Fast PCA for finance problems download for Windows

This is the Windows app named Fast PCA for finance problems whose latest release can be downloaded as fastpca-0.5.0.tar.gz. It can be run online in the free hosting provider OnWorks for workstations.

 
 

Download and run online this app named Fast PCA for finance problems with OnWorks for free.

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Fast PCA for finance problems



DESCRIPTION:

Source code for the paper J. Keiner and B. Waterhouse. Fast Principal Components Analysis method for finance problems with unequal time steps. In P. L'Ecuyer and A. B. Owen, editors, Monte Carlo and Quasi-Monte Carlo Methods 2008, Springer Verlag, 2010



Audience

Financial and Insurance Industry, Science/Research


User interface

Command-line


Programming Language

MATLAB


Categories

Mathematics

This is an application that can also be fetched from https://sourceforge.net/projects/fastpca/. It has been hosted in OnWorks in order to be run online in an easiest way from one of our free Operative Systems.



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