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Seamus


Central Bank of Ireland

Active since 2013

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Question


Delete rows at intervals
Hi, I have a very large matrix, and I would like to delete rows at specific intervals. For example, I have the following mat...

8 years ago | 1 answer | 0

1

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Question


Find sum of max values in matrix subject to constraints
Hi I would greatly appreciate help on the following question. I have two matrices, a and b: a = [0 0 3 ; 0 7 2 ; 5 0 1 ] ; , w...

9 years ago | 1 answer | 1

1

answer

Question


Coding up Portfolio Coskewness
Hi all, I am looking to write a modified VaR function in mean-variance optimisation. However, I am stuck on coding up a coskewne...

10 years ago | 0 answers | 0

0

answers

Question


Optimising for most efficient lambda in Nelson Siegel factor
Hi, I hope you're well. I am currently writing Nelson Siegel optimisation code. Using the NS formula I'm just running an ordinar...

10 years ago | 0 answers | 0

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answers