Search Results for "financial model"

Gaussian Process model for fitting deterministic simulator output. Establish efficient and reliable likelihood optimization through hybridized DIRECT-BFGS and multi-start BFGS algorithms. Programming Language: Matlab.

LDT is designed for automatic time-series analysis. Current version focuses on stationary vector autoregressive models (VAR) and the related analyses such as forecasting and Granger causality. See the following paper for an application: See http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2818213

PortOpt [Portfolio Optimizer] is a C++ program (with Python binding) implementing the Markowitz(1952) mean-variance model with agent's linear indifference curves toward risk in order to find the optimal assets portfolio under risk. You have to provide PortOpt (in text files or - if you use the api - using your own code) the variance/covariance matrix of the assets, their average returns and the agent risk preference. It returns the vector of assets' shares that composes the optimal...

This project provides a Fortran90 library and a python module for singular spectrum analyses such as PCA/EOF or MSSA. It is intended for people interested, for example, in analysing climate or financial variability.

Trad4 is a fully concurrent, thread safe, graph-based programming language that scales linearly on multiple cores. It is initially intended for deployment in the financial industry to model real-time risk.

The Sphinx project is dedicated to create common accessible environment for system dynamics simulation. This software is developed on Java 6 platform and use Java Swing GUI.

The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation and the market microstructure.

Security Officers Management and Analysis Project (SOMAP) is all about defining security management work methods and supplying Security Officers with tools to do their job more efficient and following standards easily.

A MATLAB toolbox for time series analysis using state space models. Supports fully interactive model construction with MATLAB objects and efficient Kalman filter backend implemented in c.

Software that implements the tabular method developed by Steve Keen for developing a set of differential equations to model monetary flows in economic analysis, modeling and simulation.

PlexBench is a cross-platform, web-enabled, analysis tool that is driven by a scalable backpropagation feed-forward neural network. It uses embedded Perl for scripting and is written in the style of an in-process Component Object Model (COM) C++ program.

This project will produce a formal, open source System Dynamics information model specification document to rigorously define the set of model objects, their relationships, their attributes, and the operations performed during modeling and simulation.

OPENCITI is home to the Communication Grid - Straight Through Processing (STP) - A Business Process Management (BPM) Solution based around XML technologies. BPM is a management model allowing organisations to manage processes as any other asset.

A simple ICA model for UK non life insurance

This project provides a model that represents measures as first class objects, that is, an object that encapsulates a number with its unit. Measures are polimorphic with numbers, intervals and magnitudes.

T.I.DB is a Temporal Extension to the Relational Model. It is the natural evolution of the Conditions Database (ConditionsDB), used in the ATLAS/CERN experiment. T.I.DB will support future implementations in both MySQL and Oracle, PostgreSQL and others.

Yawn: Yet Another W* Network: a java framework for developing, training and testing neural networks independently of the model and test environment.