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Peihong


National Council For Social Security Fund of China

2012년부터 활동

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Professional Interests: finance, economics

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질문


calculate weighted difference and assigning names to it
Dear friends, I am working on one problem, it looks like this, a matrix xxx with n columns, the first row is the name of variabl...

10년 초과 전 | 답변 수: 0 | 0

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how to use cellfun to take relevant elements out of cell arrays
Dear Friends, I have a matrix of time series data,and I want to calculate the rolling zscore. Some columns start with NaNs, t...

11년 초과 전 | 답변 수: 2 | 0

2

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calculate YoY growth rate
Hi,friend, price2ret function is able to calculate the growth rate of two adjacent values, if it's monthly data, it can be v...

11년 초과 전 | 답변 수: 1 | 0

1

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how to calcuate mean with NaN
Dear Friend, There are two matrixs with the same size, there are some NaNs in each matrix. I want to calculate the mean of co...

11년 초과 전 | 답변 수: 3 | 0

3

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how to get the last value of a cell
thanks. it works

11년 초과 전 | 0

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how to get the last value of a cell
Hi, Walter, would you please give more information. my problem, I want to find zscores for 100 time series data points. but...

11년 초과 전 | 0

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how to get the last value of a cell
Dear Friend, I generated a series of N by 1 cells with different lengths. I want to generate a new vector, each element of th...

11년 초과 전 | 답변 수: 3 | 0

3

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multivariate regression coefficients add up to one
Hi, friend, I am working on a constrained regression, of which I regress Y on several variables. But I need the sum of regre...

11년 초과 전 | 답변 수: 1 | 0

1

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convert monthly data from daily data series
Dear Friend, I have a time series of SP500 daily prices since 1950. I want to find out the monthly end prices, how can I handle...

11년 초과 전 | 답변 수: 1 | 0

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fill area with different shapes
Dear Friend, I plot a figure using "area" command, which translate a N by 4 matrix to a figure, where N means the date, 4 mea...

11년 초과 전 | 답변 수: 1 | 0

1

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rolling optimization with nonlinear constraints
Thanks, friends, I tried again by correcting the syntax error, it works. thanks.

거의 12년 전 | 0

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rolling optimization with nonlinear constraints
Hi Alan, thanks for pointing out the error in nonlinear constraints, I tried, it shows that the problem lies in objective functi...

거의 12년 전 | 0

질문


rolling optimization with nonlinear constraints
Hi,friends, I recently encountered one problem and tried many times without success, is there anyone who can give me some hints,...

거의 12년 전 | 답변 수: 3 | 0

3

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non linear optimization problem
Hi, I encountered one optimization question like this maximize R' *Log(w) subject to w' *cov*w<=0.1 and w>=0 ...

거의 12년 전 | 답변 수: 1 | 0

1

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linear time series with MA(1) residuals
Dear Friends, I want to run a time series linear regression with the form y(t)=beta*x(t)+e(t), where e(t) follows a MA(1) ...

12년 초과 전 | 답변 수: 0 | 0

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