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Oleg Komarov


Active since 2009

Followers: 0   Following: 0

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PhD in Financial Economics at Imperial College London.
Professional Interests: asset management, big data, systematic trading strategies, financial modelling

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  • Scavenger Finisher
  • 12 Month Streak
  • Thankful Level 4
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  • Personal Best Downloads Level 2
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  • 5-Star Galaxy Level 5
  • GitHub Submissions Level 3
  • First Submission
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Feeds

Submitted


okomarov/ginicoeff
A measure of statistical dispersion

6 years ago | 1 download |

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okomarov/metastockread
Read metastock files (master, emaster, xmaster and .dat/.mwd)

6 years ago | 1 download |

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okomarov/TidyCode
Improve readability of your code and keep it tidy

6 years ago | 1 download |

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Submitted


okomarov/tableutils
Fixes some methods of the table() class and extends it with additional features

7 years ago | 1 download |

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okomarov/wrds
Matlab API to WRDS and SAS data sets

7 years ago | 1 download |

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okomarov/schemaball
Plot correlation matrix as a schemaball

7 years ago | 1 download |

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okomarov/passfield
Password dialog and masked edit box uicontrol for passwords

7 years ago | 1 download |

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okomarov/clusterreg
OLS regression with clustered standard errors

7 years ago | 1 download |

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okomarov/getSubclasses
List subclasses and their dependency graph

8 years ago | 1 download |

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okomarov/importFrenchData
Download data from Kenneth French Data Library, e.g. Fama and French factors

8 years ago | 2 downloads |

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Submitted


nanfillts
Fill consecutive NaNs with last available value

8 years ago | 1 download |

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okomarov/ismemberb
Ismember with reduced memory footprint through block processing

8 years ago | 1 download |

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Submitted


Programmatically scroll Variables Editor
Opens a variable in the Variables Editor (grabs focus if open) and scrolls to position.

10 years ago | 3 downloads |

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FINDSEQ
Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported.

10 years ago | 7 downloads |

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Submitted


Trim leading/trailing repeated values
Numeric vector/2D matrix. Trims leading, trailing or both sides; operates columnwise or row-wise.

10 years ago | 2 downloads |

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Submitted


Forecasting the FTSE 100 with high-frequency data: A comparison of realized measures
My dissertation for the MSc in Finance & Economics from Warwick Business School

12 years ago | 3 downloads |

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regstats2
Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model.

12 years ago | 5 downloads |

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Set functions with multiple inputs
Intersectm, ismemberm, setdiffm, setxorm, unionm with multiple inputs. Ex: intersectm(a,b,c,…).

13 years ago | 3 downloads |

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Submitted


WWW.RANDOM.ORG random integers/sequences/strings
Get true random integers, sequences or strings

14 years ago | 3 downloads |

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Submitted


Display ws variables size in KB, MB or GB
Displays with appropriate unit of data storage. Sorting by size/name (non c.sensitive) is supported.

14 years ago | 1 download |

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Submitted


Pivot/unPivot
Group a flat dataset into pivot table and unpivot it back

14 years ago | 3 downloads |

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Submitted


MS SQL JDBC connection
Establishes JDBC connection to MS SQL Easier to use than "database(…)" NEW! Windows authentication

14 years ago | 3 downloads |

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Heteroskedasticity test
White, White special case and Breush-Pagan tests. Stat TB needed: regstats and chi2cdf.

14 years ago | 8 downloads |