Computer Programs

The material provided here is written in the Mathworks' MATLAB language. More information about the Mathworks' products can be found at the Mathworks home page. Of even greater interest to those reading this material is information on the Mathworks' financial products

The material is in the form of either MATLAB functions or complete MATLAB programs. It is available for downloading and/or examination.

MATLAB functions
Functions written in the MATLAB language: can be read or downloaded

TSI: A Time-Series Information System
A system for storing and using time-series information. Includes a description and MATLAB functions for implementation.