Pinned Repositories
averaged_wiener_process_autocorrelation_autocovariance
Gives analytic formulas to calculate autocovariance matrix and autocorrelation matrix for averaged Wiener process with equal-distance time points. Is supplemented with Python numpy code to verify those formulas with a Monte Carlo simulation.
hyperplane_and_unit_ball
Monte Carlo simulation to get L1-norm adjusted square of diagonal hyperplane intersection with n - dimentional unit ball
nodeweightedbudget
This package (non-exactly) maximizes the total prize with a budget constraint for an undirected node-weighted rooted graph loosely inspired by Bateni 2018 algorithm from DOI:10.1137/15M102695X
non_cyclic_pandiagonal_latin_squares_order_13
This is an implementation of Dabbaghian & Wu's algorithm of constructing non-cyclic pandiagonal Latin squares for the order 13 from Dabbaghian V, Wu T. Constructing non-cyclic pandiagonal Latin squares of prime orders. Journal of Discrete Algorithms. 2015;30:70–7. https://doi.org/10.1016/j.jda.2014.12.001
normal_ball_positive_convolution
random_speculation
The code to confirm by simulation that a random speculation results in a positive expected return on historical prices of a growing asset
rank_matrix_vba
This VBA code transforms a matrix into the row echelon form and calculates its rank
semi_cyclic_pandiagonal_latin_squares_order_13
A new computational fast algorithm of constructing semi-cyclic pandiagonal Latin squares for an arbitrary order.
sha256_collision_check
This code was written to ensure there are no collisions among the SHA256 hashes gotten from numeric strings in the range of 0000 000 000 to 9999 999 999
volatility_adjustment_to_near_normal
This code aims to show that a proper SPX adjustment by an expected volatility may give a near-normal distribution of the log returns
ipgmvq's Repositories
ipgmvq/sha256_collision_check
This code was written to ensure there are no collisions among the SHA256 hashes gotten from numeric strings in the range of 0000 000 000 to 9999 999 999
ipgmvq/nodeweightedbudget
This package (non-exactly) maximizes the total prize with a budget constraint for an undirected node-weighted rooted graph loosely inspired by Bateni 2018 algorithm from DOI:10.1137/15M102695X
ipgmvq/averaged_wiener_process_autocorrelation_autocovariance
Gives analytic formulas to calculate autocovariance matrix and autocorrelation matrix for averaged Wiener process with equal-distance time points. Is supplemented with Python numpy code to verify those formulas with a Monte Carlo simulation.
ipgmvq/hyperplane_and_unit_ball
Monte Carlo simulation to get L1-norm adjusted square of diagonal hyperplane intersection with n - dimentional unit ball
ipgmvq/non_cyclic_pandiagonal_latin_squares_order_13
This is an implementation of Dabbaghian & Wu's algorithm of constructing non-cyclic pandiagonal Latin squares for the order 13 from Dabbaghian V, Wu T. Constructing non-cyclic pandiagonal Latin squares of prime orders. Journal of Discrete Algorithms. 2015;30:70–7. https://doi.org/10.1016/j.jda.2014.12.001
ipgmvq/normal_ball_positive_convolution
ipgmvq/random_speculation
The code to confirm by simulation that a random speculation results in a positive expected return on historical prices of a growing asset
ipgmvq/rank_matrix_vba
This VBA code transforms a matrix into the row echelon form and calculates its rank
ipgmvq/semi_cyclic_pandiagonal_latin_squares_order_13
A new computational fast algorithm of constructing semi-cyclic pandiagonal Latin squares for an arbitrary order.
ipgmvq/volatility_adjustment_to_near_normal
This code aims to show that a proper SPX adjustment by an expected volatility may give a near-normal distribution of the log returns