Oleg Komarov
Followers: 0 Following: 0
PhD in Financial Economics at Imperial College London.
Professional Interests: asset management, big data, systematic trading strategies, financial modelling
Statistics
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37 Questions
1,021 Answers
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23 Files
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Feeds
Submitted
okomarov/metastockread
Read metastock files (master, emaster, xmaster and .dat/.mwd)
6 years ago | 1 download |
Submitted
okomarov/TidyCode
Improve readability of your code and keep it tidy
6 years ago | 1 download |
Submitted
okomarov/tableutils
Fixes some methods of the table() class and extends it with additional features
7 years ago | 1 download |
Submitted
okomarov/passfield
Password dialog and masked edit box uicontrol for passwords
7 years ago | 1 download |
Submitted
okomarov/clusterreg
OLS regression with clustered standard errors
7 years ago | 1 download |
Submitted
okomarov/getSubclasses
List subclasses and their dependency graph
8 years ago | 1 download |
Submitted
okomarov/importFrenchData
Download data from Kenneth French Data Library, e.g. Fama and French factors
8 years ago | 2 downloads |
Submitted
okomarov/ismemberb
Ismember with reduced memory footprint through block processing
8 years ago | 1 download |
Submitted
Programmatically scroll Variables Editor
Opens a variable in the Variables Editor (grabs focus if open) and scrolls to position.
10 years ago | 3 downloads |
Submitted
FINDSEQ
Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported.
10 years ago | 7 downloads |
Submitted
Trim leading/trailing repeated values
Numeric vector/2D matrix. Trims leading, trailing or both sides; operates columnwise or row-wise.
10 years ago | 2 downloads |
Submitted
Forecasting the FTSE 100 with high-frequency data: A comparison of realized measures
My dissertation for the MSc in Finance & Economics from Warwick Business School
12 years ago | 3 downloads |
Submitted
regstats2
Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model.
12 years ago | 5 downloads |
Submitted
Set functions with multiple inputs
Intersectm, ismemberm, setdiffm, setxorm, unionm with multiple inputs. Ex: intersectm(a,b,c,…).
13 years ago | 3 downloads |
Submitted
WWW.RANDOM.ORG random integers/sequences/strings
Get true random integers, sequences or strings
14 years ago | 3 downloads |
Submitted
Display ws variables size in KB, MB or GB
Displays with appropriate unit of data storage. Sorting by size/name (non c.sensitive) is supported.
14 years ago | 1 download |
Submitted
Pivot/unPivot
Group a flat dataset into pivot table and unpivot it back
14 years ago | 3 downloads |
Submitted
MS SQL JDBC connection
Establishes JDBC connection to MS SQL Easier to use than "database(…)" NEW! Windows authentication
14 years ago | 1 download |
Submitted
Heteroskedasticity test
White, White special case and Breush-Pagan tests. Stat TB needed: regstats and chi2cdf.
14 years ago | 9 downloads |