Community Profile

photo

fede


fefe

Actif depuis 2015

Followers: 0   Following: 0

Contact

Statistiques

  • Thankful Level 3

Afficher les badges

Feeds

Afficher par

Question


how can I eliminate coloum with mean largest than a certain value?
Hi I have a matrix nxn called prices, where in each column I have an Historical stock prices. I want to eliminate all columns ...

environ 8 ans il y a | 1 réponse | 0

1

réponse

Question


Input A of class cell and input B of class cell must be cell arrays of strings, unless one is a string".
tickers='tickers.txt'; %list of tickers of financial stocks price=hist_stock_data('09032015','09032016',tickers); %download...

environ 8 ans il y a | 1 réponse | 0

1

réponse

Question


Error with ismember in a loop for
tickers='tickers.txt'; price=hist_stock_data('09032015','09032016',tickers); prices=zeros(size(price(1, 1).AdjClose,1),s...

environ 8 ans il y a | 1 réponse | 0

1

réponse

Question


Error with ismember in a loop for
Hi, I have the following code with the error: "Input A of class cell and input B of class cell must be cell arrays of strings,...

environ 8 ans il y a | 1 réponse | 0

0

réponse

Question


Error with ismember! help me
siz=size(couple,1); hlife=zeros(siz,1); adf=zeros(siz,1); correlation=zeros(siz,1); sharpe_res=zeros(siz,1); mc...

environ 8 ans il y a | 1 réponse | 0

1

réponse

Question


is there an equivalent vlookup formula excel in matlab of a string?
I have the following matrix: Stock_1 Stock_2 ..... Stock_n 23.5 25.8 29.6 24.5 85.5 ........ 59.2 ......

environ 8 ans il y a | 1 réponse | 0

1

réponse

Question


is there an equivalent vlookup formula excel in matlab of a string?
I have the following matrix: Name_1 Name_2 ..... Name_n 23.5 25.8 29.6 24.5 85.5 ........ 59.2 A ma...

environ 8 ans il y a | 1 réponse | 0

0

réponse

Question


can help me with this simple code?
I have a list of string (str_1,str_2.......str_n) an a matrix called "A" of string str_1 str_2 str_1 str_4 ... ... ...

environ 8 ans il y a | 2 réponses | 0

2

réponses

Question


is there an equivalent vlookup formula excel in matlab of a string?
I have the following matrix: Name_1 Name_2 ..... Name_n 23.5 25.8 29.6 24.5 85.5 ........ 59.2 A ma...

environ 8 ans il y a | 2 réponses | 0

2

réponses

Question


pls, help me with this
I have the following matrix: Name_1 Name_2 ..... Name_n 23.5 25.8 29.6 24.5 85.5 ........ 59.2 . ...

environ 8 ans il y a | 1 réponse | 0

0

réponse

Question


Subscripted assignment dimension mismatch.
Hi I have the vector price <1xn struct> in which we have a several information about a price of a stock. I want to have ...

environ 8 ans il y a | 1 réponse | 0

1

réponse

Question


Problem with plotyy for standard deviation on my plot
Hi, I want to plot the +1.5 and -1.5 standard deviation of my time series, in the same figure but with two y axes; but my code d...

plus de 8 ans il y a | 2 réponses | 0

2

réponses

Question


Please help me, how can calculate this?
I have: vector of weights w(1,n); a var-cov matrix sigma (n,n); a correlation matrix corrm(n,n). I have to calculate this formu...

plus de 8 ans il y a | 1 réponse | 0

0

réponse

Question


How can calculate this formula?
I have a matrix of price time series (p1,p2...pn) and their weights w(1,n). How can calculate this formula? <</matlabcentral...

plus de 8 ans il y a | 1 réponse | 0

1

réponse

Question


How can calculate this formula?
I have a vector of weight w(1,n) and a correlation matrix p(n,1) created from n time series. How can calculate this formula? ...

plus de 8 ans il y a | 1 réponse | 0

0

réponse

Question


How to calculate this formula?
I have a vector of weight w(1,n) and a vector of correlation p(n,1). How can calculate this formula? <</matlabcentral/answer...

plus de 8 ans il y a | 1 réponse | 0

1

réponse

Question


How can calculate this formula with matlab?
I have the vectors w(1,n) and σ(n,1). How can calculate this formula? <</matlabcentral/answers/uploaded_files/39699/formula.p...

plus de 8 ans il y a | 2 réponses | 0

2

réponses

Question


Subscript indices must either be real positive integers or logicals.
I have this code n=size(tickers,2); tempo=90; d=size(prices,1); f=d-tempo; meancoint=zeros(f,1); M_coint=zer...

plus de 8 ans il y a | 1 réponse | 0

1

réponse

Question


find a value in a matrix
For example I have the following cell x1 x2 x3 x1 2 3 4 x2 5 -2 -5 x3 -6 -5 -4 I want to search all variable o...

plus de 8 ans il y a | 1 réponse | 0

1

réponse

Question


maintain string in a cov matrix
Hi I want to know if it's possible maintain the name of my stocks in the var-cov matrix. If I have a matrix as dataset, for ex...

plus de 8 ans il y a | 1 réponse | 0

1

réponse

Question


problem for loop matrix
this is my code: n=size(prices,2); M_coint=zeros(n,n); for i=1:n; j=1:n; tmp=cadf(prices(:,i),prices(:...

plus de 8 ans il y a | 1 réponse | 0

1

réponse

Question


Why this message error?
n=size(prices,2); M_coint=zeros(n,n); for i=1:n; j=1:n; M_coint(i,j)=cadf(prices(:,i),prices(:,j),0,1); ...

plus de 8 ans il y a | 1 réponse | 0

1

réponse

Question


Linear combination matrix columns
If I have the following matrix 1 5 6 2 7 6 3 2 2 with c1 c2 and c3 the columns I want obtain the following linear co...

plus de 8 ans il y a | 1 réponse | 0

1

réponse

Question


linear combination matrix columns
If I have the following matrix 1 5 6 2 7 6 3 2 2 with c1 c2 and c3 the columns I want obtain the following li...

plus de 8 ans il y a | 1 réponse | 0

1

réponse

Question


Matrix of cointegration as a var-cov matrix
If I have the following matrix composed from name of stocks and their daily price time series IBM JPM C p11 p12 p13 p21...

plus de 8 ans il y a | 1 réponse | 0

0

réponse

Question


Create a combination of time series and test for each combination a test
If I have the following matrix composed from name of stocks and their daily price time series IBM JPM C p11 p12 p13 p21...

plus de 8 ans il y a | 1 réponse | 0

0

réponse

Question


Create a combination of stocks to test the cointegration from a database
If I have the following matrix composed from name of stocks and their daily price time series IBM JPM C p11 p12 p13 p2...

plus de 8 ans il y a | 1 réponse | 0

0

réponse

Question


join char/cell to double matrix
I have c=['IBM';'SPY';'IVV']; celldata=cellstr(c); and price= hist_stock_data(celldata'); I want a matrix as...

plus de 8 ans il y a | 1 réponse | 0

1

réponse

Question


Join elements of an array
If I have two array a=[1 2 3 0] b=[0 0 5 4] and I want the array c=[1 2 3 4] How should I proceed? In other words I...

presque 9 ans il y a | 1 réponse | 0

1

réponse