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Riccardo Brignone


Last seen: 20 jours il y a |  Actif depuis 2016

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Hawkes Simulation
This file contains code for exact simulation of Hawkes processes with exponential kernel.

environ 4 ans il y a | 1 téléchargement |

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Question


How to use h_cubature function from Cubature package in MATLAB?
Hi! I have to solve numerically some integrals. I've done it with Matlab, using integral, integral2, integral3 and so on, now...

plus de 6 ans il y a | 1 réponse | 0

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Mean-ValueAtRisk Optimization
This library contains MVaRP object (MeanValueatRiskPortfolio).

plus de 7 ans il y a | 2 téléchargements |

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Measures of Portfolio Diversification
Allows to measure portfolio diversification

plus de 7 ans il y a | 1 téléchargement |