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by JTB
September 10th, 2014, 12:55 pm
Forum: Student Forum
Topic: Estimating/Calibrating a multivariate distribution
Replies: 1
Views: 3540

Estimating/Calibrating a multivariate distribution

I have a set of variables, which I want to estimate/calibrate a multivariate distribution.For x variables I want to create an empirical probability surface.Do you have suggestions on Python packages/papers/books covering this topic?JTB
by JTB
May 8th, 2014, 6:52 am
Forum: Student Forum
Topic: C++ GUI
Replies: 7
Views: 7600

C++ GUI

<t>What type of application I would like to develop:1) Derivative pricing tools (with an input section (text box and dropdown-menys) and an output section with plots (volatility surfaces, timeseries plot etc).2) I want to work with desktop-application, not web-application (eventhough JS gives pretty...
by JTB
May 7th, 2014, 12:45 pm
Forum: Student Forum
Topic: C++ GUI
Replies: 7
Views: 7600

C++ GUI

<t>I apologize if this question is asked before, but anyway.Background:I am used to WPF and MVC in C#. Now I have to change over to C++ and I dont want to waste time on windows forms. I would like to start on a "good" GUI-tool which can implement nice 2D-plots like high-charts. And I will program in...
by JTB
January 22nd, 2014, 5:05 pm
Forum: Student Forum
Topic: QLNet and OU-calibration
Replies: 0
Views: 5740

QLNet and OU-calibration

I am a newbie to QLNet ("Quantlib in .NET").1) Where are some good examples/documentation/api?2) Where could I find more information on how to calibrate a OU-process using QLNet.
by JTB
January 17th, 2014, 2:42 pm
Forum: Student Forum
Topic: R and Originlab
Replies: 11
Views: 6755

R and Originlab

It is possible to do it from Matlab and C#. So, I was wondering if somebody could point me to an example or some documentation.
by JTB
January 17th, 2014, 2:42 pm
Forum: Student Forum
Topic: R and Originlab
Replies: 11
Views: 6755

R and Originlab

It is possible to do it from Matlab and C#. So, I was wondering if somebody could point me to an example or some documentation.
by JTB
January 17th, 2014, 2:42 pm
Forum: Student Forum
Topic: R and Originlab
Replies: 11
Views: 6755

R and Originlab

It is possible to do it from Matlab and C#. So, I was wondering if somebody could point me to an example or some documentation.
by JTB
January 17th, 2014, 2:42 pm
Forum: Student Forum
Topic: R and Originlab
Replies: 11
Views: 6755

R and Originlab

It is possible to do it from Matlab and C#. So, I was wondering if somebody could point me to an example or some documentation.
by JTB
January 17th, 2014, 2:42 pm
Forum: Student Forum
Topic: R and Originlab
Replies: 11
Views: 6755

R and Originlab

It is possible to do it from Matlab and C#. So, I was wondering if somebody could point me to an example or some documentation.
by JTB
January 17th, 2014, 2:42 pm
Forum: Student Forum
Topic: R and Originlab
Replies: 11
Views: 6755

R and Originlab

It is possible to do it from Matlab and C#. So, I was wondering if somebody could point me to an example or some documentation.
by JTB
January 17th, 2014, 2:42 pm
Forum: Student Forum
Topic: R and Originlab
Replies: 11
Views: 6755

R and Originlab

It is possible to do it from Matlab and C#. So, I was wondering if somebody could point me to an example or some documentation.
by JTB
January 17th, 2014, 2:42 pm
Forum: Student Forum
Topic: R and Originlab
Replies: 11
Views: 6755

R and Originlab

It is possible to do it from Matlab and C#. So, I was wondering if somebody could point me to an example or some documentation.
by JTB
January 16th, 2014, 11:34 am
Forum: Student Forum
Topic: R and Originlab
Replies: 11
Views: 6755

R and Originlab

Does anyone have experience in combining R and Originlab --> sending information from R to Originlab
by JTB
December 22nd, 2013, 5:36 pm
Forum: Student Forum
Topic: Monte Carlo methods for OU-process with NIG residuals
Replies: 5
Views: 6240

Monte Carlo methods for OU-process with NIG residuals

Do you have any other links, Alan?
by JTB
December 22nd, 2013, 5:32 pm
Forum: Student Forum
Topic: Dataset in matlab: adding date
Replies: 0
Views: 5920

Dataset in matlab: adding date

<t>I have a datset in Matlab created by the following code:VarNames = {'Date','Estimate','Actual','Delta'};outputData = dataset([],[],[],[],'VarNames',VarNames);But when trying to add outputData.Date(1) = '2013-12-12 00:00:00' doesn't work.Question: How can I have the first column in a dataset as a ...
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