Rank: 685 based on 112 downloads (last 30 days) and 7 files submitted
photo

Semin Ibisevic

E-mail

Personal Profile:

www.qoppasociety.org

Professional Interests:
econometrics, qoppa, investment, society

 

Watch this Author's files

 

Files Posted by Semin View all
  • 1 - 5 of
  • 6
Updated   File Tags Downloads
(last 30 days) 		Comments Rating
29 Apr 2013 Corrado and Su (1996) European Option Prices Compute European put and call option prices using the Corrado and Su (1996) model. Author: Semin Ibisevic option pricing, european, call, put, blackscholes, corradosu 13 0
13 Apr 2012 Screenshot Get Geometric Location and Other Information Tracks down your geometric coordinates and other information on the base of the IP address Author: Semin Ibisevic geometric, coordinates, ip, address, location, city 3 0
10 Apr 2012 Screenshot Volume Weighted Average Price from Intra-Daily Data Retrieves the VWAP from intra-daily data of Google Finance Author: Semin Ibisevic vwap, data, average, price, volume, intra 50 2
11 Feb 2012 Screenshot Simple Portfolio Optimization Methods Myopic, Constant or Buy-and-Hold and Dynamic Strategies to calculate the optimal portfolio weight. Author: Semin Ibisevic asset allocation, monte carlo, simulation, portfolio, optimization, dynamic 14 0
03 Jan 2012 Diebold-Mariano Test Statistic Retrieves the Diebold-Mariano (1995) test statistic, taking into account autocorrelation. Author: Semin Ibisevic diebold, mariano, test 25 2
  • 4.0
4.0 | 2 ratings
Comments and Ratings by Semin View all
  • 1 - 3 of
  • 3
Updated File Comments Rating
13 Apr 2012 Send Text Message to Cell Phone Send text message to cell phone or other mobile devices Author: Ke Feng

13 Apr 2012 Send Text Message to Cell Phone Send text message to cell phone or other mobile devices Author: Ke Feng

06 Apr 2012 Cointegration and Pairs Trading with Econometrics Toolbox Demo files from the webinar of same title. Author: Stuart Kozola

Comments and Ratings on Semin's Files View all
  • 1 - 4 of
  • 4
Updated File Comment by Comments Rating
29 May 2013 Diebold-Mariano Test Statistic Retrieves the Diebold-Mariano (1995) test statistic, taking into account autocorrelation. Author: Semin Ibisevic Dmitrii

Further investigation showed that the formulas agree with the original formulas by Diabold-Mariano 1995. The problem is that in some instances the variance becomes negative and the value of the test statistics computed in the script is a complex number and expressions like T<-1.96 and T>1.96 are evaluated to false automatically without even generating a warning. This could be very misleading.
28 May 2013 Diebold-Mariano Test Statistic Retrieves the Diebold-Mariano (1995) test statistic, taking into account autocorrelation. Author: Semin Ibisevic Dmitrii

The variance estimator for mean(d) is wrong. It gives negative values in some instances.
16 Aug 2012 Volume Weighted Average Price from Intra-Daily Data Retrieves the VWAP from intra-daily data of Google Finance Author: Semin Ibisevic Cheng, Jay

Thx for sharing. But I have an issues with period >15d. i.e., I tested your Example.m on 8/16/2012. It only showed up to Jul/25, regardless whether I set the variable, period, to '17d', '3w', '1m', or '1y'. Any thought? cdc42GTP@gmail.com THX again
27 May 2012 Volume Weighted Average Price from Intra-Daily Data Retrieves the VWAP from intra-daily data of Google Finance Author: Semin Ibisevic Zhang

very good
Top Tags Applied by Semin
  • 1 - 5 of
  • 56
dynamic, address, algorithmic, analysis, asset allocation
Files Tagged by Semin View all
  • 1 - 5 of
  • 6
Updated   File Tags Downloads
(last 30 days) 		Comments Rating
29 Apr 2013 Corrado and Su (1996) European Option Prices Compute European put and call option prices using the Corrado and Su (1996) model. Author: Semin Ibisevic option pricing, european, call, put, blackscholes, corradosu 13 0
13 Apr 2012 Screenshot Get Geometric Location and Other Information Tracks down your geometric coordinates and other information on the base of the IP address Author: Semin Ibisevic geometric, coordinates, ip, address, location, city 3 0
10 Apr 2012 Screenshot Volume Weighted Average Price from Intra-Daily Data Retrieves the VWAP from intra-daily data of Google Finance Author: Semin Ibisevic vwap, data, average, price, volume, intra 50 2
11 Feb 2012 Screenshot Simple Portfolio Optimization Methods Myopic, Constant or Buy-and-Hold and Dynamic Strategies to calculate the optimal portfolio weight. Author: Semin Ibisevic asset allocation, monte carlo, simulation, portfolio, optimization, dynamic 14 0
03 Jan 2012 Diebold-Mariano Test Statistic Retrieves the Diebold-Mariano (1995) test statistic, taking into account autocorrelation. Author: Semin Ibisevic diebold, mariano, test 25 2
  • 4.0
4.0 | 2 ratings

Contact us