About

exec&share is a novel cloud-based platform that enables scientists to openly share the code and data that underlie their research publications.

This service is based on the innovative concept of a companion website associated with a scientific publication.

The code is run on a computer cloud server and the results are immediately displayed to the user.

The concept

As simple as 1,2,3
1. A researcher has an idea.
2. The researcher writes a paper based on this idea.
3. Using exec&share, the researcher creates a companion website associated with this paper. The companion website allows people to implement the methodology presented in the paper.

A revolutionary scientific tool

Research diffusion

exec&share allows researchers to spread their research globally.

Latest scientific methods

exec&share allows people to implement the latest scientific methods in a user-friendly environment.

Validation tool

exec&share allows researchers to replicate scientific results in order to check their validity and robustness.

Learn more    >>

NEWS

The exec&share website now welcomes code and data from any research area:
Statistics
Chemistry
Computer and Information Sciences
Engineering
Geosciences
Mathematics
Medical Research
Physics
Biological Sciences
Social Sciences
If you would like to help us to promote this platform, please contact us at contact[at] execandshare.org
The execshare Team
TESTIMONIES

Serge Galam

CNRS

France

I have been wondering about the capacity of current "modern" research to maintain the hard science frame of robustness. Indeed, one of the pillar of a scientific proof is the possible reproducibility, allowing anyone anywhere to reproduce an experiment to check the validity of the associated results. However, it happens that a good deal of current scientific papers rely almost exclusively on simulations whose codes are practically never provided within the published paper, thus prohibiting a possible replication.

Serge Galam

CNRS

France

Thus, when I came across the RunShare platform I say to myself "these guys put their hand on the SOLUTION", together with the amazing feeling to witness the birth of what could become the world sharing facility of e-science. In addition, such a platform allowing to modify others' programs will boost dramatically the efficiency of all programs which today are the outcome of doing DIY from individual researchers, thereby enhancing the scope of their scientific applicability. It is up to us to make RunShare a leaving and stimulating open platform for keeping advancing science on solid grounds.
COMPANION WEBSITES
Testing for Granger Non-causality in Heterogeneous Panels
Dumitrescu, E., and C. Hurlin, Economic Modelling (2012)
Discover
last update 07-12-2017
ScrewFit : combining localization and description of protein secondary structure
Kneller, G., and P. Calligari, Acta Crystallographica Section D (2006)
Calligari, P.
Discover
last update 07-29-2015
Panel Smooth Transition Regression Models
Gonzalez, A., D. van Dijk, and T. Terasvirta, SSE/EFI working paper series in economics and finance, n° 604. (2005)
Colletaz, G.
Discover
last update 07-16-2015
Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach
Aït-Sahalia, Y., Econometrica (2002)
Discover
last update 10-29-2014
Matching Dynamics in a Multi-Agents Setting
Garrouste, C., C. Piatecki, and Y. Stroppa, Hal CNRS (2014)
Ngougne, T. A., C. Garrouste, C. Piatecki, and Y. Stroppa.
Discover
last update 09-16-2014
Margin Backtesting
Hurlin, C., and C. Perignon, University of Orleans, HEC Paris (2011)
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last update 07-23-2014
Threshold Effects of the Public Capital Productivity : An International Panel Smooth Transition Approach
Colletaz, G., and C. Hurlin, University of Orléans (2006)
Hurlin, C.
Discover
last update 07-22-2014
Asymptotic Distribution-Free Diagnostic Tests For Heteroskedastic Time Series
Escanciano, J., Econometric Theory (2010)
Colletaz, G.
Discover
last update 12-06-2013
Why don’t Banks Lend to the Private Sector in Egypt?
Herrera, S., C. Hurlin, and C. Zaki, World Bank Working Paper Series (2012)
Discover
last update 10-17-2013
Public debates driven by incomplete scientific data: The cases of evolution theory, global warming and H1N1 pandemic inf ...
Galam, S., Physica A: Statistical Mechanics and its Applications (2010)
Pécot, M.
Discover
last update 10-15-2013
Improving prokaryotic transposable elements identification using a combination of de novo and profile HMM methods
Filée, J., CNRS (2013)
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last update 09-30-2013
Sparks and Deterministic Constructions of Binary Measurement Matrices from Finite Geometry
Liu, X., Ideas (2013)
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last update 09-21-2013
Generic allometric models including height best estimate forest biomass and carbon stocks in Indonesia
Rutishauser, E., Forest Ecology and Management (2013)
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last update 08-21-2013
Competition and the Cost of Debt
Valta, P., Journal of Financial Economics (2012)
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last update 08-16-2013
Modeling State Credit Risks in Illinois and Indiana
Joffe, D. M., Mercatus Center (2013)
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last update 08-01-2013
Code for kMajority Cost Paper
Ragan, R., University of Georgia (2013)
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last update 07-30-2013
The Risk Map: A New Tool for Validating Risk Models
Colletaz, G., C. Hurlin, and C. Perignon, SSRN (2012)
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last update 07-25-2013
A three-hourly data set of the state of tropical convection based on cloud regimes
Tan, J., Geophysical Review Letters (2013)
Discover
last update 07-24-2013
The Optimal Hard Threshold for Singular Values is 4/sqrt(3)
Donoho, D., and M. Gavish, Stanford University (2013)
Gavish, M., and D. Donoho.
Discover
last update 05-30-2013
A Constrained Random Demodulator for Sub-Nyquist Sampling
Harms, A., W. U. Bajwa, and R. Calderbank, IEEE Transactions on Signal Processing (2013)
Harms, A.
Discover
last update 05-18-2013
Testing for Granger Causality in Heterogeneous Mixed Panels
Emirmahmutoglu, F., and N. Kose, Economic Modelling (2011)
Emirmahmutoglu, F.
Discover
last update 03-19-2013
Network Effects and Infrastructure Productivity in Developing Countries
Candelon, B., G. Colletaz, and C. Hurlin, Maastricht University (2011)
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last update 03-14-2013
Pitfalls in backtesting Historical Simulation VaR models
Escanciano, J., and P. Pei, Journal of Banking and Finance (2012)
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last update 02-22-2013
A Unified Software Framework for Empirical Gramians
Himpe, C., and M. Ohlberger, Institute for Computational and Applied Mathematics at the University of Muenster (2013)
Himpe, C.
Discover
last update 02-20-2013
Kinematics of the ribbon fin in hovering and swimming of the electric ghost knifefish
Ruiz-Torres, R., O. M. Curet, G. V. Lauder, and M. A. MacIver, Journal of Experimental Biology (2013)
Ruiz-Torres, R., and M. A. MacIver.
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last update 02-19-2013
The Phase Transition of Matrix Recovery from Gaussian Measurements Matches the Minimax MSE of Matrix Denoising
Donoho, D., M. Gavish, and A. Montanari, Stanford University (2013)
Gavish, M.
Discover
last update 02-15-2013
Maximum Likelihood Methods for Models of Markets in Disequilibrium
Maddala, S. G., and F. D. Nelson, Econometrica (1974)
Hurlin, C.
Discover
last update 02-15-2013
Cross-Gramian Based Combined State and Parameter Reduction
Himpe, C., and M. Ohlberger, WWU Muenster (2013)
Himpe, C.
Discover
last update 02-05-2013
A Unified Software Framework for Empirical Gramians
Himpe, C., and M. Ohlberger, Institute for Computational and Applied Mathematics at the University of Muenster (2013)
Himpe, C.
Discover
last update 02-05-2013
Determining the Number of Factors in Approximate Factors Models
Bai, J., and S. Ng, Econometrica (2002)
Hurlin, C.
Discover
last update 01-29-2013
Deterministic Matrices Matching the Compressed Sensing Phase Transitions of Gaussian Random Matrices
Monajemi, H., S. Jafarpour, M. Gavish, and D. Donoho, Stanford University (2012)
Monajemi, H., and D. Donoho.
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last update 01-04-2013
Optimal Stability Polynomials for Numerical Integration of Initial Value Problems
Ketcheson, D., and A. J. Ahmadia, arXiv.org (2012)
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last update 12-01-2012
The pernicious effects of contaminated data in risk management
Fresard, L., C. Perignon, and A. Wilhelmsson, Journal of Banking and Finance (2011)
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last update 11-23-2012
The level and quality of Value-at-Risk disclosure by commercial banks
Perignon, C., and D. Smith, Journal of Banking and Finance (2010)
Discover
last update 11-23-2012
A New Approach to Comparing VaR Estimation Methods
Smith, D., and C. Perignon, Journal of Derivatives (2008)
Perignon, C., and D. Smith.
Discover
last update 11-23-2012
Diversification and Value-at-Risk
Perignon, C., and D. Smith, Journal of Banking and Finance (2010)
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last update 11-23-2012
Prices and Asymptotics for Discrete Variance Swaps
Bernard, C., and Z. Cui, SSRN (2012)
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last update 11-22-2012
Monotonicity in Asset Returns: New Tests with Applications to the Term Structure, the CAPM, and Portfolio Sorts
Patton, J. A., and A. Timmermann, Journal of Financial Economics (2010)
Patton, J. A., and A. Timmermann.
Discover
last update 11-17-2012
Extracting Factors from Heteroskedastic Asset Returns
Jones, S. C., Journal of Financial Economics (2001)
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last update 11-17-2012
Volatility Forecast Comparison Using Imperfect Volatility Proxies
Patton, J. A., Journal of Econometrics (2011)
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last update 11-17-2012
Inference Regarding Multiple Structural Changes in Linear Models with Endogenous Regressors
Hall, R. A., S. Han, and O. Boldea, Journal of Econometrics (2012)
Boldea, O.
Discover
last update 11-09-2012
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR
Benoit, S., G. Colletaz, C. Hurlin, and C. Perignon, SSRN (2011)
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last update 10-25-2012
Rudin-Osher-Fatemi Total Variation Denoising using Split Bregman
Getreuer, P., Image Processing On Line (2012)
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last update 10-08-2012
Adaptive Estimation of Vector Autoregressive Models with Time-Varying Variance: Application to Testing Linear Causality ...
Patilea, V., IRMAR-INSA and CREST ENSAI (2010)
Raïssi, H.
Discover
last update 10-08-2012
Dendrodendritic Inhibition and Simulated Odor Responses in a Detailed Olfactory Bulb Network Model
Davison, A., J. Feng, and D. Brown, Journal of Neurophysiology (2003)
Davison, A.
Discover
last update 10-08-2012
Sparse Nonnegative Solution of Underdetermined Linear Equations by Linear Programming
Donoho, D., and J. Tanner, Proceedings of the National Academy of Sciences of the United States of America (2005)
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last update 10-08-2012
Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? Estimates of Government Net Capital ...
Arestoff, F., and C. Hurlin, Economics Bulletin (2010)
Discover
last update 10-08-2012
Testing for Unit Roots in the Presence of Uncertainty Over Both the Trend and Initial Condition
Harvey, I. D., S. J. Leybourne, and A. R. Taylor, Journal of Econometrics (2012)
Colletaz, G.
Discover
last update 10-08-2012
Does Corporate Governance Predict Firms' Market Values? Evidence from Korea
Kim, W., B. S. Black , and H. Jang, The Journal of Law, Economics, & Organization (2006)
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last update 10-08-2012
Unit Root Tests for Panel Data
Choi, I., Journal of International Money and Finance (2001)
Hurlin, C.
Discover
last update 10-08-2012
Testing for Unit Roots in Heterogeneous Panels
Im, S. K., H. M. Pesaran, and Y. Shin, Journal of Econometrics (2003)
Hurlin, C.
Discover
last update 10-08-2012
Testing for a Unit Root in Panels with Dynamic Factors
Moon , R. H., and B. Perron, Journal of Econometrics (2004)
Hurlin, C.
Discover
last update 10-08-2012
Stable Recovery of Sparse Overcomplete Representations in the Presence of Noise
Donoho, D., M. Elad, and V. Temlyakov, Transactions on Information Theory (2006)
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last update 10-08-2012
Copula-Based Models for Financial Time Series
Patton, J. A., Handbook of Financial Time Series, Springer Verlag (2009)
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last update 10-08-2012
A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
Maddala, S. G., and S. Wu, Oxford Bulletin of Economics and Statistics (1999)
Hurlin, C.
Discover
last update 10-08-2012
Neighborliness of Randomly-Projected Simplices in High Dimensions
Donoho, D., and J. Tanner, Proceedings of the National Academy of Sciences of the United States of America (2005)
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last update 10-08-2012
High-Dimensional Centrally-Symmetric Polytopes With Neighborliness Proportional to Dimension
Donoho, D., Discrete & Computational Geometry (2006)
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last update 10-08-2012
LSD: A Fast Line Segment Detector with a False Detection Control
Grompone von Gioi, R., J. Jakubowicz, J. Morel, and G. Randall, IEEE Transactions on Pattern Analysis and Machine Intelligence (2010)
Grompone von Gioi, R.
Discover
last update 10-08-2012
On the Stability of the Basis Pursuit in the Presence of Noise
Donoho, D., and M. Elad, Signal Processing (2006)
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last update 10-08-2012
Appendices for the article "Is Public Capital Really Productive? A Methodological Reappraisal"
Hurlin, C., and A. Minea, Université d'Orléans (2012)
Discover
last update 09-26-2012
Is Public Capital Really Productive? A Methodological Reappraisal
Minea, A., and C. Hurlin, University of Orleans (2012)
Discover
last update 09-10-2012
Forcasting Expected Shortfall with a Generalized Asymetric Student-t Distribution
Galbraith, W. J., and D. Zhu, Centre interuniversitaire de recherche en analyse des organisations (2009)
Discover
last update 07-27-2012
Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? Estimates of Government Net Capital ...
Arestoff, F., and C. Hurlin, Economics Bulletin (2010)
Discover
last update 07-23-2012
A Simple Empirical Measure of Central Banks' Conservatism
Levieuge, G., and Y. Lucotte, SSRN (2012)
Levieuge, G.
Discover
last update 07-23-2012
How To Evaluate an Early Warning System? Towards a unified Statistical Framework for Assessing Financial Crises Forecast ...
Candelon, B., E. Dumitrescu, and C. Hurlin, IMF Economic Review (2012)
Discover
last update 07-23-2012
Backtesting Value-at-Risk: A Duration-Based Approach
Pelletier, D., and P. F. Christoffersen, Journal of Financial Econometrics (2004)
Hurlin, C., and C. Perignon.
Discover
last update 07-23-2012
International Comparisons of Living Standards by Equivalent Incomes
Gaulier, G., and M. Fleurbaey, The Scandinavian Journal of Economics (2009)
Fleurbaey, M., and G. Gaulier.
Discover
last update 07-23-2012
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes
Calvet, E. L., and A. J. Fisher, Journal of Financial Econometrics (2004)
Discover
last update 07-23-2012
Bartlett's Formula for a General Class of Non Linear Processes
Francq, C., and J. Zakoian, Journal of Time Series Analysis (2009)
Discover
last update 07-23-2012
Structural Sign Patterns and Reduced Form Restrictions
Buck, J. A., and G. M. Lady, Economic Modelling (2012)
Discover
last update 07-18-2012
Structural Models, Information and Inherited Restrictions
Buck, J. A., and G. M. Lady, Economic Modelling (2011)
Discover
last update 07-18-2012
The Best of Both Worlds: A Hybrid Approach to Calculating Value at Risk
Boudoukh, J., M. Richardson, and R. F. Whitelaw, Risk (1998)
Hurlin, C., and C. Perignon.
Discover
last update 07-17-2012
A New Approach to Comparing VaR Estimation Methods
Perignon, C., and D. Smith, Journal of Derivatives (2008)
Perignon, C., D. Smith, and C. Hurlin.
Discover
last update 07-16-2012
Mixed Logit with Bounded Distributions of Correlated Partworths
Sonnier, G., and K. Train, Applications of Simulation Methods in Environmental Resource Economics (2005)
Train, K.
Discover
last update 07-10-2012
Why Simple Shrinkage is Still Relevant for Redundant Representations?
Elad, M., IEEE Transactions on Information Theory (2006)
Discover
last update 07-06-2012
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests
Hurlin, C., and V. Pham, Finance (2012)
Hurlin, C., and E. Dumitrescu.
Discover
last update 07-05-2012
Tests of Conditional Predictive Ability
White, H., and R. Giacomini, Econometrica (2006)
Giacomini, R.
Discover
last update 07-04-2012
Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties
Levin, A., C. Lin, and C. J. Chu , Journal of Econometrics (2002)
Hurlin, C.
Discover
last update 06-28-2012
Backtesting Value-at-Risk: A GMM Duration-based Test
Candelon, B., G. Colletaz, C. Hurlin, and S. Tokpavi, Journal of Financial Econometrics (2011)
Colletaz, G., B. Candelon, C. Hurlin, and S. Tokpavi.
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last update 06-28-2012
Outliers and GARCH Models in Financial Data
Charles, A., and O. Darné, Economics Letters (2005)
Charles, A., O. Darné, D. Banulescu, and E. Dumitrescu.
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last update 06-22-2012
Forecasting Realized Volatility Using a Nonnegative Semiparametric Model
Eriksson, A., D. Preve, and J. Yu, Uppsala University (2009)
Preve, D., and J. Yu.
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last update 06-06-2012
Mixed Logit with Repeated Choices: Households' Choices of Appliance Efficiency Level
Revelt, D., and K. Train, The Review of Economics and Statistics (1998)
Train, K.
Discover
last update 06-05-2012
Testing Interval Forecasts: A GMM-Based Approach
Dumitrescu, E., C. Hurlin, and J. Madkour, Journal of Forecasting (2011)
Dumitrescu, E., and C. Hurlin.
Discover
last update 06-05-2012
Currency Crises Early Warning Systems: why they should be Dynamic
Candelon, B., E. Dumitrescu, and C. Hurlin, Maastricht University (2010)
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last update 06-04-2012
A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics
Zhu, D., and J. W. Galbraith, Journal of Econometrics (2010)
Colletaz, G.
Discover
last update 05-05-2012
Techniques for Verifying the Accuracy of Risk Management Models
Kupiec, H. P., Journal of Derivatives (1995)
Hurlin, C., and C. Perignon.
Discover
last update 04-17-2012
Value-at-Risk (Chapter 5: Computing VaR)
Jorion, P., MacGraw-Hill (2007)
Hurlin, C., and C. Perignon.
Discover
last update 03-19-2012
Value-at-Risk (Chapter 7: Portfolio Risk - Analytical Methods)
Jorion, P., McGraw-Hill (2007)
Hurlin, C., and C. Perignon.
Discover
last update 03-16-2012
Backtesting Value-at-Risk Accuracy: A Simple New Test
Hurlin, C., and S. Tokpavi, Journal of Risk (2006)
Discover
last update 03-13-2012
Evaluating Interval Forecasts
Christoffersen, F. P., International Economic Review (1998)
Hurlin, C., and C. Perignon.
Discover
last update 03-09-2012