Community Profile

photo

Michael


Active since 2011

Statistics

  • Thankful Level 3

View badges

Content Feed

View by

Question


solving a binomial tree
Hi everyone Does anyone know of an algorithm to solve a binomial tree with N stages? In this instance one is given the prices...

12 years ago | 0 answers | 0

0

answers

Question


solving equations numerically for a changing equation
Hi guys I'm trying to solve an equation numerically, but I need the equation to update for each iteration. So, for example, f...

12 years ago | 1 answer | 0

1

answer

Question


solving equations numerically
Hi everyone Could someone help me solve the following equation numerically: (exp(-x) + exp(-(x*exp(0.2))))/exp(0.5) = 0.8832 ?...

12 years ago | 1 answer | 0

1

answer

Question


Finding averages excluding a number
Hi, I'm having a bit of trouble finding the average value of a matrix. Its a 1000x10 matrix, and I want to find the average ...

12 years ago | 1 answer | 0

1

answer

Question


Finding p values for a t test
Hey guys I'm trying to find the p value for the following t test: (rhohat-rho)/st(rhohat) ,where rho is the true parameter va...

12 years ago | 0 answers | 0

0

answers

Question


Autoregressive models
Hi, I'm trying to create an auto regressive model, and I want to use AIC to identify the optimal number of lags to include in i...

12 years ago | 1 answer | 0

1

answer

Question


Cointegrating several series
Hey, was hoping someone might be able to help me. I'm trying to find a relationship between several series and was thinking o...

12 years ago | 1 answer | 0

1

answer

Question


How to determine if data are significantly different from each other
Hi I have the following data -0.1363 0.0176 -0.0719 -0.0827 0.0169 0.0047 -0.0623 -0.0944 -0.0390 and I want to tes...

12 years ago | 1 answer | 0

1

answer

Question


Removing invalid results
Hi, I'm having a problem removing part of my output that is invalid. Basically I have a matrix, and certain values within that m...

12 years ago | 2 answers | 0

2

answers

Question


inducing correlation with contraints
Hi, I'm busy doing my thesis but I keep running into this problem: I'm trying to generate several series that are correlated. On...

12 years ago | 1 answer | 0

1

answer

Question


solving a simple maths problem
Hey I'm looking for a solution to whats probably a fairly simple problem. Any help would be appreciated. I want to solve for z i...

12 years ago | 2 answers | 0

2

answers

Question


Truncating a normal/Gaussian distribution
Hi, I'm trying to create an mxn matrix of normal random variables such that the mean for each column is 2, variance for each co...

12 years ago | 1 answer | 0

1

answer

Question


generating correlated series
Hi Does anyone know of a way to generate series that have a defined correlation, mean and variance? i.e. I want to be able to sa...

13 years ago | 1 answer | 0

1

answer

Answered
Generating correlated series where the correlation is pre-specified
oh man, just realise how badly the code came out, let me post it again with less commenting: function [Returns,Z,C]= cholesky...

13 years ago | 0

Question


Generating correlated series where the correlation is pre-specified
Hi, I'm having trouble generating series that have a pre-set correlation. My program is essentially trying to simulate returns ...

13 years ago | 1 answer | 0

1

answer

Question


using randn within an interval
Hey Does anyone know of a way to create an mxn matrix of random normals where each entry is within an particular bound. For exa...

13 years ago | 2 answers | 0

2

answers