elayden/portfolio_sharpe_ratio

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MATLAB
License
GNU General Publi...
Created over 6 years ago
Updated over 4 years ago

elayden/portfolio_sharpe_ratio

elayden

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This Matlab package optimizes portfolio weights based on Sharpe ratio, average total return, and volatility.

portfolio_sortino_ratio

This function optimizes portfolio weights based on a user-specified weighted linear combination of the Sortino ratio, Sharpe ratio, average total return, average downside risk, average standard deviation of returns, and max drawdown.

Deep-Learning-Framework-for-Financial-Time-Series-Prediction-in-Python-Keras

Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for development set, final cross-validation in test set; Calculates model’s annualized return, improvement from buy/hold, percent profitable trades, profit factor, max drawdown

MRIqual

A Matlab toolbox for examining the quality of structural (SNR) and functional (tSNR, SFNR) MRI

NIfTI-Studio

A toolbox for NIfTI and Analyze medical image visualization, editing, and 3D rendering

N-Back-for-Matlab

The classic dual n-back task implemented in Matlab; includes position, sound, and color options.

plot-corrmat

A Matlab utility for plotting correlation matrices, with similar appearance to Seaborn in Python.

roi_overlap

Matlab function that calculates and outputs a table showing the percentage overlap between statistical clusters and brain atlas regions (AAL, Harvard-Oxford, Brodmann Areas)

selectFeatures

Improved sequential feature selection for linear or quadratic discriminant analysis.

cohensKappa

Matlab function computes Cohen's kappa from observed categories and predicted categories

N-Back-MRI

The dual n-back task implemented in Matlab with precise timing for use within the MRI scanner.

fMRI-Preprocessing-with-Advanced-Normalization-Tools

A simple, customizable pipeline for preprocessing resting-state or task-based functional MRI data sets.