CCruncher is a project for quantifying portfolio credit risk using the copula approach. It is a framework consisting of two elements: a technical document that explains the theory, and a software program that implements it. CCruncher evaluates the portfolio credit risk by sampling the portfolio loss distribution and computing the Expected Loss (EL), Value at Risk (VaR), and Expected Shortfall (ES) statistics. The portfolio losses are obtained simulating the default times of obligors and simulating the EADs and LGDs of their assets.
OpenEMR is a medical practice management, electronic medical records, prescription writing, and medical billing application. It is a replacement for medical applications such as Medical Manager, Health Pro, and Misys. It features support for EDI billing to clearing houses such as MedAvant and ZirMED using ANSI X12. Major features include electronic billing (includes Medicare), document management, integrated practice management, e-prescribing, prescriptions by printed script, fax, or email, insurance tracking, multilanguage support, easy customization, easy Windows installation, integration with an external general accounting program (SQL-Ledger), and a built-in scheduler. It is multi-facility capable, voice recognition ready (on Windows), and Web based (secure access with SSL certificates).
Clustertech Parallel Environment (CPE) is a C++ software toolkit for developing MPI-based parallel applicatons. Its ParaConnect module provides a seamless front-end integration to launch and control parallel applications on a grid or a cluster. It also provides application-level libraries including Monte Carlo and Finite Difference with optimized parallelization algorithm.
PLOTICUS is a command line utility for creating bar, line, pie, boxplot, scatterplot, sweep, heatmap, vector, timeline, Venn diagrams, and other types of charts and plots. ploticus is good for automated or just-in-time graph generation. It handles date, time, and categorical data nicely, and has some basic statistical capabilities. It can output to GIF, PNG, SVG, SWF, JPEG, PostScript, EPS, and X11. You can use convenient preset options or create complex scripts with rich and detailed color and style operations.
Bumblebee is a system for managing instruments and other resources (e.g. analytical equipment) that must be shared between a number of users. Bumblebee is designed to be more efficient than a wall calendar or a whiteboard for both users and administrators. Bumblebee is also able to generate reports of resource usage with breakdowns by user, research group, and research project.
Merchant of Venice is a stock market trading programme that supports portfolio management, charting, technical analysis, paper trading, and experimental methods like genetic programming. It features a graphical user interface with online help and includes full documentation. It runs on UNIX, Mac OS X, and Windows.
The MATNEM Toolbox is a set of MATLAB objects and classes which provides an interface to the Numerical Econometrics Library, a library of econometric routines written in the C language. The aim of the project is to provide an easy, quick, and object-oriented interface for applied econometric analysis. The NEM library also ensures a good level of performance. Among other features, the MATNEM toolbox contains time series data objects, ultra high-frequency data management algorithms, nonlinear estimation routines (ARMA, multiplicative error models (GARCH, ACD)), and frequentist model averaging algorithms (linear regression model, multiplicative error models (GARCH, ACD)).