R Shiny Application

This project was done using R programming languages and shiny server. A historical price and indicators plot based on stock symbols. The app take the price from specific date that is set by the user to end user specified date. The app will do back testing 3 trading strategies and show the earning based on…

Maximum Likelihood Estimation

In this post, i want to estimate the maximum likelihood by numerical solution using matlab / octave. numerical solution used is based on Newton’s method and central difference for evaluation of the derivative values of the loglikelihood. here i will attach the matlab code which is simple and without built-in functions.

Reliability analysis using Cronbach’s alpha

I’ve written a Matlab function, which calculates the Cronbach’s alpha between some items and do the if item is deleted process. this function will automatically delete the item which increase the Cronbach’s alpha maximally. before entering in if item is deleted process it checks the initial Cronbach’s alpha. if the Cronbach’s alpha value was greater…

Random walk movement

In this project, I wrote a matlab code to keep a marker which moves randomly toward a square area, inside the boundary. so the marker moves with a specific speed in a random direction. when the marker reaches to the boundary of the square area, it will first bounce back and then will keep moving…

Exponential smoothing

Exponential smoothing method for finding the trend and seasonality of the data and doing forecast. simple exponential smoothing is for the data which doesn’t have seasonality. for data which has seasonality exponential smoothing has three formula as we could see in the figure below: at is level, bt is the trend and Ft is seasonality.…