Michael

Actif depuis 2011

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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...

environ 14 ans il y a | 1 réponse | 0

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Question

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...

environ 14 ans il y a | 1 réponse | 0

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Question

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 ?...

environ 14 ans il y a | 1 réponse | 0

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réponse

Question

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 ...

plus de 14 ans il y a | 1 réponse | 0

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Question

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...

plus de 14 ans il y a | 1 réponse | 0

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Question

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...

plus de 14 ans il y a | 1 réponse | 0

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Question

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...

plus de 14 ans il y a | 1 réponse | 0

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Question

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...

plus de 14 ans il y a | 1 réponse | 0

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Question

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...

plus de 14 ans il y a | 2 réponses | 0

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Question

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...

plus de 14 ans il y a | 1 réponse | 0

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Question

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...

plus de 14 ans il y a | 2 réponses | 0

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Question

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...

plus de 14 ans il y a | 1 réponse | 0

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Question

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...

plus de 14 ans il y a | 1 réponse | 0

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Réponse apportée
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...

plus de 14 ans il y a | 0

Question

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 ...

plus de 14 ans il y a | 1 réponse | 0

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réponse

Question

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...

plus de 14 ans il y a | 2 réponses | 0

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