|
PureBytes Links
Trading Reference Links
|
Hello,
recently I have installed MatLab 6.5, the soft have some Analyzing
and Modeling Financial Data.
I discover slowly this soft...Perhaps there are some c++ code of
Cubic Splines in Matlab.
Stephane
I can give privately the ftp where to download it
> Fred,
>
> Wednesday, February 18, 2004, 12:01:09 AM, you wrote:
>
> F> You don't have to derive the formulae, you only have to apply
it ...
>
> F> A look into Hurst's work will put you on the right track and
> F> Numerical Recipes can get you MOST of the rest of the way there
if
> F> you are interested.
>
> I've read Hurst's book, and have heard that the course doesn't add
> that much unless you plan to rely on / trade almost exclusively,
> cycles, which I don't. They are just another input for me...
>
> I took a run at a plugin and AFL combination to do a MEM
extrapolation
> in the past using the Numerical Methods C code (before AB loops).
> Unfortunately, the extrapolated data flattened out fairly quickly
and
> didn't seem to reflect the cycles properly. Without a real
> understanding of the math behind the method, I had no idea why and
> abandoned the effort. At some point, I may go back and try again
with
> "Cubic Splines", but it sounds ugly ;) I was just hoping one of the
> folks here that live and breath math may get an itch to give it a
> go...
>
> (Not to mention the pain of shifting the bars to the left in AB to
> allow the future display, thus making the date axis useless.)
>
> --
> Best regards,
> Joe
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|