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Jan Morawietz


Actif depuis 2014

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Trouble with mvregress - Example required
Suppose I want to calculate a multivariate regression with the dependent variable Y and independent variable X. Y is an 4x25...

plus de 9 ans il y a | 1 réponse | 0

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fmincon - conditions must depend on optimization output
How do I make this fmincon function work. The optimization output fval is supposed to have influence on the condition vector A. ...

presque 10 ans il y a | 1 réponse | 0

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Optimization through iteration - help!
I'm desperatley trying to optimize vector x such as its sum equals one.I need this for an optimization problem which can only ...

presque 10 ans il y a | 1 réponse | 0

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Replace first number of matrix with the next larger value
I have the following matrix: StrikeMatrix11= [1:10] Now I want to replace the first number of StrikeMatrix11 with "2" si...

environ 10 ans il y a | 1 réponse | 0

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iterate structures: Error message
Can someone please help me with this iteration: Assumme I have the following components of a strcuture: field1 = 'Fi...

environ 10 ans il y a | 1 réponse | 0

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Use data from matlab function "tomonthly"
Taking the offilcial mathworks example: How to convert to monthly data load predict_ret_data.mat x0 = fints(expdates, ex...

environ 10 ans il y a | 1 réponse | 0

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Question


reshaping a matrix: adding rows and changing the selected elements of the original matrix
Take the following matrix A: A = [ 1 2 3 4 5 6]'; If I want to find the max. and min. for a predefined frequency (e.g. f...

plus de 10 ans il y a | 1 réponse | 0

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Réponse apportée
createLags function - Hows does it compute ?
http://www.mathworks.com/matlabcentral/fileexchange/43258-commodities-trading-with-matlab/content/CommodityTrading/createLags.m

plus de 10 ans il y a | 0

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createLags function - Hows does it compute ?
I'm currently trying to understand a matlab code of trend following. At some point, the code uses Matlab's "createLages" functio...

plus de 10 ans il y a | 1 réponse | 0

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Question


calculate the return between selected time points only
Hi, suppose I have a time series with stock prices and this variable is called "price" Now I have a second variable which is...

plus de 10 ans il y a | 1 réponse | 0

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Question


Identify pre-sign changes
Assume I have a sequence of +1 and -1 only, randomly chosen.. If I want to identify the sequence point where the pre sign cha...

plus de 10 ans il y a | 1 réponse | 0

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