Tommaso Belluzzo

Last seen: 24 giorni fa | Attivo dal 2017

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Quantitative Engineer

Programming Languages:
Python, C++, Java, C#, PHP, Javascript, R, MATLAB, SQL, HTML, CSS
Spoken Languages:
English, French, Italian, Chinese

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Inviato

Systemic Risk
A framework for systemic risk valuation and analysis.

4 mesi fa | 10 download |

Inviato

Basel Tools
A framework for a rough estimation of Basel IV capital requirements.

quasi 2 anni fa | 1 download |

Inviato

Benford's Law
A framework for Benford's Law conformity assessment.

quasi 2 anni fa | 2 download |

Inviato

HFMRD: Hedge Funds Misreported Returns Detector
A framework for detecting misreported returns in hedge funds.

quasi 2 anni fa | 1 download |

Inviato

Historical Volatility
A framework for historical volatility estimation and analysis.

quasi 2 anni fa | 3 download |

Risolto

The Piggy Bank Problem
Given a cylindrical piggy bank with radius g and height y, return the bank's volume. [ g is first input argument.] Bonus though...

circa 3 anni fa

Risolto

Find the sum of all the numbers of the input vector
Find the sum of all the numbers of the input vector x. Examples: Input x = [1 2 3 5] Output y is 11 Input x ...

circa 3 anni fa

Risolto

Most nonzero elements in row
Given the matrix a, return the index r of the row with the most nonzero elements. Assume there will always be exactly one row th...

circa 3 anni fa

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Bullseye Matrix
Given n (always odd), return output a that has concentric rings of the numbers 1 through (n+1)/2 around the center point. Exampl...

circa 3 anni fa

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Which values occur exactly three times?
Return a list of all values (sorted smallest to largest) that appear exactly three times in the input vector x. So if x = [1 2...

circa 3 anni fa

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Remove any row in which a NaN appears
Given the matrix A, return B in which all the rows that have one or more <http://www.mathworks.com/help/techdoc/ref/nan.html NaN...

circa 3 anni fa

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Counting Money
Add the numbers given in the cell array of strings. The strings represent amounts of money using this notation: $99,999.99. E...

circa 3 anni fa

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Determine if input is odd
Given the input n, return true if n is odd or false if n is even.

circa 3 anni fa

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Sums with Excluded Digits
Add all the integers from 1 to n in which the digit m does not appear. m will always be a single digit integer from 0 to 9. no...

circa 3 anni fa

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Determine whether a vector is monotonically increasing
Return true if the elements of the input vector increase monotonically (i.e. each element is larger than the previous). Return f...

circa 3 anni fa

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Word Counting and Indexing
You are given a list of strings, each being a list of words divided by spaces. Break the strings into words, then return a maste...

circa 3 anni fa

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Interpolator
You have a two vectors, a and b. They are monotonic and the same length. Given a value, va, where va is between a(1) and a(end...

circa 3 anni fa

Risolto

Find state names that start with the letter N
Given a list of US states, remove all the states that start with the letter N. If s1 = 'Alabama Montana Nebraska Vermont Ne...

circa 3 anni fa

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Find relatively common elements in matrix rows
You want to find all elements that exist in greater than 50% of the rows in the matrix. For example, given A = 1 2 3 5 ...

circa 3 anni fa

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Read a column of numbers and interpolate missing data
Given an input cell array of strings s, pick out the second column and turn it into a row vector of data. Missing data will be i...

circa 3 anni fa

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Select every other element of a vector
Write a function which returns every other element of the vector passed in. That is, it returns the all odd-numbered elements, s...

circa 3 anni fa

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Add two numbers
Given a and b, return the sum a+b in c.

circa 3 anni fa

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QWERTY coordinates
Given a lowercase letter or a digit as input, return the row where that letter appears on a standard U.S. QWERTY keyboard and it...

circa 3 anni fa

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Pizza!
Given a circular pizza with radius _z_ and thickness _a_, return the pizza's volume. [ _z_ is first input argument.] Non-scor...

circa 3 anni fa

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Make the vector [1 2 3 4 5 6 7 8 9 10]
In MATLAB, you create a vector by enclosing the elements in square brackets like so: x = [1 2 3 4] Commas are optional, s...

circa 3 anni fa

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Times 2 - START HERE
Try out this test problem first. Given the variable x as your input, multiply it by two and put the result in y. Examples:...

circa 3 anni fa

Inviato

Table SQL
A script for performing SQL CRUD operations on Matlab tables.

oltre 4 anni fa | 3 download |

Domanda

Cross-Entropy Minimization - Extreme Code Performance
I'm working on a multivariate cross-entropy minimization model (for more details about it, see this paper, pp. 32-33). It's purp...

oltre 4 anni fa | 0 risposte | 0

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Domanda

FMINCON Linear Constraint Strictly Greater/Less Than
Hi all, I need some help to correctly build two linear constraints to be used in FMINCON (SQP algorithm). My system has 4 param...

oltre 4 anni fa | 1 risposta | 0

1

risposta

Domanda

Loopin Matrix Multiplication Performance Improvement
Hi all! I'm struggling to reduce computation time on a function I created: function [beta,covariance,residuals] = hac_regressio...

oltre 4 anni fa | 0 risposte | 0

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