Oleg Komarov
PhD in Financial Economics at Imperial College London.
Professional Interests: asset management, big data, systematic trading strategies, financial modelling
Statistics
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37 Questions
1.022 Answers
ANSWER ACCEPTANCE
54.05%
VOTES RECEIVED
1.043
RANK
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REPUTATION
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AVERAGE RATING
4.70
CONTRIBUTIONS
23 Files
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ALL TIME DOWNLOADS
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15-year anniversary Scavenger Hunt finisher badge
Awarded to Oleg Komarov on 09 Nov 2016
Contribute at least one answer each month for 12 consecutive months
Awarded to Oleg Komarov on 20 Jul 2017
Accept 20 answers given by other contributors
Awarded to Oleg Komarov on 20 Jul 2017
Be the first to solve a problem
Awarded to Oleg Komarov on 28 Jan 2012
Comment on a problem or solution
Awarded to Oleg Komarov on 26 Jan 2012
Your submissions were downloaded 30 or more times in a month
Awarded to Oleg Komarov on 01 Nov 2019
Your submission is selected as "Pick of The Week"
Awarded to Oleg Komarov on 09 Oct 2019
Publish your first review
Awarded to Oleg Komarov on 09 Oct 2019
Your submissions received 25 five star ratings
Awarded to Oleg Komarov on 09 Oct 2019
Have 3 submissions connected to GitHub
Awarded to Oleg Komarov on 09 Oct 2019
Publish your first submission
Awarded to Oleg Komarov on 09 Oct 2019
Content Feed
Submitted
okomarov/ginicoeff
A measure of statistical dispersion
meer dan 5 jaar ago | 3 downloads |
Submitted
okomarov/metastockread
Read metastock files (master, emaster, xmaster and .dat/.mwd)
meer dan 5 jaar ago | 1 download |
Submitted
okomarov/TidyCode
Improve readability of your code and keep it tidy
meer dan 5 jaar ago | 1 download |
Submitted
okomarov/tableutils
Fixes some methods of the table() class and extends it with additional features
bijna 6 jaar ago | 2 downloads |
Submitted
okomarov/schemaball
Plot correlation matrix as a schemaball
ongeveer 6 jaar ago | 4 downloads |
Submitted
okomarov/passfield
Password dialog and masked edit box uicontrol for passwords
ongeveer 6 jaar ago | 4 downloads |
Submitted
okomarov/clusterreg
OLS regression with clustered standard errors
ongeveer 6 jaar ago | 4 downloads |
Submitted
okomarov/getSubclasses
List subclasses and their dependency graph
meer dan 6 jaar ago | 1 download |
Submitted
okomarov/importFrenchData
Download data from Kenneth French Data Library, e.g. Fama and French factors
meer dan 7 jaar ago | 1 download |
Submitted
nanfillts
Fill consecutive NaNs with last available value
meer dan 7 jaar ago | 1 download |
Submitted
okomarov/ismemberb
Ismember with reduced memory footprint through block processing
meer dan 7 jaar ago | 1 download |
Submitted
Programmatically scroll Variables Editor
Opens a variable in the Variables Editor (grabs focus if open) and scrolls to position.
meer dan 8 jaar ago | 2 downloads |
Submitted
FINDSEQ
Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported.
ongeveer 9 jaar ago | 1 download |
Submitted
Trim leading/trailing repeated values
Numeric vector/2D matrix. Trims leading, trailing or both sides; operates columnwise or row-wise.
meer dan 9 jaar ago | 2 downloads |
Submitted
Forecasting the FTSE 100 with high-frequency data: A comparison of realized measures
My dissertation for the MSc in Finance & Economics from Warwick Business School
bijna 11 jaar ago | 1 download |
Submitted
regstats2
Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model.
meer dan 11 jaar ago | 3 downloads |
Submitted
Set functions with multiple inputs
Intersectm, ismemberm, setdiffm, setxorm, unionm with multiple inputs. Ex: intersectm(a,b,c,…).
meer dan 12 jaar ago | 2 downloads |
Submitted
WWW.RANDOM.ORG random integers/sequences/strings
Get true random integers, sequences or strings
meer dan 12 jaar ago | 2 downloads |
Submitted
Display ws variables size in KB, MB or GB
Displays with appropriate unit of data storage. Sorting by size/name (non c.sensitive) is supported.
bijna 13 jaar ago | 3 downloads |
Submitted
Pivot/unPivot
Group a flat dataset into pivot table and unpivot it back
bijna 13 jaar ago | 4 downloads |
Submitted
MS SQL JDBC connection
Establishes JDBC connection to MS SQL Easier to use than "database(…)" NEW! Windows authentication
ongeveer 13 jaar ago | 5 downloads |
Submitted
Heteroskedasticity test
White, White special case and Breush-Pagan tests. Stat TB needed: regstats and chi2cdf.
meer dan 13 jaar ago | 3 downloads |
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