artificial stock market) (order book exchange c...)

CharKeyHashtable

DataVendor

Exchange

The Object of My Callback by Dimitri Shvorob

(object references with Matlab timers) (timer callback object..., oop)

CharKeyHashtable

Widget

CallbackDemo.m

Queue by Dimitri Shvorob

(A simple implementation) (queue priority collec...)

BlueWidget

PQueue

Queue

Merge matrices by Dimitri Shvorob

(in a SQL equijoin) (sql, join, matrices)

joinmat(x,y,type)

Merge dataset arrays by Dimitri Shvorob

(in a SQL equijoin) (dataset, sql, join)

joindst(x,y,type,varargin)

Use a hash table by Dimitri Shvorob

(Java class wrapper) (hash, structures, cell arrays)

Hashtable

Find repeated m-file names by Dimitri Shvorob

(in a directory tree) (path, directories, files)

namesakes(path)

Reshape a matrix by Dimitri Shvorob

(pivot and unpivot) (matrices, long, tall)

tall2wide(a,r,c)

wide2tall(A,varargin)

Find 'orphaned' m-files by Dimitri Shvorob

(in a directory tree) (depfun, orphan, files)

orphans(varargin)

Collate m-files by Dimitri Shvorob

(in a directory tree) (path, directories, files)

collate(path,file)

Extract text from a PDF document by Dimitri Shvorob

(if you are lucky) (extract text, data export, pdf parse)

pdfParseDemo.m

A non-engineer tinkers with Simulink by Dimitri Shvorob

(and has got models to prove it! :)) (simulation, simulink sample examp..., potw)

Model1

Model2

Model3

A baby trading system by Dimitri Shvorob

(No, we don't trade babies!) (finance, modeling, analysis)

tradebot

Visualize dynamic hedging by Dimitri Shvorob

(via an interactive GUI) (hedgedemo, gui, analysis)

blscallprice(S,K,r,t,sigma)

blsputprice(S,K,r,t,sigma)

hedgedemo

Tinker with Excel Link by Dimitri Shvorob

(a one-page cheat sheet) (whitepaper, article, paper)

Evaluate Nelson-Siegel function by Dimitri Shvorob

(or fit one to a yield curve) (nelson siegel svensso..., analysis, modeling)

nelsonfit(x,y)

nelsonfun(x,par)

nelsondemo.m

Devise a bond maturity strategy by Dimitri Shvorob

(via an interactive GUI) (finance, modeling, analysis)

bondito

Simulate a Hawkes process by Dimitri Shvorob

(and visualize it) (hawkes intensity poin..., probability, statistics)

HAWKESDEMO: Simulate and visualize a Hawkes process

inthawkesm(m,t,H,par)

showhawkesm(m,t,H,par)

Access a MySQL database by Dimitri Shvorob

(with mym.m) (wrapper, mysql, mysql mym database)

MYDEMO: Demonstrate usage of mym utilities

dbadd(dbname)

dbcurr

A week on File Exchange by Dimitri Shvorob

(reduced to download statistics) (fex, statistics, file exchange)

Analyze FEX download data by Dimitri Shvorob

(with the aid of MySQL) (gallery, sql database, mysql)

prepplot(t,x)

examineDownloadData.m

Visualize payoffs of an option strategy by Dimitri Shvorob

(via an interactive GUI) (option forward spread..., analysis, modeling)

butterfly

Simulate a Cox-Ingersoll-Ross process by Dimitri Shvorob

(Exact algorithm) (cox ingersoll ross ci..., analysis, modeling)

CIRPATHDEMO

cirpath(t,a,b,s,r0)

Model a mortgage-backed security by Dimitri Shvorob

(Application of CFEVAL) (finance, modeling, analysis)

CFEVALDEMO2

Evaluate debt instrument's cash flows by Dimitri Shvorob

(given their symbolic definition) (finance, modeling, analysis)

CFEVALDEMO1

cfeval(pofun,cpfun,psfun,ppfun,varargin)

Visualize sparsity pattern by Dimitri Shvorob

(SPY in style) (specialized, plotting, spy)

SPYDEMO

Mean-variance portfolio optimization using GA and PATTERNSEARCH by Dimitri Shvorob

(A not-too-serious experiment / code sample) (finance, analysis, modeling)

Mean-variance portfolio optimization using GA and PATTERNSE...

util(Wts)

Import data from SAS by Dimitri Shvorob

(via Excel; with SAS/ACCESS and ActiveX Automation Server) (data import, sas, import data)

SASREADDEMO

sasread(sasfile,xlsfile)

Compute PSA-benchmarked prepayment metrics by Dimitri Shvorob

(CPR and SMM) (analysis, cpr, finance)

cprpsa(month,psa)

mgpmt(r,m)

smmpsa(month,psa)

Check your FEX author rank by Dimitri Shvorob

Display and record your FEX statistics (silly, time, waste)

vanity

Retrieve online content with Matlab by Dimitri Shvorob

(and store it in MySQL) (matlab mysql web, data export, data import)

Online text retrieval and storage with Matlab and MySQL

Export data to SAS by Dimitri Shvorob

(via Excel; with SAS/ACCESS and ActiveX Automation Server) (data export, sas, export)

SASWRITE

saswrite(array,sasfile,xlsfile,varargin)

The Twain Shall Meet: Facilitating Data Exchange between SAS and Matlab by Dimitri Shvorob

(via MySQL) (whitepaper, article, paper)

Plot a univariate histogram by Dimitri Shvorob

(a little easier than with HIST) (data exploration, histogram, hist)

histfdemo

histf(x,varargin)

Plot a 'grouped' univariate histogram by Dimitri Shvorob

(Subsample histograms, stacked) (data, graphical, grouped)

histgdemo

histg(x,c,varargin)

Find base-b expansion of an integer by Dimitri Shvorob

(Cf. DEC2BASE) (base, expand, expansion)

basexp(k,b)

Generate a Faure sequence by Dimitri Shvorob

(perhaps while learning QMC) (faure monte carlo, generate, qmc)

faure(k,d,b)

Generate a Van der Corput sequence by Dimitri Shvorob

(perhaps while learning QMC) (qmc, elements, monte carlo)

vdcorput(k,b)

Winsorize data by Dimitri Shvorob

(using PRCTILE) (winsorize, data, statistics)

winsor(x,p)

Jackknife a statistic by Dimitri Shvorob

(Extension of JACKKNIFE) (statistics, probability, jackknife leaveoneout...)

jknifedemo

jknife(fun,x,varargin) %#ok

jstats(res,varargin)

Bootstrap prediction error rate by Dimitri Shvorob

(Application of BSTRAP) (statistics, probability, bootstrap resampling)

bprederr

bpredfun1(zest,zval)

bpredfun2(zest,zval)

Bootstrap a statistic by Dimitri Shvorob

(Extension of BOOTSTRP) (statistics, probability, bootstrap)

bstrapdemo

bstats(res,varargin)

bstrap(b,f,fun,x,varargin) %#ok

Perform Page test by Dimitri Shvorob

(Non-parametric test of trend) (statistics, probability, page nonparametric fr...)

mcpage(x,b)

page(x)

randperg(x,varargin)

Permute a grouped vector by Dimitri Shvorob

(Extension of RANDPERM) (matrices, permute rearrange gro...)

randperg(x,varargin)

Bootstrap a statistic in a grouped sample by Dimitri Shvorob

(Extension of BOOTSTRP) (block, bootstrap resampling, probability)

bstats(res,varargin)

bstrag(b,fun,c,x,varargin)

bstrag_demo

A Powerful Sidekick: Using MySQL for High-Volume Data Manipulation in Matlab by Dimitri Shvorob

(How MySQL can benefit a Matlab user) (mysql, article, whitepaper)