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

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

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

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

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

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

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

Answered

solve quadratic set of equations

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

solve quadratic set of equations

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

solve quadratic set of equations

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

Answered

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)

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

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

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

Answered

How to estimate standard errors?

ALso my question is only about SE of coefficient estimated in the simple

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

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

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

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

Answered

Code to calculate a cross correlation function for many scales

this is the paper of reference, look at paragraph 2 Multiscale cross correlation

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

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

Answered

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 ...

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

Answered

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,:); ...

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

Answered

Synchronise two time series

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

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

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

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

Answered

How do I ran a GARCH model with Dummy Variables.?

i have a time series of stock return, for which i would like to estimate conditional volatility by a garch model. My aim is no...

How do I ran a GARCH model with Dummy Variables.?

i have a time series of stock return, for which i would like to estimate conditional volatility by a garch model. My aim is no...

3 years ago | 0