Home Catalog Financial Services

Econometric Modeling & Analysis

• Adaptive Simulated Annealing (ASA)
  • LESTER INGBER RESEARCH: Lester Ingber's Code and Reprint Archive http://www.ingber.com/ ftp://ftp.ingber.com http://www.alumni.caltech.edu/~ingber/ (mirror homepage) Lester Ingber Research (LIR) develops projects in several areas of expertise documented in the ingber.com InterNet archive. E-mail queries may be addressed to ingber@ingber.com ingber@alumni.caltech.edu Categories of files in the / directory are * AUTHOR (Info on Lester Ingber) * KARATE (The Art and Science of Karate) * ASA-CODE, ASA-REPRINTS & ASA-INFO (Adaptive Simulated Annealing, Optimization Algorithm for Nonlinear and Stochastic Systems) * COMBAT (Statistical Mechanical Analyses of Exercises and Simulations) * MARKETS (Statistical Mechanical Analyses of Financial Markets) * NUCLEAR (Riemannian Interactions Induced by Nonlinear Diffusion) * PATH-INTEGRAL (Path-Integral Descriptions and Calculations of Nonlinear Systems) * SMNI (Statistical Mechanics of Neocortical Interactions)
  • Description: ASA CODE (Adaptive Simulated Annealing), PATHINT CODE (Path-Integral), Statistical Mechanics of Financial, Combat and Neocortical Systems
• ALife-WebGuide
  • Artificial Life Deutschland AG: Founded in 1994, Artificial Life Inc. (NASDAQ: ALIF) develops and markets intelligent software robots (Smart Bots) for the Internet. The company focuses on business-to-business applications for customer relationship management (CRM), knowledge management (KM), e-commerce and Internet-based financial service applications (FS) such as Portfolio Management. Artificial Life is headquartered in Boston, Massachusetts, U.S.A., and maintains subsidiaries in Germany, Switzerland and Russia.
  • Description: ALife-WebGuide is an intelligent, friendly, knowledgeable companion that helps people navigate Web sites by talking to a personable smart bot.
• Bespoke Software
  • CLMP Software Research Limited: CLMP Software Research develops bespoke, high quality software applications and infrastructure for the finance industry including custom trading applications for clients which have Java front-ends and C++ back-ends.
  • Description: Bespoke software for the finance industry.
• CAMS -- Computer Aided Modeling Simulation
  • Devonrue, Ltd.
  • Description: CAMS -- Computer Aided Management Simulation is a toolset for dynamic simulation modeling.
• Cobra
  • Computer Products Inc: ADP Services providing general solutions.
  • Description: Cobra is an accounting reconciliation software which enables the user to automatically collect reports, do analysis and find discrepancies.
• Constrained Maximum Likelihood - CML
  • Aptech Systems, Inc.: Developer of mathematical analysis software used in Statistics, Finance, Engineering, Biometrics, Physics, Econometrics, and Operations Research
  • Description: CML solves the general maximum likelihood problem including linear and nonlinear, equality and inequality constraints on parameters using the Sequential Quadratic Programming method.
• Constrained Optimization - CO
  • Aptech Systems, Inc.: Developer of mathematical analysis software used in Statistics, Finance, Engineering, Biometrics, Physics, Econometrics, and Operations Research
  • Description: CO minimizes an arbitrary function including linear and nonlinear, equality and inequality constraints on parameters using the Sequential Quadratic Programming method.
• Consulting and Contract Development
  • Prediction Company: Prediction Company develops software and systems which manage financial market data and the financial trading process.
  • Description: Prediction Company offers consulting and contract development services in the following areas: * model development * data management * automated systems
• CUFFS-88
  • Cuffs Planning & Models, Ltd: Cuffs Planning & Models, Ltd. has been providing financial modeling software for strategic financial planning since 1972. Today, virtually all financial projections for corporate planning is done with software designed for the non-technical person, and for which the best use is the summarization and formatting of known (historical) data. Projecting into the future requires something quite different. When you consider the various leads and lags, myriad tax effects, constraints from loan covenants, it becomes clear that financial modeling, properly done, is anything but simple and requires both analytical and computer expertise. Our years of experience with planners from Fortune 500 and the Wall Street banking houses led us to develop our own financial modeling software, CUFFS-88.
  • Description: CUFFS-88, a model-solver, is a unique financial modeling/consolidation system that analyzes and solves complex logic, can be used for corporate projections, currency translation, and overhead allocation.
• Data Reporter
  • PRS GmbH: Software house with 30 developers in the Java, Lotus Notes and CORBA area. Mostly doing large-scale projects.
  • Description: DataReporter provides interactive reports for retrieving information from SQL and Lotus Notes databases. The information can be presented in various ways.
• EcoWin Time Series Extender
  • Elvstad Software Engineering: Focusing on multitier database technologies, Elvstad Software Engineering develops tools for information retrieval and management. We have also specialized in design and development of high performance object relational extenders to the IBM DB2 database manager.
  • Description: The Ecowin Time Series Extender adds object relational time series functions and data types to the IBM DB2 Database system.
• FANPAC
  • Aptech Systems, Inc.: Developer of mathematical analysis software used in Statistics, Finance, Engineering, Biometrics, Physics, Econometrics, and Operations Research
  • Description: A cutting-edge implementation of GARCH to provide an efficient platform for volatility estimation in financial time series data for portfolio managers, institutional traders and financial analyst
• FERNBACH Software
  • Fernbach Software AG: -
  • Description: Banking Solutions Providor - Front Middle Back Office Modules - Financial Data Warehouse - Legal Reporting - Asset & Liability Management - MIS - Accounting Engine Generator
• GAMS
  • Gams Development Corporation: Gams Development Corporation is the developer of the GAMS modeling language and family of mathematical programming solvers.
  • Description: GAMS (General Algebraic Modeling System) is used for large scale modeling and optimization in a wide variety of application areas.
• GAUSS
  • Aptech Systems, Inc.: Developer of mathematical analysis software used in Statistics, Finance, Engineering, Biometrics, Physics, Econometrics, and Operations Research
  • Description: Math and statistical analysis environment for use in financial modeling, statistics and scientific analysis. Suitable for simple statistics or large-scale mathematical models.
• GAUSS Applications
  • Aptech Systems, Inc.: Developer of mathematical analysis software used in Statistics, Finance, Engineering, Biometrics, Physics, Econometrics, and Operations Research
  • Description: GAUSS Applications are specialized analysis packages for use with GAUSS. features include stattistical analysis, econometrics, signal processing, optimization, maximum likelihood estimation, and more.
• Global Financial Data Model
  • Financial Technologies International (FTI): Financial Technologies International (FTI) is the worldÆs leading provider of real-time business information platforms. FTIÆs rules-based software products process transactions and market data in real time, enabling a broad range of financial institutions to consolidate information and distribute it firm wide and to customers over the Internet.
  • Description: The Global Financial Data Model (GFDM) supports the worldwide financial markets, across different time zones, for multiple trading and base currencies, using multiple calendars, for straight-through processing and decision support needs
• Global Investment Manager II
  • Integrated Decision Systems: Founded in 1981, Integrated Decision Systems designs, develops and supports the Global Investment Manager II automated financial portfolio management, performance measurement, compliance and trading system.
  • Description: Global Investment Manager II - a world class multicurrency production system at leading international investment firms û supports robust, modern portfolio management, performance measurement and trading.
• HOME Account financial advisor or HAFA
  • Home Account Network Inc: Home Account is a leading provider of online banking solutions for financial institutions. Our products enable banks and other financial service industry customers to provide online financial management, bill payment, and financial analysis and planning to consumers.
  • Description: HAFA is an analysis and planning tool that customers use to understand their financial position, and improve their ability to meet financial goals.
• HOME Account Network or HAN
  • Home Account Network Inc: Home Account is a leading provider of online banking solutions for financial institutions. Our products enable banks and other financial service industry customers to provide online financial management, bill payment, and financial analysis and planning to consumers.
  • Description: Home Account's OFX-compliant Canopy Server gives financial institutions the ability to offer multiple end user account access options like traditional PFM products.
• IB System Object (IBSO)
  • Center of Financial Technologies, Inc.: SW development and IT consulting for Banking, Finance, Credit Card, Retail, and other businesses. Solutions based on different RDBMS, open platforms, WEB and client/server technologies.
  • Description: Fully integrated, real-time banking and stock system with advanced processing, decision support, immediate inquiry and reporting tools extending the highest level of flexibility to its client base.
• ICE
  • Internet/Intranet Consulting and Engineering (ICE): ICE offers a service for the development and implementation of practical and maintainable internet/intranet architected technical solutions to address business problems employing a time-tested IAM methodology.
  • Description: ICE offers consultative services for developing and implementing Internet/intranet architected solutions. Using our ICE Architecture Methodology, we will transform business problems into pragmatic technical solutions.
• iVisual
  • Sedona Geoservices, Inc.: Sedona, a Scangraphics company, develops and markets enterprise scale business intelligence solutions that focus on ease of use, interoperability, internet accessibility and intuitive visualisation of spatially enabled enterprise data. Through strategic industry alliances, Sedona is uniquely positioned to address the needs of Oracle database customers. The vision of the company is to enable business clients to turn warehoused data into relevant visual information from which informed decisions are made to swiftly improve bottom-line results.
  • Description: iVisual is a decision support application to query, visualization, analysis and business data on the internet, Web-enabled, Java(TM).
• Khalix
  • Longview Solutions: A leading provider of integrated financial analytic applications and decision support software for client/server computing environments.
  • Description: Khalix is Longview's flagship integrated budgeting and consolidation financial analytic application.
• Khalix
  • Longview Solutions: Integrated Financial Management Software used to analyze a company's financial data. A single application that includes the inseparable components of consolidation, budgeting, forecasting, planning analysis and reporting. The technology incorporates a Financial Data Warehouse, Executive Information System, On-Line Analytical Processing and Financial Data Modeling capabilities.
  • Description: Khalix (tm) integrated consolidation and planning solutions provide a single repository of accurate information for distributed, worldwide organizations.
• Linear Programming
  • Aptech Systems, Inc.: Developer of mathematical analysis software used in Statistics, Finance, Engineering, Biometrics, Physics, Econometrics, and Operations Research
  • Description: Linear Programming: The module SIMPLEX is designed to solve small scale linear programming problems.
• Maximum Liklihood
  • Aptech Systems, Inc.: Developer of mathematical analysis software used in Statistics, Finance, Engineering, Biometrics, Physics, Econometrics, and Operations Research
  • Description: MAXLIK performs maximum liklihood estimation of the parameters of statistical models. All you have to provide is a GAUSS function to calculate the log-likelihood for a set of observations.
• Optimization
  • Aptech Systems, Inc.: Developer of mathematical analysis software used in Statistics, Finance, Engineering, Biometrics, Physics, Econometrics, and Operations Research
  • Description: OPTMUM is intended for the optimization of functions; it has many features, a wide selection of descent algorithms, step-length methods, algorithm-switching all of which you may control.
• Oracle Financials
  • Core Systems Corporation: Core Systems Corp implements & sells Oracle financials software.
  • Description: Core Systems specializes in the design, development and implementation of Oracle Financials used in the Oracle database and UGL development tools.
• Quadratic Programming - QP
  • Aptech Systems, Inc.: Developer of mathematical analysis software used in Statistics, Finance, Engineering, Biometrics, Physics, Econometrics, and Operations Research
  • Description: QP solves standard quadratic programming problems: min{1/2x'Qx-x'R}, subject to constraints:Ax=B & Cx>=D,with bounds:X1<=x<=Xu,where x is a vector of unknown coefficients & Q,R,A,B,C,D,X1&Xu are known matrices.
• Quantal Response
  • Aptech Systems, Inc.: Developer of mathematical analysis software used in Statistics, Finance, Engineering, Biometrics, Physics, Econometrics, and Operations Research
  • Description: The Quantal Response module is a statistical package which provides a set of procedures for estimating models in which a dependent variable is qualitative in some way.
• Riskcaster
  • BARRA International Limited: Develop Risk Management Software and Data.
  • Description: Performance and risk management tool covering amongst other US, UK and JP markets.
• RiskExplorer
  • Evolution Consulting Group plc: Evolution are a City based IT consultancy offering professional services to investment banks. We specilise in risk management and workflow technology and co-developed RiskExplorer.
  • Description: RiskExplorer provides traders, risk managers, credit analysts and collateral managers with accurate and up to date risk information.
• S-Plus 2000
  • MathSoft, Inc.: Mathematical and Statistical Software Developers
  • Description: Statistical Software
• Slipi Search & Slipi Dupedetector
  • XICON Limited: XICON develops and markets software for the financial industries in rates collection system. Xicon specialises in developing applications around the Oracle RDBMS and associated development tools.
• SST Fix Protocol Components
  • Silicon Summit Technologies Inc: Financial Services Development specializing in Trading systems and operations. Java-based class libraries for FIX Protocol components, engines and systems.
  • Description: 100% pure Java, comprising Endpoint Manager, Payload Engine, Communications Manager, Delivery Engine, Security Engine and Storage Engine
• TERAS
  • Economic Analysis Systems Inc.: Provide portfolio and evaluation systems for oil and gas companies.
  • Description: The Complete Integrated TERAS System- includes Economic Simulation with international contract modeling capabilities, Petroleum System Analysis, and the Portfolio Modeling capabilities.
• TERAS Pecos
  • Economic Analysis Systems Inc.: Provide portfolio and evaluation systems for oil and gas companies.
  • Description: Petroleum Economic Simulation Evaluation- full simulation capabilities which can be combined with international economic modeling capabilities and Petroleum System Analysis.
• TERAS PetroEcon Intl.
  • Economic Analysis Systems Inc.: Provide portfolio and evaluation systems for oil and gas companies.
  • Description: International Petroleum Economic Evaluation without Simulation - sameas domestic version but with international oil and gas contract modeling capabilities which are superior to any of the competition.
• TERAS PetroEcon Portfolio
  • Economic Analysis Systems Inc.: Provide portfolio and evaluation systems for oil and gas companies.
  • Description: Portfolio Modeling Package- allows multi-period oil and gas portfolio modeling capabilities with automatic input from the Petroleum Economic Simulation Evaluation package.
• TERAS PetroEcon U.S.
  • Economic Analysis Systems Inc.: Provide portfolio and evaluation systems for oil and gas companies.
  • Description: Domestic Petroleum Economic Evolution without Simulation -- provides single cash flow and decision tree economics, as does most of the competition, except TERAS has superior windowing capabilities.
• TERAS PetroSys.
  • Economic Analysis Systems Inc.: Provide portfolio and evaluation systems for oil and gas companies.
  • Description: Combines the power of Risk & Reserve Analysis package with that of theBasin Modeling to analyze risk & reserve distribution from the generation, migration, entrapment & trap size characteristics of prospect
• TERAS Risk and Reserve Analysis
  • Economic Analysis Systems Inc.: Provide portfolio and evaluation systems for oil and gas companies.
  • Description: Simulation software designed to model the various reserve and risk components to create a reserve distribution. This software can be applied to both multiple horizons and/or multiple targets.
• TERAS StochasticBasinMod.
  • Economic Analysis Systems Inc.: Provide portfolio and evaluation systems for oil and gas companies.
  • Description: Stochastic Basin Modeling- allows geoscientists to stocastically model the generation and migration of hydrocarbons in one, two or three dimensions.
• Time Series
  • Aptech Systems, Inc.: Developer of mathematical analysis software used in Statistics, Finance, Engineering, Biometrics, Physics, Econometrics, and Operations Research
  • Description: Time Series provides procedures to compute estimates for "pooled time- series, cross-sectional" models.
• UISES
  • The Revere Group: Full life cycle developer and integrator offering specialties in Data Warehousing, Internet Solutions, Client-Server, Training and P? Implementations.
  • Description: The University of Illinois Securities Exchange Simulation. Part of a family of business, financial, accounting, and other related simulation models.
• WhiteLight Dynamic OLAP
  • Whitelight Systems, Inc.: WhiteLight Systems, Inc. develops and markets the industry's first Analytic Application Server, the foundation for a new class of applications that support Integrated Decision Processing (IDP). IDP is a fundamentally new approach to decision making in large enterprises - combining the process automation of ERP software with the analysis capabilities of OLAP. IDP moves beyond information delivery, and simple query and analysis, to delivering end-to-end systems for automating complex business decision processes. WhiteLight is a privately held company. Key investors include Warburg, Pincus Ventures L.P., Sybase, Inc. and General Electric.
  • Description: WhiteLights Dynamic OLAP solution virtually eliminates the lag between evolving business questions and answers with powerful, real-time business modeling, reuse through drag and drop of model components and access to existing distributed relational databases.