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solving a binomial tree
Hi everyone Does anyone know of an algorithm to solve a binomial tree with N stages? In this instance one is given the prices...
대략 14년 전 | 답변 수: 0 | 0
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solving equations numerically for a changing equation
Hi guys I'm trying to solve an equation numerically, but I need the equation to update for each iteration. So, for example, f...
대략 14년 전 | 답변 수: 1 | 0
1
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solving equations numerically
Hi everyone Could someone help me solve the following equation numerically: (exp(-x) + exp(-(x*exp(0.2))))/exp(0.5) = 0.8832 ?...
대략 14년 전 | 답변 수: 1 | 0
1
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Finding averages excluding a number
Hi, I'm having a bit of trouble finding the average value of a matrix. Its a 1000x10 matrix, and I want to find the average ...
14년 초과 전 | 답변 수: 1 | 0
1
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Finding p values for a t test
Hey guys I'm trying to find the p value for the following t test: (rhohat-rho)/st(rhohat) ,where rho is the true parameter va...
14년 초과 전 | 답변 수: 0 | 0
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Autoregressive models
Hi, I'm trying to create an auto regressive model, and I want to use AIC to identify the optimal number of lags to include in i...
14년 초과 전 | 답변 수: 1 | 0
1
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Cointegrating several series
Hey, was hoping someone might be able to help me. I'm trying to find a relationship between several series and was thinking o...
14년 초과 전 | 답변 수: 1 | 0
1
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How to determine if data are significantly different from each other
Hi I have the following data -0.1363 0.0176 -0.0719 -0.0827 0.0169 0.0047 -0.0623 -0.0944 -0.0390 and I want to tes...
14년 초과 전 | 답변 수: 1 | 0
1
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Removing invalid results
Hi, I'm having a problem removing part of my output that is invalid. Basically I have a matrix, and certain values within that m...
14년 초과 전 | 답변 수: 2 | 0
2
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inducing correlation with contraints
Hi, I'm busy doing my thesis but I keep running into this problem: I'm trying to generate several series that are correlated. On...
14년 초과 전 | 답변 수: 1 | 0
1
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solving a simple maths problem
Hey I'm looking for a solution to whats probably a fairly simple problem. Any help would be appreciated. I want to solve for z i...
14년 초과 전 | 답변 수: 2 | 0
2
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Truncating a normal/Gaussian distribution
Hi, I'm trying to create an mxn matrix of normal random variables such that the mean for each column is 2, variance for each co...
14년 초과 전 | 답변 수: 1 | 0
1
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generating correlated series
Hi Does anyone know of a way to generate series that have a defined correlation, mean and variance? i.e. I want to be able to sa...
14년 초과 전 | 답변 수: 1 | 0
1
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Generating correlated series where the correlation is pre-specified
oh man, just realise how badly the code came out, let me post it again with less commenting: function [Returns,Z,C]= cholesky...
Generating correlated series where the correlation is pre-specified
oh man, just realise how badly the code came out, let me post it again with less commenting: function [Returns,Z,C]= cholesky...
14년 초과 전 | 0
질문
Generating correlated series where the correlation is pre-specified
Hi, I'm having trouble generating series that have a pre-set correlation. My program is essentially trying to simulate returns ...
14년 초과 전 | 답변 수: 1 | 0
1
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using randn within an interval
Hey Does anyone know of a way to create an mxn matrix of random normals where each entry is within an particular bound. For exa...
14년 초과 전 | 답변 수: 2 | 0
