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| 18 Sep 2012 |
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The Bellman-Ford-Moore Shortest Path Algorithm A simple, efficient sparse implementation of the original Bellman-Ford-Moore Shortest Path Algorithm
Author: Derek O'Connor |
shortest paths, sparse graphs |
40 |
9 |
5.0 |
1 rating
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| 09 Aug 2010 |
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Example of Volatility Pumping This script demonstrates the phenomenon of excess growth in a constant rebalancing portfolio.
Author: Edward Grace |
portfolio, crp, shannons demon, finance, rebalance |
10 |
0 |
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| 24 May 2010 |
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GAFFE A toolbox for solving evolutionary nonlinear PDEs This toolbox implements the well known split-step Fourier technique for solving nonlinear PDEs.
Author: Edward Grace |
soliton, 2d, 1d, nd, pde, nonlinear |
31 |
7 |
5.0 |
3 ratings
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| 18 Mar 2010 |
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Granger Causality Test Conducts a Granger Causality test using the Bayesian Information Criterion to select lag length
Author: Chandler |
granger causality, statistics, time series analysis, granger causality tes..., finance |
71 |
5 |
3.0 |
4 ratings
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| 12 Jan 2010 |
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Forward Viterbi Algorithm Forward Viterbi algorithm based on: http://en.wikipedia.org/wiki/Viterbi_algorithm
Author: David Conger |
viterbi algorithm, hidden markov model, dynamic programming |
64 |
2 |
3.0 |
3 ratings
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