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Jen


Attivo dal 2011

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Minimizing a function
Cedric - Will give it a go Teja - I initially used QUADPROG, but couldnt find a way of expressing the L1 constraint. I de...

quasi 13 anni fa | 0

Domanda


Minimizing a function
Hi, I would like to minimize w'Hw, with respect to w, where w is a vector, and H is matrix. And with the following constraint...

quasi 13 anni fa | 3 risposte | 0

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Domanda


Estimating GARCH parameters using fmincon
Hi, I am using the following code to estimate the garch parameters. However I get the following message: fmincon stopped ...

quasi 13 anni fa | 0 risposte | 0

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Domanda


Normal MLE using fminunc
Hi, I am using the following code to estimate the MLE for the normal distribution. 1.load normaldata.dat 2.global x N...

quasi 13 anni fa | 0 risposte | 0

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