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Tommaso Belluzzo


Last seen: 2 days ago
21 total contributions since 2017

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Tommaso Belluzzo's Badges

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  • GitHub Submissions Level 3
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Contributions in
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Submitted


Systemic Risk
A framework for systemic risk valuation and analysis.

11 days ago | 42 downloads |

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Submitted


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

2 months ago | 2 downloads |

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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...

3 months ago | 0 answers | 0

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answers

Submitted


Historical Volatility
A framework for historical volatility estimation and analysis.

4 months ago | 4 downloads |

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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...

4 months ago | 1 answer | 0

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answer

Question


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...

5 months ago | 0 answers | 0

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answers

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Group Constraints for FMINCON
Hi all! I'm writing a model that needs to minimize 6 variables through FMINCON: o, a, b, w, kappa, gamma. The variable options i...

5 months ago | 1 answer | 0

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answer

Question


Vectorization of Loops with Matrix Multiplications
Hi all. I have the following code which is being repeated many times with different time series and this is producing a huge bot...

6 months ago | 1 answer | 0

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answer

Question


How can I improve this plot?
Hi all! I'm asking a little but of support for solving a small issue concerning the following plot: I would like to improve i...

7 months ago | 1 answer | 0

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answer

Answered
Finding Multiple Roots In Matlab (Equivalent of R rootSolve/multiroot)
Absolutely amazing, and thank you very much for your great explanation!

7 months ago | 0

Submitted


Requirements Checker
A script for detecting dependancies and minimum required version of other Matlab scripts.

7 months ago | 2 downloads |

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Finding Multiple Roots In Matlab (Equivalent of R rootSolve/multiroot)
Hi all! I'm trying to replicate in Matlab the following R code: library(rootSolve) A <- 560223.07 B <- 358176 r <- 0.01...

7 months ago | 2 answers | 0

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answers

Submitted


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

1 year ago | 2 downloads |

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

1 year ago | 12 downloads |

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

1 year ago | 3 downloads |

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Problem with Flat Boxplots (Height)
Hi! I need help for a little problem concerning boxplots. I'm trying to draw a boxplot for each column of this matrix: 0,61...

3 years ago | 1 answer | 0

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answer

Question


Problem with Right Justified Strings
I'm using _Matlab R2014b_ (that's why I cannot use _strings_, but only _char vectors_). Working inside a _class_, I have to take...

3 years ago | 1 answer | 0

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answer

Question


Fitting Data on Various Distributions (MLE Estimation)
I need to test my data against many different distributions in order to detect the one that fist the best (AD or KS goodness of ...

3 years ago | 0 answers | 0

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answers

Question


NARNET - Qualitative Data & Time Prediction
I have the following dataset: 734483 'Sweden' 734484 'England' 734487 'Italy' 734490 'USA' 734495 'Russia' 7...

3 years ago | 1 answer | 0

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Question


Fill time series with data coming from other time series.
I have the following matrix: 737044 NaN NaN NaN 737045 NaN NaN NaN 737046 NaN NaN NaN 737047 NaN NaN NaN 737048...

3 years ago | 2 answers | 0

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answers

Question


Merging Table with Duplicate Dates
Hi all! I'm writing this post in the hope that someone can help me out with a little problem that requires a good solution. I ha...

3 years ago | 3 answers | 0

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answers