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Fatih Güneş fatihgune

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@fatihgune
fatihgune / prob.php
Created December 6, 2020 16:46
Return Probability From the Table (PHP)
<?
public function returnProbabilityFromTheTable($zValue)
{
return $this->CDF($zValue);
}
public function sgn($x)
{
if ($x < 0) {
@fatihgune
fatihgune / cumNormDist.php
Created December 6, 2020 16:45
Cumulative Normal Distribution Calculation (PHP)
<?
/**
* @param mixed $x
* @return float|int
*/
public function cumNormDist($x)
{
$b1 = 0.319381530;
$b2 = -0.356563782;
@fatihgune
fatihgune / normDist.php
Created December 6, 2020 16:44
Returns the standard normal cumulative distribution
<?
/**
* @param mixed $x
* @return string
*/
public function normDist($x)
{
// Load tabulated values in an array
$values = config('table');
@fatihgune
fatihgune / normDistInv.php
Last active December 6, 2020 16:42
Returns the inverse standard normal cumulative distribution ( 0<y<1 ) (PHP)
<?
/**
* @param mixed $y
* @return string
*/
public function normDistInv($y)
{
// Load tabulated values in an array
$values = config('table');
// Discriminate upon whether $y is between 0 and 1, then upon its position relative to 0.5
@fatihgune
fatihgune / calcVoA.php
Created December 6, 2020 16:12
Calculate Volatility of Asset (PHP - Laravel)
<?
$years = config('years');
$companies = Company::where('bankrupted', 'yes')->where('country', 'COUNTRY_NAME_HERE')->where('type', 'unlisted')->get();
foreach ($years as $year) {
foreach ($companies as $company) {
if (AssetMatch::where('unlisted_company_name', $company->name)
->where('year', $year)->exists()) {
$marketCapitalization = AssetMatch::where('unlisted_company_name', $company->name)
@fatihgune
fatihgune / closestNumberInArr.php
Created December 6, 2020 16:09
Get the closest number in array (PHP)
<?
/**
* @param mixed $search
* @param array $arr
* @return mixed|null
*/
public function getClosestNumber($search, array $arr)
{
$closest = null;
@fatihgune
fatihgune / assetMatch.php
Created December 6, 2020 16:07
Asset Match (PHP - Laravel)
<?
// Get all book asset records for given country and type (unlisted and bankrupted companies only)
$allUnlistedAssets = BookAsset::join('companies AS c', 'company_id', '=', 'c.id')
->where('c.type', '=', 'unlisted')
->where('c.country', '=', 'COUNTRY_NAME_HERE')
->where('c.bankrupted', '=', 'yes')
->get();
// Sort them by their value's descending order
@fatihgune
fatihgune / calcXEq.php
Created December 6, 2020 16:05
Confusion Equation(X Equation) with normal distribution (PHP- Laravel)
<?
// From 2006 to 2019
$years = config('years');
// Get All normal distribution records of bankrupted companies for selected Country
$allBankruptedCompaniesCount = NormalDistribution::join('companies AS c', 'company_id', '=', 'c.id')
->where('c.country', '=', 'UK')
->where('c.bankrupted', '=', 'yes')
->get()->unique('company_id')
->count();
@fatihgune
fatihgune / calcCurveValues.php
Created December 6, 2020 15:58
Calculate the ROC Curve values for the companies of the country (PHP)
<?
public function calcCurve(): void
{
// might take a while, preferred way is to add this to ini
ini_set('max_execution_time', 600);
$years = [
'2006',
'2007',