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Tommaso Delicato


Last seen: circa un anno ago Active since 2020

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Calculate Exponetial Moving Covariance
I should calculate a variance-covariance matrix over a 60-month rolling window, but so that the newer data has more weight than ...

oltre un anno ago | 1 answer | 0

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extract the j-th component of the vector resulting from the matrix product.
I cannot code the fact that I have to extract the j-th component from the vector that results from a matrix product in a constra...

oltre un anno ago | 0 answers | 0

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optimization proble risk parity
I state that I am not very experienced in MATLAB. I should create and minimize a function to find the weights of an asset alloca...

oltre un anno ago | 1 answer | 0

1

answer

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Allineare delle serie storiche
Salve, ho un problema riguardo delle serie storiche finanziarie. In quanto ho delle serie con frequenza giornaliera e altre con ...

oltre un anno ago | 0 answers | 0

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answers