Code

The Code allows the user to absorb hands-on the contents of the ARPM Lab, understanding all the practical implications behind the Theory.
The Code is available in different languages, each embedded in its own coding environment: Python, MATLAB, R.
The coding environments can be accessed by clicking on the respective icons here below or on the general Code icon code-icon in any part of the ARPM Lab, such as in the Theory, or in the Documentation.

In each coding environment, code can be created, edited and executed interactively by the user from the browser, without any software installation.

All the code environments contain scripts, functions and usage example scripts.

  • The scripts implement the Case studies and toy examples, following the Theory.
  • The functions, which are called by the scripts, gather the most frequently used sequences of instructions that perform specific tasks, implementing the algorithms described in the Theory. The ARPM functions are divided by topic, see the Documentation.
  • Each of the usage example scripts implement a simple use case of a given function: for a given function, they show how the function is called and how to assign what it returns.

In each coding environment users find two main directories: one for the code (scripts and functions) and one for the databases.

  • The code is in the directory named after the coding language, which has two sub-directories, one for the scripts, and one for functions:
    • the scripts are grouped in the scripts directory, which in turn has two sub-directories:
      • sources containing the actual scripts created from the Documentation;
      • notebooks containing the Jupyter Notebook (Live Script for MATLAB) implementation of the scripts in the sources directory;
    • the functions are grouped in the functions directory, which in turn has sub-directories for the various topics;
      • usage example scripts for functions are stored in the usage-examples sub-directory of the functions directory.
  • The databases are in the databases directory, which in turn has two sub-directories:
    • global-databases containing static data that is used as input of scripts, common to all implementations;
    • temporary-databases containing dynamic data that is the output of a script and the input of, at least, another script, specific to the implementation.

Summarizing, the files in the coding environments are organized according to the following directory tree:

  • Coding Language
    • functions
      • estimation
      • portfolio
      • pricing
      • statistics
      • tools
      • views
      • usage-examples
    • scripts
      • notebooks (live-scripts for MATLAB)
      • sources
  • databases
    • global-databases
    • temporary-databases
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