Michael

Attivo dal 2011

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Domanda

solving a binomial tree
Hi everyone Does anyone know of an algorithm to solve a binomial tree with N stages? In this instance one is given the prices...

circa 14 anni fa | 0 risposte | 0

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Domanda

solving equations numerically for a changing equation
Hi guys I'm trying to solve an equation numerically, but I need the equation to update for each iteration. So, for example, f...

circa 14 anni fa | 1 risposta | 0

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Domanda

solving equations numerically
Hi everyone Could someone help me solve the following equation numerically: (exp(-x) + exp(-(x*exp(0.2))))/exp(0.5) = 0.8832 ?...

circa 14 anni fa | 1 risposta | 0

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Domanda

Finding averages excluding a number
Hi, I'm having a bit of trouble finding the average value of a matrix. Its a 1000x10 matrix, and I want to find the average ...

oltre 14 anni fa | 1 risposta | 0

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Domanda

Finding p values for a t test
Hey guys I'm trying to find the p value for the following t test: (rhohat-rho)/st(rhohat) ,where rho is the true parameter va...

oltre 14 anni fa | 0 risposte | 0

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Domanda

Autoregressive models
Hi, I'm trying to create an auto regressive model, and I want to use AIC to identify the optimal number of lags to include in i...

oltre 14 anni fa | 1 risposta | 0

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Domanda

Cointegrating several series
Hey, was hoping someone might be able to help me. I'm trying to find a relationship between several series and was thinking o...

oltre 14 anni fa | 1 risposta | 0

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Domanda

How to determine if data are significantly different from each other
Hi I have the following data -0.1363 0.0176 -0.0719 -0.0827 0.0169 0.0047 -0.0623 -0.0944 -0.0390 and I want to tes...

oltre 14 anni fa | 1 risposta | 0

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Domanda

Removing invalid results
Hi, I'm having a problem removing part of my output that is invalid. Basically I have a matrix, and certain values within that m...

oltre 14 anni fa | 2 risposte | 0

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Domanda

inducing correlation with contraints
Hi, I'm busy doing my thesis but I keep running into this problem: I'm trying to generate several series that are correlated. On...

oltre 14 anni fa | 1 risposta | 0

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Domanda

solving a simple maths problem
Hey I'm looking for a solution to whats probably a fairly simple problem. Any help would be appreciated. I want to solve for z i...

oltre 14 anni fa | 2 risposte | 0

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Domanda

Truncating a normal/Gaussian distribution
Hi, I'm trying to create an mxn matrix of normal random variables such that the mean for each column is 2, variance for each co...

oltre 14 anni fa | 1 risposta | 0

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Domanda

generating correlated series
Hi Does anyone know of a way to generate series that have a defined correlation, mean and variance? i.e. I want to be able to sa...

oltre 14 anni fa | 1 risposta | 0

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Risposto
Generating correlated series where the correlation is pre-specified
oh man, just realise how badly the code came out, let me post it again with less commenting: function [Returns,Z,C]= cholesky...

oltre 14 anni fa | 0

Domanda

Generating correlated series where the correlation is pre-specified
Hi, I'm having trouble generating series that have a pre-set correlation. My program is essentially trying to simulate returns ...

oltre 14 anni fa | 1 risposta | 0

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Domanda

using randn within an interval
Hey Does anyone know of a way to create an mxn matrix of random normals where each entry is within an particular bound. For exa...

oltre 14 anni fa | 2 risposte | 0

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