Free Stuffs
Gauss Code for Self Organizing Maps Algorithm
With Walid, I provide here a Gauss code for SOM Algorithm. The code has been tested under Gauss 6.0 and is commented. To run it, just put everything in the same folder, load som.pgm under Gauss 6.0 and press F6. You will get the result shown in ouput.txt (the weight vectors for each grid unit as well as the winning unit for each observation). The used dataset is the classical Iris one.
In collaboration with Walid Ben Omrane
Download files [8 KB]
Gauss Code for PIN estimation
With Hervé, I provide here a Gauss code for PIN estimation (Easley, O'Hara & al.). The code has been tested under Gauss 6.0 and need the CML package to run. Numerous comments are included into the code.To run it, just put everything in the same folder, choose this folder as your working directory, load pin.pgm under Gauss 6.0 and press F6. You will get the result shown in ouput.txt. The used dataset is the number of buys and sells for a given asset over a period of 115 days.
In collaboration with Hervé Van Oppens
Download files [3 KB]
Excel Vidéos
Dans le cadre d'un cours donné en son temps à l'Université catholique de Louvain, j'ai réalisé une série de petits clips vidéos illustrant l'utilisation des fonctions de base d'Excel et leur application pour résoudre des problèmes classiques en finance. C'est un peu démodé (je pense qu'on en était à Excel 4.0 ...) mais potentiellement toujours utile pour ceux qui s'initient à l'utilisation d'Excel.
- Excel Auto Format [1,218 KB]
- Excel Function Wizard [1,644 KB]
- Excel Chart 1 [2,391 KB]
- Excel Chart 2 [4,504 KB]
- Excel Histo [4,625 KB]
- Excel Scenario [6,320 KB]
- Excel Solver [4,103 KB]
- Excel Serial Correlation [5,412 KB]
- Excel Kolmogorov test [12,641 KB]
- Excel Run test [6,400 KB]
- Excel Market Model [4,504 KB]
- Excel Efficient Frontier 1 [5,114 KB]
- Excel Efficient Frontier 2 [6,914 KB]
- Excel Efficient Frontier 3 [4,601 KB]
Gauss code for Heckit Two Step Standard Errors
The following zip file contains the Gauss code needed to compute Heckit Standard Errors as decribed in Greene Econometric Analysis, 6ed, pp. 886 & ss. This code is free of use (but we appreciate to be quoted !).
Download file [583 KB]
