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

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
TracePro

Combines Monte Carlo ray tracing, analysis, CAD import/export, and optimization methods with a complete and robust macro language to solve a wide variety of problems in illumination design and optical analysis. Using TracePro’s user-friendly, 3D CAD interface you can create TracePro models by...

See Software
Samadii Multiphysics

Metariver Technology Co., Ltd. is developing innovative and creative computer-aided engineering (CAE) analysis S/W based on the latest HPC technology and S/W technology including CUDA technology. We will change the paradigm of CAE technology by applying particle-based CAE technology and...

See Software

Report inappropriate content