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301 to 310 of 691 Results

QDDJIA.py Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Python Source Code - 1.8 KB - MD5: 66bbbe92d61610b5ca851b7e79ee8af4 Python script to compute and plot the quasi-derivatives of the mean and variance of the DJI daily fractional return between 1 Jan 2003 and 31 Dec 2023
QDGOOGMSFTxcorrheatmap.py Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Python Source Code - 2.1 KB - MD5: 777269c422a2334d4b14e0e09824ae50 Python script to compute and plot the heat map of the quasi-derivative of the cross correlation between GOOG and MSFT between 2005 and 2023, as well as the integrated quasi-derivative of the cross correlation between GOOG and MSFT over the same time period.
QDlinfunc.py Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Python Source Code - 1.8 KB - MD5: 175ed65a8be3faa22114fbe4ae968666 Python script to compute and plot: (a) f(t) = 2*t + 3, (b) the quasi-derivative of f(t), (c) the adjusted quasi-derivative of f(t), and (d) the adjusted quasi-derivative of f(t) contaminated by Gaussian noise.
QDnoisysgn.py Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Python Source Code - 959 B - MD5: 8d577112236f6ce95e0368439305e421 Python script to compute and plot the quasi-derivative of sgn(t) contaminated by Gaussian noise.
QDnoisytanh.py Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Python Source Code - 798 B - MD5: 1a33896f8f91bace5568776c1f693e0b Python script to compute and plot the quasi-derivative of tanh(t) contaminated by Gaussian noise.
QDnoisyvar.py Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Python Source Code - 1.4 KB - MD5: 6ff1ac29b277581cd5d666ad96f89d83 Python script to compute and plot the quasi-derivative of a time series featuring a sudden switch in variance.
QDtestdyncrosscorr.py Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Python Source Code - 1.3 KB - MD5: 5c6c6524634b2df2767a70fe670b70c2 Python script to test how well integrated quasi-differentiation can estimate dynamic cross correlations.
QDwsgnheatmap.py Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Python Source Code - 785 B - MD5: 56911b796922a114dd8d9754a26f7bc3 Python script to compute and plot the heat map of the quasi-derivative of a square pulse for different window sizes.
QDwsgn.py Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Python Source Code - 1.3 KB - MD5: 6eeafee0af043aa3ea5fda26019fd91c Python script to compute and plot the quasi-derivative of a square pulse for different window sizes.
Codes.7z Sep 23, 2024 - Indicator from the graph Laplacian of stock market time series cross sections can precisely determine the durations of market crashes Compressed Archive - 320.3 KB - MD5: 85a788dc793aa70da2988f0608c98d84 MATLAB scripts and data holder files The ultrametric distance matrices (stored in .dat files, which are archived and zipped in .7z format) need to be fed into MATLAB via the MATLAB scripts in this archive to produce the .mat files (also in this zipped archive) for further analys...

QDDJIA.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 quasi-derivatives of the mean and variance of the DJI daily fractional return between 1 Jan 2003 and 31 Dec 2023

QDGOOGMSFTxcorrheatmap.py

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

Python Source Code - 2.1 KB -

Python script to compute and plot the heat map of the quasi-derivative of the cross correlation between GOOG and MSFT between 2005 and 2023, as well as the integrated quasi-derivative of the cross correlation between GOOG and MSFT over the same time period.

QDlinfunc.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: (a) f(t) = 2*t + 3, (b) the quasi-derivative of f(t), (c) the adjusted quasi-derivative of f(t), and (d) the adjusted quasi-derivative of f(t) contaminated by Gaussian noise.

QDnoisysgn.py

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

Python Source Code - 959 B -

Python script to compute and plot the quasi-derivative of sgn(t) contaminated by Gaussian noise.

QDnoisytanh.py

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

Python Source Code - 798 B -

Python script to compute and plot the quasi-derivative of tanh(t) contaminated by Gaussian noise.

QDnoisyvar.py

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

Python Source Code - 1.4 KB -

Python script to compute and plot the quasi-derivative of a time series featuring a sudden switch in variance.

QDtestdyncrosscorr.py

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

Python Source Code - 1.3 KB -

Python script to test how well integrated quasi-differentiation can estimate dynamic cross correlations.

QDwsgnheatmap.py

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

Python Source Code - 785 B -

Python script to compute and plot the heat map of the quasi-derivative of a square pulse for different window sizes.

QDwsgn.py

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

Python Source Code - 1.3 KB -

Python script to compute and plot the quasi-derivative of a square pulse for different window sizes.

Codes.7z

Sep 23, 2024 - Indicator from the graph Laplacian of stock market time series cross sections can precisely determine the durations of market crashes

Compressed Archive - 320.3 KB -

MATLAB scripts and data holder files The ultrametric distance matrices (stored in .dat files, which are archived and zipped in .7z format) need to be fed into MATLAB via the MATLAB scripts in this archive to produce the .mat files (also in this zipped archive) for further analys...

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