Peihong

National Council For Social Security Fund of China

Attivo dal 2012

Followers: 0 Following: 0

Messaggio

Professional Interests: finance, economics

Statistica

Visualizza badge

Feeds

Domanda

calculate weighted difference and assigning names to it
Dear friends, I am working on one problem, it looks like this, a matrix xxx with n columns, the first row is the name of variabl...

circa 11 anni fa | 0 risposte | 0

0

risposte

Domanda

how to use cellfun to take relevant elements out of cell arrays
Dear Friends, I have a matrix of time series data,and I want to calculate the rolling zscore. Some columns start with NaNs, t...

oltre 12 anni fa | 2 risposte | 0

2

risposte

Domanda

calculate YoY growth rate
Hi,friend, price2ret function is able to calculate the growth rate of two adjacent values, if it's monthly data, it can be v...

oltre 12 anni fa | 1 risposta | 0

1

risposta

Domanda

how to calcuate mean with NaN
Dear Friend, There are two matrixs with the same size, there are some NaNs in each matrix. I want to calculate the mean of co...

oltre 12 anni fa | 3 risposte | 0

3

risposte

Risposto
how to get the last value of a cell
thanks. it works

oltre 12 anni fa | 0

Risposto
how to get the last value of a cell
Hi, Walter, would you please give more information. my problem, I want to find zscores for 100 time series data points. but...

oltre 12 anni fa | 0

| accettato

Domanda

how to get the last value of a cell
Dear Friend, I generated a series of N by 1 cells with different lengths. I want to generate a new vector, each element of th...

oltre 12 anni fa | 3 risposte | 0

3

risposte

Domanda

multivariate regression coefficients add up to one
Hi, friend, I am working on a constrained regression, of which I regress Y on several variables. But I need the sum of regre...

oltre 12 anni fa | 1 risposta | 0

1

risposta

Domanda

convert monthly data from daily data series
Dear Friend, I have a time series of SP500 daily prices since 1950. I want to find out the monthly end prices, how can I handle...

oltre 12 anni fa | 1 risposta | 0

1

risposta

Domanda

fill area with different shapes
Dear Friend, I plot a figure using "area" command, which translate a N by 4 matrix to a figure, where N means the date, 4 mea...

oltre 12 anni fa | 1 risposta | 0

1

risposta

Risposto
rolling optimization with nonlinear constraints
Thanks, friends, I tried again by correcting the syntax error, it works. thanks.

oltre 12 anni fa | 0

Risposto
rolling optimization with nonlinear constraints
Hi Alan, thanks for pointing out the error in nonlinear constraints, I tried, it shows that the problem lies in objective functi...

oltre 12 anni fa | 0

Domanda

rolling optimization with nonlinear constraints
Hi,friends, I recently encountered one problem and tried many times without success, is there anyone who can give me some hints,...

oltre 12 anni fa | 3 risposte | 0

3

risposte

Domanda

non linear optimization problem
Hi, I encountered one optimization question like this maximize R' *Log(w) subject to w' *cov*w<=0.1 and w>=0 ...

oltre 12 anni fa | 1 risposta | 0

1

risposta

Domanda

linear time series with MA(1) residuals
Dear Friends, I want to run a time series linear regression with the form y(t)=beta*x(t)+e(t), where e(t) follows a MA(1) ...

oltre 13 anni fa | 0 risposte | 0

0

risposte