Community Profile

# tilfani oussama

##### Last seen: 6 months ago
36 total contributions since 2016

View details...

Contributions in
View by

Question

The use of MFE toolbox in DCC GARCH
I would like to perform a DCC GARCH model to a time series, with MFE toolbox. For simplicity, let say a bivariate case. I would ...

1 year ago | 0 answers | 0

### 0

Question

Multiobjective optimization portfolio selection NSGA II
I would ike to use the algorithm described here https://www.mathworks.com/matlabcentral/fileexchange/53143-portfolio-optimizatio...

2 years ago | 0 answers | 0

### 0

Question

Using new objective function in existing nsga ii matlab code
I took a matlab codefor NSGA II from this link http://yarpiz.com/56/ypea120-nsga2, i would like to use this code for a new objec...

2 years ago | 0 answers | 0

### 0

Question

tranlsate a matriciel expression in matlab language
I have the following equation, wich can be writted in matrciel form as : R= w'C + w'βRm where Rm is a scalar, w C and β are col...

2 years ago | 1 answer | 0

### 1

Question

Error with parfor loop
I have the following code ft=zeros(1000,1); gt=zeros(1000,1); FT=zeros(1000,1) ; Gt=zeros(1000,1) ; CovXY=zeros...

2 years ago | 1 answer | 0

### 1

Question

reduce execution time in matlab
I have a matlab programm with a loop, it takes with a machine of 16GO RAM, 7 hours to be executed. The aim is to compute a cros...

2 years ago | 2 answers | 0

### 2

Question

Mean column with step
I have a column vector of n elements, i would like to calculate the mean with a step of 10 (the mean of 10th, 20th, and so on). ...

2 years ago | 2 answers | 0

### 2

Let me expose the problem from the beginning. My aim is to solve for w=(w1,...,wn)' an optimization problem, the probelm can be ...

2 years ago | 0

| accepted

Question

I have a system of equation which i would like to solven this systme can be expressed as : w=(w1,...,wn)' and let consider a ...

2 years ago | 1 answer | 0

### 1

plot graph with values of y axis on the begining and the end
I would like to get a graph similar to those in figure 1 in the attched file (not necessary the shaded area)

3 years ago | 0

| accepted

Question

plot graph with values of y axis on the begining and the end
I have three array vectors, beta, betal and betau, i would like to plot them on the same grpah. The x axis is scale ranging from...

3 years ago | 3 answers | 0

### 3

Question

How to convert R code to matlab?
Hy I would like to convert an R code into matlab, can someone help me to do? this the R code.

3 years ago | 1 answer | 0

### 1

Question

Variance and covariances in multiscale
I want to code for DFA and DCCA based regression, to do i would like to code a detrended scale covariance and variance, as descr...

3 years ago | 0 answers | 0

### 0

How to estimate standard errors?
ALso my question is only about SE of coefficient estimated in the simple

3 years ago | 0

Question

How to estimate standard errors?
I'm using a code to estimate a hurst coefficient MFDFA procedure, Hurst coefficient is the slope of logFq(s) vs log(s) for q=2, ...

3 years ago | 1 answer | 0

### 1

Question

plot graph of time series
Hi I have a matlab 2015a, i would like to plot a time series with dates on the x axis andd values on the y axis.

3 years ago | 1 answer | 0

### 1

Question

VAR model estimation function
I would like to estimate a VAR (vector autoregression) model, i have matlab 2015a version. If someone have a code function to es...

3 years ago | 0 answers | 0

### 0

Question

Code to calculate a cross correlation function for many scales
I would like to calculate a cross correlation function on many scales, in the file attached chapter 2 Multiscale correlation fun...

3 years ago | 1 answer | 0

### 1

Code to calculate a cross correlation function for many scales
this is the paper of reference, look at paragraph 2 Multiscale cross correlation

3 years ago | 0

Question

Vector Autoregressive model matlab R2015a
I would like to estimate a VAR(p) model with matlab, the command "Mdl=varm" is not defined in matlab R2015a. Can i have a code/...

3 years ago | 0 answers | 0

### 0

Question

optimize time calculations program
I have a program, composed on a function and a loop (function enclosed and loop below), which takes a lot fo time to be perform...

3 years ago | 0 answers | 0

### 0

code execution take time
The function Chaostest is enclosed, the loop please look below x is a column vector (1:3500) n=length(x); for j=1:n-499 ...

3 years ago | 0

Question

code execution take time
I run a code, which computes chaos degree in a series, the code whithin a loop take more than 7 hours. there is a way to perfo...

3 years ago | 2 answers | 0

### 2

Synchronize two time series matlab R2015a
That works with [D1,S1,R1] = xlsread('SP dated.xls'); [D2,S2,R2] = xlsread('CAC40 dated.xls'); S1ds = R1(2:end,:); ...

3 years ago | 0

Question

Error when synchronizing two time series
I have two time series, i would like to synchronize them, in each series i have two columns (the first with date and second with...

3 years ago | 1 answer | 0

### 1

Synchronise two time series
Can you give more elements, i tried with but i fail, please find attached my series

3 years ago | 0

Question

Synchronize two time series matlab R2015a
I have two time series SP and CAC40 returns, i would like to save only equal dates values, i have a matlab 2015a. Bests

3 years ago | 2 answers | 0

### 2

Question

Synchronise two time series
I have two dated time series, i import the with readtable command, i would like to synchronize them. taking only values with equ...

3 years ago | 2 answers | 0

### 2

Question

Time series with date
Hello I have two time series Xt and Yt ranging from 2005 to 2012 on daily basis (two rows one indicate the date and the second ...

3 years ago | 1 answer | 0