Oleg Komarov
自 2009 起处于活动状态
Followers: 0 Following: 0
PhD in Financial Economics at Imperial College London.
Professional Interests: asset management, big data, systematic trading strategies, financial modelling
Feeds
已提交
okomarov/metastockread
Read metastock files (master, emaster, xmaster and .dat/.mwd)
6 years 前 | 1 次下载 |
已提交
okomarov/tableutils
Fixes some methods of the table() class and extends it with additional features
7 years 前 | 1 次下载 |
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okomarov/passfield
Password dialog and masked edit box uicontrol for passwords
7 years 前 | 1 次下载 |
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okomarov/importFrenchData
Download data from Kenneth French Data Library, e.g. Fama and French factors
8 years 前 | 2 次下载 |
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okomarov/ismemberb
Ismember with reduced memory footprint through block processing
8 years 前 | 1 次下载 |
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Programmatically scroll Variables Editor
Opens a variable in the Variables Editor (grabs focus if open) and scrolls to position.
10 years 前 | 3 次下载 |
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FINDSEQ
Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported.
10 years 前 | 7 次下载 |
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Trim leading/trailing repeated values
Numeric vector/2D matrix. Trims leading, trailing or both sides; operates columnwise or row-wise.
10 years 前 | 2 次下载 |
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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 前 | 3 次下载 |
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regstats2
Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model.
12 years 前 | 5 次下载 |
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Set functions with multiple inputs
Intersectm, ismemberm, setdiffm, setxorm, unionm with multiple inputs. Ex: intersectm(a,b,c,…).
13 years 前 | 3 次下载 |
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WWW.RANDOM.ORG random integers/sequences/strings
Get true random integers, sequences or strings
14 years 前 | 3 次下载 |
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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 前 | 1 次下载 |
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MS SQL JDBC connection
Establishes JDBC connection to MS SQL Easier to use than "database(…)" NEW! Windows authentication
14 years 前 | 1 次下载 |
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Heteroskedasticity test
White, White special case and Breush-Pagan tests. Stat TB needed: regstats and chi2cdf.
14 years 前 | 5 次下载 |