DankoJones
2011년부터 활동
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A question about a for loop
I have a excel file with a 5000x7 matrix. I would like to build a for loop which makes sets of 60x7. The way I tried to a...
13년 초과 전 | 답변 수: 1 | 0
1
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Stutzer index (stutzer performance ratio)
I'm trying to obtain a result from this formula: <http://www.activetradermag.com/assets/news/Web%20extra%20images/stutzer1-120...
13년 초과 전 | 답변 수: 0 | 0
0
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How to resample a timeseries in matlab?
Is there anyway to resample/bootstrap a simple timeseries vector a, lets say 1000 times? For example I do: y = exprnd(...
13년 초과 전 | 답변 수: 0 | 0
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Bootstrap sampling question (incorporating with higher moments?)
I currently have an issue. I developed an asset allocation model based on some historical data, results were above average and n...
13년 초과 전 | 답변 수: 0 | 0
0
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nonlcon in fmincon not satisfying my constraints :( getting crazy.
I'm currently trying to satisfy non linear constraints through adding a nonlcon in my fmincon function, however when optimizing,...
13년 초과 전 | 답변 수: 1 | 0
1
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(weight) constraint within constraint using fmincon
They are indeed not simple bound constraints. I know been busy working in the nonlcon constraint to fix this issue, but still ha...
(weight) constraint within constraint using fmincon
They are indeed not simple bound constraints. I know been busy working in the nonlcon constraint to fix this issue, but still ha...
13년 초과 전 | 0
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(weight) constraint within constraint using fmincon
I'm at the moment doing some optimal asset allocation while using fmincon. For example if I have 8 assets, I use max_al...
13년 초과 전 | 답변 수: 2 | 0
2
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Problem with plotting FMINCON results
I'm at the moment solving a simple asset allocation model, where I would like to see the iterations and fval during the process....
13년 초과 전 | 답변 수: 1 | 0
1
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Error on minimizing matrix through fmincon and quadprog :(
I'm currently in the process of minimizing a skewness coskewness matrix to find the optimal weight of an asset class. With fm...
13년 초과 전 | 답변 수: 0 | 1
0
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Global-Minimum-Variance model and 1/N model optimal asset allocation
This will calculate the weights for the .. 1. Global-Minimum-Variance model 2. 1/N model
거의 14년 전 | 다운로드 수: 1 |
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Convert monthly Geometric asset returns into arithmetic returns
I've been given monthly geometric Returns (new-old)/(old) for exactly 10 years. I need to convert this to monthly aritmetic ...
거의 14년 전 | 답변 수: 0 | 0
0
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Pricing an option with a binomial tree
Hey there guys, I need a little help on programming a binomial tree. How do you set up a relative simple binomial tree with ...
14년 초과 전 | 답변 수: 0 | 0
