fast pca for finance problems to run in linux online online with Winfy

We have hosted the application fast pca for finance problems to run in linux online in order to run this application in our online workstations with Wine or directly.

Quick description about fast pca for finance problems to run in linux online:

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

Audience: Financial and Insurance Industry, Science/Research.
User interface: Command-line.
Programming Language: MATLAB.

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