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Stephane,
Can you email that URL to ftonetti AT optonline DOT net ...
Thanks, Fred
--- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
<nenapacwanfr@xxxx> wrote:
> 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
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