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updated 3 months ago

GARCH,EGARCH,NAGARCH,GJR models and implicit VIX by Luis Espejo RIvas

Estimate GARCH/EGARCH/NAGARCH/GJR parameters from a time series of prices , rates and VIX value. (garch, vix, calibration)

Futures

Models

egarchmodel

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updated 1 year 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 almost 3 years ago

Fitting with MATLAB: Statistics, Optimization, and Curve Fitting by Richard Willey

Demo code and data for the "Fitting with MATLAB" webinar (poisson regression, logistic regression, orthogonal regression)

evalTumorWeight(t , p)

objFcn(p , tObs, drug)

CensoredData.m

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updated 4 years ago

Modeling Variable Annuities with MATLAB by Yi Wang

This demo shows how to price variable annuity product (Guaranteed Minimum Withdrawal Benefit) (va, variable annuities, variable annuity)

calcGMWB(tickers, holdings, startDate, endDate, aWRate, a...

createSurfaceFit(IGWBGrid, initSAGrid, costGrid)

getEquityData(Ticker, FromDate, ToDate, Period)

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updated 7 years ago

Improving an Engine Cooling Fan Using Design for Six Sigma Technique by Stuart Kozola

Demo files from MATLAB Digest Article "Improving an Engine Cooling Fan Using Design for Six Sigma Te (statistics, probability, six sigma)

coded2real(z,bounds)

Improving an Engine Cooling Fan Using Design for Six Sigm...

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