References for MCMC Markov Chain Monte Carlo Simulation for Matlab

(Last Updated On: April 10, 2014)

Reference for MCMC Markov Chain Monte Carlo Simulation for Matlab

Hoestly, the help systems of Matlab does not specifially point to any resources so I decided to research some of these below

I am now looking at MCMC Markov Chain Monte Carlo Simulation for Matlab. This is a widely respected way of doing market analysis so here are some links:

Join my FREE newsletter to see which market forecasting models I use <– some basic Maltab sample code as set up as tutorial <–somewhat advanced but has some decent code with function examples <–decent explanation with source code examples (no data source);jsessionid=cb37a085985635731a702db4271d?file=/products/demos/shipping/stats/bayesdemo.html <–the slice sampler is an MCMC algorithm but will use Bayes in future demos <– best self contained framework with no external toolboxes needed <–this contains the best real world example with

I confirmed it worked! <–scant explanation with code <– decent Powerpoint but not no example source code

Specific for finance: <- specific options/portfolio examples provided with source <- need to register at SSRN <– no specific code examples <– easy to consumer Powerpoint slides with some code,d.b2I <– Word Doc download but scant


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