Fast PCA for finance problems download

Source code for the paper J. Keiner and B. Waterhouse. Fast Principal Components Analysis method for finance problems with unequal time steps. In P. L'Ecuyer and A. B. Owen, editors, Monte Carlo and Quasi-Monte Carlo Methods 2008, Springer Verlag, 2010

Project Activity

See All Activity >

License

GNU General Public License version 3.0 (GPLv3)

Follow Fast PCA for finance problems

Fast PCA for finance problems Web Site

Other Useful Business Software

AI-generated apps that pass security review

Stop waiting on engineering. Build production-ready internal tools with AI—on your company data, in your cloud.

Retool lets you generate dashboards, admin panels, and workflows directly on your data. Type something like “Build me a revenue dashboard on my Stripe data” and get a working app with security, permissions, and compliance built in from day one. Whether on our cloud or self-hosted, create the internal software your team needs without compromising enterprise standards or control.

Try Retool free

Rate This Project

User Reviews

Be the first to post a review of Fast PCA for finance problems!

Additional Project Details

Languages

English

Intended Audience

Financial and Insurance Industry, Science/Research

User Interface

Command-line

Programming Language

MATLAB

Related Categories

MATLAB Mathematics Software

Registered

2009-06-22

Similar Business Software

Innoslate

SPEC Innovations’ flagship model-based systems engineering solution can help your team reduce time-to-market, cost, and risk on even some of the most complex systems. This cloud or on-premise application uses a modern web browser, with an intuitive graphical user interface. Innoslate’s full...

See Software
Dronedesk

Are you wasting hours on drone flight planning? Still using spreadsheets, doc templates, and paper checklists? If so, it's time to switch to Dronedesk, the web-based drone operations management application that makes planning safe drone flights super-efficient. Dronedesk does all the...

See Software
Altium Develop

Altium Develop is a multidisciplinary product creation platform that breaks down silos and empowers teams to design collaboratively without limits. Built on Altium Designer and Altium 365, it unifies electrical, mechanical, software, sourcing, and manufacturing teams in a shared environment....

See Software
The Asset Guardian EAM (TAG)

Meet The Asset Guardian (TAG) Mobi – Now with mobiMentor AI to Maximize Wrench Time TAG Mobi is an AI-powered EAM solution for Microsoft Dynamics 365 Business Central, now enhanced with mobiMentor AI — an agentic AI ecosystem that gives maintenance experts more wrench time by automating admin...

See Software
AvPro Software

AvPro Software is comprehensive and easy-to-use. It's perfect for Aircraft MRO, Certified Repair Station (CRS), Aircraft Operators, and parts brokers. You can track Aircraft Parts I(nventory, Work Orders, and much more. Modular in nature and specifically designed for aircraft maintenance...

See Software
Evocon

Trusted by manufacturers worldwide, Evocon is a simple and easy-to-use OEE software that helps manufacturing companies improve their production efficiency and reduce waste. The system enables automated data collection, real-time data visualization, downtime tracking, bottleneck identification,...

See Software