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Last seen: 거의 3년 전 |  2018년부터 활동

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Shift n rows in column to next column by a grouping variable
I wish to shift every 5 rows to the next column as shown below. I have two columns C1 and C2. I want to shift every 5 rows repre...

거의 3년 전 | 답변 수: 1 | 0

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How to create a sequence of datetime for given set of datetime series (with duplicate dates)?
I have table with a column DATETIME of the format ''dd-MM-yyyy HH:mm:ss'' (shown below) and wish to create a sequence of datetim...

거의 3년 전 | 답변 수: 1 | 0

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How to estimate the summation equation quickly in Matlab?
I have to estimate PCi for 6 series. I have a dataset with daily data for 2 months which has DATE in format yyyy-mm-dd and 6 r...

4년 초과 전 | 답변 수: 1 | 0

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Estimate Two Scale Realised Variance TSRV in Matlab?
Hi I need to estimate Two Scale Realised Variance using 1 min and 5 min data. Kindly suggest how to do the same in matlab? I a...

4년 초과 전 | 답변 수: 0 | 0

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How to calculate spread with price at time t and bid and ask after t + 5 min?
Hi I have to calculate this spread measure wherein i have DATETIME column in format shown along with PRICE and BID and ASK rat...

4년 초과 전 | 답변 수: 0 | 0

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How to run GARCH in Mean model with dummy variable in conditional variance equation?
I need to run GARCH in Mean model to test the impact of a dummy variable on the conditional volatility . How to run it?

거의 5년 전 | 답변 수: 0 | 0

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Calculate log return between the first and last observation in a day ?
I have 1 min prices for each day begining 09:30 to 4:00pm and i need to calculate daily log return i.e. log(close price on the d...

대략 5년 전 | 답변 수: 1 | 0

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Remove rows using Cellfun satisfying customised function
I have a cellarray A which has 10 columns of which i need to apply this below mentioned condition on the 8th column of each cell...

5년 초과 전 | 답변 수: 1 | 0

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Remove certain rows from cell array that deviates by more than 10 mean absolute deviations from a rolling centered median (excluding the observation under consideration) of 50 observations (25 observations before and 25 after).
I have a cellarray A which has 10 columns of which i need to apply this condition - "deviated by more than 10 mean absolute devi...

5년 초과 전 | 답변 수: 1 | 0

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How to Delete entries for which the mid-quote deviated by more than 10 mean absolute deviations from a rolling centered median (excluding the observation under consideration) of 50 observations (25 observations before and 25 after).
I have a cell array of midquotes split on days. I need to Delete entries for which the mid-quote deviated by more than 10 mean ...

5년 초과 전 | 답변 수: 1 | 0

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How to create a only a time vector starting 13:15:00 to 20:59:00 with 1 minute interval? R2016a
I already have a DATE series and i need to create a time series wiith equally spaced 1 minute interval from 13:15:00 to 20:59:00...

5년 초과 전 | 답변 수: 1 | 0

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How to extract element of all matrices within a cell array using cellfun?
I need to extract (2,1) i.e. second row and first column element of all matrices within cell array ?

5년 초과 전 | 답변 수: 3 | 0

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How to detect intraday jumps using Lee & Mykland 2008,2012 methodology ?
Is there a code for executing Lee and Mykland 2008, 2012 Jump Detection for intraday data in matlab ?

5년 초과 전 | 답변 수: 0 | 0

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How to run Main Function saved in mfile that has many subfunction that are saved in separate mfiles but all has to run together due to iteration within main function?
I am using R2016a version. I have a function file with a following structure - function[out1, out2,...,out5]=MAINFUNCTI...

5년 초과 전 | 답변 수: 0 | 0

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Split a large intraday 1 minute data for each DATE into MATRIX for each DATE?
How can I split an intraday data with DATETIME stamp to each DATE to run a function on each day as matrix? I did - # Separ...

5년 초과 전 | 답변 수: 1 | 0

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fmincon gmm function - how to define moment condition
I have 3 price series and three moment condtions from which i need to estimate sigma2, alpha,psi and omega using GMM. I have cal...

5년 초과 전 | 답변 수: 0 | 0

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