Dimitri Shvorob

Active since 2016

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Submitted

Generate a Faure sequence
(perhaps while learning QMC)

8 years ago | 2 downloads |

Submitted

A Powerful Sidekick: Using MySQL for High-Volume Data Manipulation in Matlab
(How MySQL can benefit a Matlab user)

8 years ago | 2 downloads |

Submitted

Bootstrap a statistic in a grouped sample
(Extension of BOOTSTRP)

8 years ago | 1 download |

Submitted

Permute a grouped vector
(Extension of RANDPERM)

8 years ago | 1 download |

Submitted

Perform Page test
(Non-parametric test of trend)

8 years ago | 1 download |

Submitted

Bootstrap a statistic
(Extension of BOOTSTRP)

8 years ago | 2 downloads |

Submitted

Bootstrap prediction error rate
(Application of BSTRAP)

8 years ago | 1 download |

Submitted

Jackknife a statistic
(Extension of JACKKNIFE)

8 years ago | 1 download |

Submitted

Winsorize data
(using PRCTILE)

8 years ago | 5 downloads |

Submitted

Generate a Van der Corput sequence
(perhaps while learning QMC)

8 years ago | 1 download |

Submitted

Find base-b expansion of an integer
(Cf. DEC2BASE)

8 years ago | 1 download |

Submitted

Plot a 'grouped' univariate histogram
(Subsample histograms, stacked)

8 years ago | 1 download |

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Plot a univariate histogram
(a little easier than with HIST)

8 years ago | 1 download |

Submitted

The Twain Shall Meet: Facilitating Data Exchange between SAS and Matlab
(via MySQL)

8 years ago | 6 downloads |

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Export data to SAS
(via Excel; with SAS/ACCESS and ActiveX Automation Server)

8 years ago | 2 downloads |

Submitted

Retrieve online content with Matlab
(and store it in MySQL)

8 years ago | 1 download |

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Check your FEX author rank
Display and record your FEX statistics

8 years ago | 1 download |

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Compute PSA-benchmarked prepayment metrics
(CPR and SMM)

8 years ago | 1 download |

Submitted

Import data from SAS
(via Excel; with SAS/ACCESS and ActiveX Automation Server)

8 years ago | 4 downloads |

Submitted

Mean-variance portfolio optimization using GA and PATTERNSEARCH
(A not-too-serious experiment / code sample)

8 years ago | 5 downloads |

Submitted

Visualize sparsity pattern
(SPY in style)

8 years ago | 1 download |

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Evaluate debt instrument's cash flows
(given their symbolic definition)

8 years ago | 1 download |

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Model a mortgage-backed security
(Application of CFEVAL)

8 years ago | 3 downloads |

Submitted

Simulate a Cox-Ingersoll-Ross process
(Exact algorithm)

8 years ago | 1 download |

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Visualize payoffs of an option strategy
(via an interactive GUI)

8 years ago | 4 downloads |

Submitted

Analyze FEX download data
(with the aid of MySQL)

8 years ago | 2 downloads |

Submitted

A week on File Exchange
(reduced to download statistics)

8 years ago | 2 downloads |

Submitted

Access a MySQL database
(with mym.m)

8 years ago | 4 downloads |

Submitted

Simulate a Hawkes process
(and visualize it)

8 years ago | 3 downloads |

Submitted

Devise a bond maturity strategy
(via an interactive GUI)

8 years ago | 1 download |