![photo](/responsive_image/150/150/0/0/0/cache/matlabcentral/profiles/785095_1522076641389_DEF.jpg)
Manthos Vogiatzoglou
Followers: 0 Following: 0
Professional Interests: computational finance - statistics
Statistiques
RANG
94 966
of 292 740
RÉPUTATION
0
CONTRIBUTIONS
8 Questions
1 Réponse
ACCEPTATION DE VOS RÉPONSES
25.0%
VOTES REÇUS
0
RANG
863 of 19 936
RÉPUTATION
2 130
CLASSEMENT MOYEN
4.20
CONTRIBUTIONS
5 Fichiers
TÉLÉCHARGEMENTS
34
ALL TIME TÉLÉCHARGEMENTS
20320
RANG
of 147 908
CONTRIBUTIONS
0 Problèmes
0 Solutions
SCORE
0
NOMBRE DE BADGES
0
CONTRIBUTIONS
0 Publications
CONTRIBUTIONS
0 Public Chaîne
CLASSEMENT MOYEN
CONTRIBUTIONS
0 Point fort
NOMBRE MOYEN DE LIKES
Feeds
Question
creating new fields in multiple structures with loops
Hi all I have some data in the form of structures, eg strA, strB e.t.c. All structures have the same fields, let's say f1 and f...
plus de 4 ans il y a | 2 réponses | 0
2
réponsesA soumis
Regime Switching Copula (RSC) toolbox
Functions to simulate and estimate regime switching copula models (bivariate data, only two regimes)
presque 6 ans il y a | 3 téléchargements |
![Thumbnail](/matlabcentral/mlc-downloads/downloads/47c90cf3-5829-40b1-9c64-a6961e11b631/e249b999-8a24-4199-bea7-a83c5aaf53a6/images/screenshot.png)
Question
regression with ARMA_GARCH errors
I want to estimate a regression model with ARMA(3,3) - GARCH(1,1) errors: y_t = bX_t + e_t e_t = a_1e_{t-1}+...+a_3e_{t-3}...
plus de 6 ans il y a | 1 réponse | 0
0
réponseQuestion
Strange behavior of fmincon when analytical gradient is supplied
Dear all I want to find the minimum of a log likelihood function of the form [f,gr_f] = mylogl(theta, data) subjec...
presque 7 ans il y a | 1 réponse | 0
1
réponseA soumis
Dynamic Copula Toolbox 3.0
Functions to estimate copula GARCH and copula Vine models.
plus de 9 ans il y a | 26 téléchargements |
Question
problem in compiling a file
Dear all I am trying to use glasso for matlab, downloaded from: http://www-stat.stanford.edu/~tibs/glasso/ . I unzipped the f...
environ 11 ans il y a | 1 réponse | 0
0
réponseQuestion
error in mexing a file from external source
Dear all I am trying to use glasso for matlab, downloaded from: http://www-stat.stanford.edu/~tibs/glasso/ . I unzipped th...
environ 11 ans il y a | 1 réponse | 0
1
réponseQuestion
nonlinear programming - first order conditions
Hi all I want to solve the following problem: max: f(x)=x'Ax+b'x, where x=[x1;x2;x3], A=[2 -5 -10;-5 3 -5;-10 -5 4] and ...
plus de 12 ans il y a | 1 réponse | 0
1
réponseQuestion
standard errors
I have to solve the following optimization problem: maxf(S), (f is a multivariate log likelihood) subject to: S>0 (since S is ...
environ 13 ans il y a | 1 réponse | 0
0
réponseStrange error in fmincon with nonlinear constraints
The input arguments in myfunc and myconstr should(?) be identical. I changed myconstr to [c, ceq] = myconstr(theta, data, spec) ...
plus de 13 ans il y a | 0
Question
Strange error in fmincon with nonlinear constraints
Hello all my optimization problem is as follows: function fval = myfunc(theta,data,spec) % the objective function defined ...
plus de 13 ans il y a | 2 réponses | 0
2
réponsesA soumis
Dynamic Copula Toolbox 2.0
functions to estimates various copula models via MLE
presque 15 ans il y a | 1 téléchargement |
A soumis
Dynamic Copula Toolbox version 1
Estimation and simulation of Copula - GARCH and Copula Vines
environ 15 ans il y a | 2 téléchargements |
A soumis
CVaR optimization
The file provides scripts and functions to estimate the optimal portfolio by minimizing CVaR
presque 16 ans il y a | 2 téléchargements |
![Thumbnail](/matlabcentral/mlc-downloads/downloads/submissions/19907/versions/1/screenshot.gif)