New Application Center Additions

Portfolio Optimization in Practice

Marcus Davidsson — Wed, 15 May 2013 04:00:00 Z

We will in this worksheet show how portfolio optimization can
be done for a large universe of stocks (in our case approx 8400)
in Maple. The results are promising.

MyFinance

Marcus Davidsson — Fri, 10 May 2013 04:00:00 Z

The MyFinance module solves three major problems:

1) A procedure to calculate percentage returns for a price matrix in Maple.

2) Get data straight into Maple from both http and https urls*
pointing to a csv file (Maple's HTTP:-Get() only works with http at best)
(This core code for this procedure was written by Axel Vogt)

3) A CleanData procedure. Empirical financial data
(especially free data) is know to have "outliers" that can distort
the calculations. This procedure nullifies such observations.

Copy the two files (.mla and .hdb) to maple's lib folder ie in my
case C:\Program Files (x86)\Maple 16\lib then you are set to go!

* Note this procedures uses C:\\WINDOWS\\SYSTEM32
However I have a 64 bit computer and it still seems to works for me :-)

Classroom Tips and Techniques: Gems 31-35 from the Red Book of Maple Magic

Dr. Robert Lopez — Fri, 10 May 2013 04:00:00 Z

Five additional "gems" from the Red Book of Maple Magic are detailed. Gem 31 shows how the updated Explore command can be applied to the numeric solution of an initial-value problem containing parameters. Gem 32 shows some list manipulations. Gem 33 clarifies some issues with the contourplot command, while Gem 34 clarifies some issues with the sample option in the plot command. Finally, Gem 36 examines the Equate command, and its alternatives.

Quandl Library for Maple

Maplesoft — Thu, 09 May 2013 04:00:00 Z

The Quandl library for Maple provides easy access to Quandl’s repository of over 5 million time-series datasets from directly inside Maple, allowing you to utilize Maple’s robust tools for mathematical statistics and data analysis on Quandl’s extensive collection of data. This library features a similar set of functionalities to the Quandl API, making it possible to get data by date ranges and/or time frequencies, as well as sort and transform your dataset.

For more details on the Quandl library for Maple, see the included help documentation on Quandl.

For more information on Quandl, see www.quandl.com .

Dyamics of the Battlefield: The Lanchester Model

Douglas Lewit — Mon, 06 May 2013 04:00:00 Z

Around the time of World War I, July 28, 1914 to November 11, 1918, many mathematicians and engineers, including Frederick W. Lanchester, became fascinated by the dynamics of the battlefield. Various mathematical models were proposed in an effort to explain--and to predict--how military forces interacted on the battlefield. During World War I these mathematical investigations were mainly academic, although during World War II the United States government actually applied these models to make important decisions about the Battle of Iwo Jima in which the American forces seized control of the Japanese island of Iwo Jima. Outnumbered and outgunned by the Americans, the Japanese were defeated even before the battle began although the American forces suffered many casualties and injuries.

Derivation of Schwarzschild Metric Using Newman-Penrose Formalism

Dr. Michael Watson — Sun, 05 May 2013 04:00:00 Z

This document is an attempt to use the DifferentialGeometry tool to derive a standard metric. The Schwarzschild metric is the simpilist, so will provide a straightforward example of the DifferentialGeometry commands. Instead of plugging the general metric directly into Einstein's equations, we use the Newman-Penrose formalism.

Éditeur de courbes 2D

Andre Levesque — Sat, 04 May 2013 04:00:00 Z

Cet éditeur de courbes 2D permet de tracer dans un plan cartésien des courbes de fonctions en x ou des relations en x et y et d'inclure

des asymptotes (verticales, horizontales ou obliques), des droites tangentes,
des points de rencontre, des zéros, des nombres critiques, des nombres de transition, des expressions algébriques,
des régions ombrées,
des quadrillages et des marqueurs,
un choix d' unités sur les axes, etc.

The SHA-3 family of hash functions and their use for message authentication

José Luis Gómez Pardo — Wed, 01 May 2013 04:00:00 Z

Implementation of the cryptographic hash functions based on the Keccak sponge function (designed by G. Bertoni, J. Daemen, M. Peeters and G. Van Assche) which was declared on October 2, 2012 the winner of the NIST Hash Function Competition. These hash functions are going to be integrated in the upcoming SHA-3 standard, which is currently being developed by NIST. The Message Authentication Code HMAC-SHA-3, based on these functions, is also implemented.

Perimeter, area and visualization of a plane figure

Dr. Yury Zavarovsky — Tue, 30 Apr 2013 04:00:00 Z

The work contains three procedures that allow symbolically to calculate the perimeter and area of any plane figure bounded by non-selfintersecting piecewise smooth curve, and to portray this figure together with its boundary in a suitable design.

Unit Root with GARCH Variance

Marcus Davidsson — Mon, 29 Apr 2013 04:00:00 Z

We will in this worksheet explore the somewhat elusive General
Autoregressive Conditional Heteroskedasticity (GARCH) model.
The model was introduced by Robert Engle who later (in 2003)
won a nobel price for his work.

Engle, R (1982) ARCH with Estimates of Variance of United Kingdom Inflation,
Econometrica, 50:987-1008

Classroom Tips and Techniques: Bivariate Limits - Then and Now

Dr. Robert Lopez — Wed, 17 Apr 2013 04:00:00 Z

An introductory overview of the functionalities in Maple's GraphTheory package.

Base 64 "Keyless" File Encryption

Czeslaw Koscielny — Mon, 15 Apr 2013 04:00:00 Z

Abstract: A "keyless" cipher not using complex mathematical formulas but applying non-linear transformations of base 64 encoding scheme has been described. The word "keyless" means that the encrypting/decrypting application itself fulfills the role of the secret key and should be carefully watched and stored. Presented tool is mainly suitable for cryptographic protection of e-mail enclosures.

Note: For proper functioning of this application, this application must be saved in a location with no spaces in the path name, e.g. C:\keyless.

Loan Amortization Table

Zinan Wang — Fri, 12 Apr 2013 04:00:00 Z

By entering the loan amount, the number of years to repay the loan, the payment frequency, the annual nominal interest rate, the number of compound periods per year, and hit the "Generate Amortization Table" button. The worksheet will calculate automatically the total payments, the total interest paid, and the payment per period as well as the amortization table. To open the amortization table, just click on the triangle beside the amortization table.

Maple in Finite Topological Spaces – Special Points

Taha Guma el turki — Sun, 07 Apr 2013 04:00:00 Z

Kahtan H.Alzubaidy, Taha Guma Elturki
Department of Mathematics, Faculty of Science, University of Benghazi

E-mail: kahtanalzubaidy@yahoo.com, taha1978_2002@yahoo.com

Introduction

The special points of a set in a topological space are limit points, closure points, interior points, boundary points, exterior points, and isolated points. Except limit points and isolated points the other special points can be computed by implementing simple formulas. For limit points we have to resort to the very definition to find them. On the other hand all special points can be derived from limit points. We have found computer procedures to compute the limit points of a set in finite space. Upon these procedures we have created other procedures to find the other special points. The software used is Maple 15. Some ready-made procedures are also used.

Let X be a finite topological space and A is a sub set of X. If the limit points, closure, interior, boundary, exterior and isolated points of A are denoted by LimitPoints(A), ClosurePoints(A), BoundaryPoints(A), InteriorPoints(A), ExteriorPoints(A) and IsolatedPoints(A) respectively, then we have :

ClosurePoints(A) = A U LimitPoints(A) .

BoundaryPoints(A) = ClosurePoints(A) ∩ ClosurePoints(X−A) .

InteriorPoints(A) = ClosurePoints(A) − BoundaryPoints(A) .

ExteriorPoints(A) = InteriorPoints(X − A) .

IsolatedPoints(A) = A − LimitPoints(A) .

References

[1] Dider Deses : Math-Page
http : // student.vub.ac.be./~diddesen/math.html (2001).

[2] www.maplesoft.com/applications/view.aspx?SID=4122&view=html (2001).

Dispersion of arterial pulse waves

Shiyan S.I. — Tue, 02 Apr 2013 04:00:00 Z

In this paper, we are primarily focusing on the arterial pulse waves, more exactly even their dispersion. It is important because presence of this together with the non-linearity generates the conditions of existence of localized waveforms. Thus, we would like to obtain here the dispersion law for pulse waves with Maple.

Car Loan Calculator

Zinan Wang — Wed, 27 Mar 2013 04:00:00 Z

This loan calculator facilitates the life of a borrower. By entering the purchase price, the down payment, the number of years it takes to repay the loan, the payment frequency, the annual interest rate, and clicking on the "calculate" buttom, the calculator will give you the amount of payment for each payment period.

Want to make a loan? Try it out and see how things change with respect to each element.

Classroom Tips and Techniques: Lines and Planes in the Student MultivariateCalculus Package

Dr. Robert Lopez — Thu, 14 Mar 2013 04:00:00 Z
The fifteen new "Lines and Planes" commands in the Student MultivariateCalculus package are detailed, and then illustrated via a collection of examples from a typical calculus course. These new commands can also be implemented through the Context Menu system, as shown by parallel solutions in the set of examples.

Pricing European Call Options with FFTs

Samir Khan — Wed, 13 Mar 2013 04:00:00 Z

This application compares the price of a European call option with FFTs (using the approach outlined by Carr & Madan in Option Pricing Using the Fast Fourier Transform) and the analytical approach. The application uses the efficient FFT function offered by Maple 17’s new Signal Processing tools.

Spectogram Generator

Samir Khan — Wed, 13 Mar 2013 04:00:00 Z

This application lets you load wave files, apply windows and IIR/FIR filters, and view the spectrogram, power spectrum and waveform. You can also set filter cut-off frequencies by clicking on the power spectrum plot.

Periodicity of Sunspots

Samir Khan — Wed, 13 Mar 2013 04:00:00 Z

This application finds the periodicity of sunspots with two independent approaches

a frequency domain transformation of the data,

and autocorrelation.

If implemented and interpreted correctly, both approaches should give the same sunspot period. The application uses routines from Maple 17’s new Signal Processing package, and uses historical sunspot data from the National Geophysical Data Center. Additionally, an embedded video component demonstrates how you can zoom into a plot.