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Oleg Komarov


Active since 2009

Followers: 2   Following: 0

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PhD in Financial Economics at Imperial College London.
Professional Interests: asset management, big data, systematic trading strategies, financial modelling

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MATLAB Answers

37 Questions
1,021 Answers

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86 Solutions

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37 Questions
1,021 Answers

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23 Files

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86 Solutions

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Submitted


okomarov/ginicoeff
A measure of statistical dispersion

8 years ago | 1 download |

5.0 / 5
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okomarov/metastockread
Read metastock files (master, emaster, xmaster and .dat/.mwd)

8 years ago | 1 download |

4.6 / 5
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Submitted


okomarov/TidyCode
Improve readability of your code and keep it tidy

8 years ago | 1 download |

5.0 / 5
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Submitted


okomarov/tableutils
Fixes some methods of the table() class and extends it with additional features

8 years ago | 1 download |

0.0 / 5

Submitted


okomarov/wrds
Matlab API to WRDS and SAS data sets

8 years ago | 1 download |

4.0 / 5
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Submitted


okomarov/schemaball
Plot correlation matrix as a schemaball

9 years ago | 1 download |

5.0 / 5
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Submitted


okomarov/passfield
Password dialog and masked edit box uicontrol for passwords

9 years ago | 2 downloads |

4.0 / 5
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Submitted


okomarov/clusterreg
OLS regression with clustered standard errors

9 years ago | 1 download |

0.0 / 5

Submitted


okomarov/getSubclasses
List subclasses and their dependency graph

9 years ago | 1 download |

0.0 / 5
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Submitted


okomarov/importFrenchData
Download data from Kenneth French Data Library, e.g. Fama and French factors

10 years ago | 1 download |

5.0 / 5
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Submitted


nanfillts
Fill consecutive NaNs with last available value

10 years ago | 1 download |

0.0 / 5
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Submitted


okomarov/ismemberb
Ismember with reduced memory footprint through block processing

10 years ago | 1 download |

0.0 / 5
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Submitted


Programmatically scroll Variables Editor
Opens a variable in the Variables Editor (grabs focus if open) and scrolls to position.

11 years ago | 1 download |

4.8 / 5
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Submitted


FINDSEQ
Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported.

12 years ago | 2 downloads |

5.0 / 5
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Submitted


Trim leading/trailing repeated values
Numeric vector/2D matrix. Trims leading, trailing or both sides; operates columnwise or row-wise.

12 years ago | 1 download |

0.0 / 5
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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

13 years ago | 1 download |

5.0 / 5

Submitted


regstats2
Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model.

14 years ago | 3 downloads |

5.0 / 5
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Submitted


Set functions with multiple inputs
Intersectm, ismemberm, setdiffm, setxorm, unionm with multiple inputs. Ex: intersectm(a,b,c,…).

15 years ago | 1 download |

5.0 / 5
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Submitted


WWW.RANDOM.ORG random integers/sequences/strings
Get true random integers, sequences or strings

15 years ago | 1 download |

4.0 / 5
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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.

15 years ago | 2 downloads |

4.8 / 5
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Submitted


Pivot/unPivot
Group a flat dataset into pivot table and unpivot it back

15 years ago | 1 download |

4.33333 / 5
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Submitted


MS SQL JDBC connection
Establishes JDBC connection to MS SQL Easier to use than "database(…)" NEW! Windows authentication

16 years ago | 1 download |

0.0 / 5
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Submitted


Heteroskedasticity test
White, White special case and Breush-Pagan tests. Stat TB needed: regstats and chi2cdf.

16 years ago | 3 downloads |

4.5 / 5