Fast PCA for finance problems0.5.0 - Download
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Publisher Description
Source code for the paper J. Keiner and B. Waterhouse. Fast Principal Components Analysis method for finance problems with unequal time steps. In P. L'Ecuyer and A. B. Owen, editors, Monte Carlo and Quasi-Monte Carlo Methods 2008, Springer Verlag, 2010
About Fast PCA for finance problems
This Mathematics program is available in English. It was last updated on 02 November, 2026. Fast PCA for finance problems is compatible with the following operating systems: Linux, Mac, Windows.
The company that develops Fast PCA for finance problems is jens-keiner. The latest version released by its developer is 0.5.0.
The download we have available for Fast PCA for finance problems has a file size of 71.8 KB. Just click the green Download button above to start the downloading process. The program is listed on our website since 2009-09-24 and was downloaded 0 times. We have already checked if the download link is safe, however for your own protection we recommend that you scan the downloaded software with your antivirus. Your antivirus may detect the Fast PCA for finance problems as malware if the download link is broken.
How to install Fast PCA for finance problems on your Windows device:
- Click on the Download button on our website. This will start the download from the website of the developer.
- Once the Fast PCA for finance problems is downloaded click on it to start the setup process (assuming you are on a desktop computer).
- When the installation is finished you should be able to see and run the program.
Program Details
System requirements
Download information
Pricing
Version History
version 0.5.0
posted on 2009-09-24
version files
posted on 2009-09-24
Several fixes and updates
Disclaimer
External Download
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