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Will these Markov Chain Monte Carlo Papers in Matlab be useful for quant trading

(Last Updated On: April 7, 2014)

Will these Markov Chain  Monte Carlo Papers in Matlab be useful for quant trading

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http://www.columbia.edu/~mh2078/MCS04/MCS_framework_FEegs.pdf  <– decent framework with code
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1964923
http://fmwww.bc.edu/ec-p/software/matlab/mbook.pdf  — 300 pages of Matlab Econometrics tutorial
http://stanfordphd.com/Markov_Chain_Monte_Carlo.html <– paid ??
http://homepages.inf.ed.ac.uk/imurray2/teaching/09mlss/slides.pdf <–start here but no code

https://www.uni-ulm.de/fileadmin/website_uni_ulm/mawi.inst.110/mitarbeiter/stenzel/MCMC/Schmidt_MCMC_2010.pdf <– 90 page complex with no source code
http://www.stat.duke.edu/~hw27/SSUR.html <–another detailed framework with source code
http://stanfordphd.com/Markov_Chain_Monte_Carlo.html

http://www.quantcode.com/modules/mylinks/viewcat.php?cid=3&orderby=titleD
http://www2.math.uu.se/fmb/courseinfo_statistics/Dat07-script8.pdf (research paper from QuantCode link above)
http://www.people.fas.harvard.edu/~plam/teaching/methods/mcmc/mcmc.pdf <– slide deck 200+ Pages (BEST end to end  intro with FULL walkthru for beginners) and R code)

http://www2.math.uu.se/fmb/courseinfo_statistics/Dat07-script8.pdf (90 pages with code and complex thoery based)
http://www.quantcode.com/modules/mylinks/viewcat.php?cid=3&orderby=titleD (Visit The Monte Carlo Framework, Examples from Finance and Generating Correlated Random Variables)

http://www.columbia.edu/~mh2078/MCS04/MCS_framework_FEegs.pdf (from quantcode.com link)

GBM=Geometric Brownian Motion

 

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