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CCruncher is a project for quantifying portfolio credit risk using the copula approach. It is a framework consisting of two elements: a technical document that explains the theory, and a software program that implements it. CCruncher evaluates the portfolio credit risk by sampling the portfolio loss distribution and computing the Expected Loss (EL), Value at Risk (VaR) and Expected Shortfall (ES) statistics. The portfolio losses are obtained simulating the default times of obligors and...
Gavrog stands for "Generation, Analysis and Visualization of Reticular Ornaments using Gavrog". It is a Java library together with a suite of interactive applications for the study of periodic net-like structures in space and their applications.
Automated trading system extracts stock quotes from Forex, MetaTrader and tries to detemine points to open/close orders. Using moving average. Implemented in Java. Future versions will use such cool stuff as data mining and artificial inteligance.
RayTracingAngel is a aplication that permit render 3D worlds using the rayTracing tecnic. (Java tecnology).
RayTracingAngel es una aplicación que permite realizar render de mundos en 3D usando la técnica de RayTracing (tecnología java).
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