School of Physical and Mathematical Sciences (SPMS)

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1,991 to 2,000 of 8,137 Results

GOOGt.npy Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Unknown - 144.3 KB - MD5: 61e2f2933f4af6b1185cf01ae53fa4d6 Numpy file for trading dates of GOOG daily fractional returns between 2005 and 2023.
IQDDJIAHurst.py Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Python Source Code - 5.6 KB - MD5: d26e474c1e38ee77580c62dcca96011a Python script to compute the integrated quasi-derivative of the Hurst exponent for the DJI daily fractional return between 1 Jan 2003 and 31 Dec 2023.
IQDDJIA.py Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Python Source Code - 1.8 KB - MD5: 30ec34e5a62c9a106bc0d3e43aeed592 Python script to compute and plot the integrated quasi-derivative of the mean of the DJI daily fractional return between 1 Jan 2003 and 31 Dec 2023, using w = 100.
IQDDJIAvar.py Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Python Source Code - 1.8 KB - MD5: 03c3b7107adbb10cbaed1054cd8f181a Python script to compute and plot the integrated quasi-derivative of the variance of the DJI daily fractional return between 1 Jan 2003 and 31 Dec 2023, using w = 100.
MSFTprices.npy Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Unknown - 37.5 KB - MD5: 8be420856133e3ebaa393e07e98a96fa Numpy file for daily closing prices of MSFT between 2005 and 2023.
MSFTr.npy Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Unknown - 37.5 KB - MD5: f917c4be5d912e56dd9dcb95110d2a63 Numpy file for daily fractional returns of MSFT between 2005 and 2023.
plotDJIA.py Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Python Source Code - 773 B - MD5: 33e3c527452751c74b40c7be7ef829bf Python script used to plot the DJI closing prices and daily fractional returns between 31 Dec 2002 and 31 Dec 2023
plotGOOGMSFT.py Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Python Source Code - 762 B - MD5: 5069d239544f158f4ab16f7080ee9cf9 Python script to plot the daily closing prices for GOOG and MSFT between 2005 and 2023.
plotGOOGMSFTr.py Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Python Source Code - 641 B - MD5: 9aca6185dacee2bda50c0dcac831cb8c Python script to plot the daily fractional returns for GOOG and MSFT between 2005 and 2023.
plotnoisytanh.py Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Python Source Code - 578 B - MD5: e4f1546288b33ad8171f7a3bf65b078a Python script to plot tanh(t) contaminated by Gaussian noise, and the resulting numerical derivative.

GOOGt.npy

Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems

Unknown - 144.3 KB -

Numpy file for trading dates of GOOG daily fractional returns between 2005 and 2023.

IQDDJIAHurst.py

Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems

Python Source Code - 5.6 KB -

Python script to compute the integrated quasi-derivative of the Hurst exponent for the DJI daily fractional return between 1 Jan 2003 and 31 Dec 2023.

IQDDJIA.py

Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems

Python Source Code - 1.8 KB -

Python script to compute and plot the integrated quasi-derivative of the mean of the DJI daily fractional return between 1 Jan 2003 and 31 Dec 2023, using w = 100.

IQDDJIAvar.py

Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems

Python Source Code - 1.8 KB -

Python script to compute and plot the integrated quasi-derivative of the variance of the DJI daily fractional return between 1 Jan 2003 and 31 Dec 2023, using w = 100.

MSFTprices.npy

Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems

Unknown - 37.5 KB -

Numpy file for daily closing prices of MSFT between 2005 and 2023.

MSFTr.npy

Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems

Unknown - 37.5 KB -

Numpy file for daily fractional returns of MSFT between 2005 and 2023.

plotDJIA.py

Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems

Python Source Code - 773 B -

Python script used to plot the DJI closing prices and daily fractional returns between 31 Dec 2002 and 31 Dec 2023

plotGOOGMSFT.py

Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems

Python Source Code - 762 B -

Python script to plot the daily closing prices for GOOG and MSFT between 2005 and 2023.

plotGOOGMSFTr.py

Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems

Python Source Code - 641 B -

Python script to plot the daily fractional returns for GOOG and MSFT between 2005 and 2023.

plotnoisytanh.py

Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems

Python Source Code - 578 B -

Python script to plot tanh(t) contaminated by Gaussian noise, and the resulting numerical derivative.

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