Manthos Vogiatzoglou
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Professional Interests: computational finance - statistics
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質問
creating new fields in multiple structures with loops
Hi all I have some data in the form of structures, eg strA, strB e.t.c. All structures have the same fields, let's say f1 and f...
4年以上 前 | 2 件の回答 | 0
2
回答質問
regression with ARMA_GARCH errors
I want to estimate a regression model with ARMA(3,3) - GARCH(1,1) errors: y_t = bX_t + e_t e_t = a_1e_{t-1}+...+a_3e_{t-3}...
7年弱 前 | 0 件の回答 | 0
0
回答質問
Strange behavior of fmincon when analytical gradient is supplied
Dear all I want to find the minimum of a log likelihood function of the form [f,gr_f] = mylogl(theta, data) subjec...
約7年 前 | 1 件の回答 | 0
1
回答質問
problem in compiling a file
Dear all I am trying to use glasso for matlab, downloaded from: http://www-stat.stanford.edu/~tibs/glasso/ . I unzipped the f...
約11年 前 | 0 件の回答 | 0
0
回答質問
error in mexing a file from external source
Dear all I am trying to use glasso for matlab, downloaded from: http://www-stat.stanford.edu/~tibs/glasso/ . I unzipped th...
約11年 前 | 1 件の回答 | 0
1
回答質問
nonlinear programming - first order conditions
Hi all I want to solve the following problem: max: f(x)=x'Ax+b'x, where x=[x1;x2;x3], A=[2 -5 -10;-5 3 -5;-10 -5 4] and ...
13年弱 前 | 1 件の回答 | 0
1
回答質問
standard errors
I have to solve the following optimization problem: maxf(S), (f is a multivariate log likelihood) subject to: S>0 (since S is ...
約13年 前 | 0 件の回答 | 0
0
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Strange error in fmincon with nonlinear constraints
The input arguments in myfunc and myconstr should(?) be identical. I changed myconstr to [c, ceq] = myconstr(theta, data, spec) ...
Strange error in fmincon with nonlinear constraints
The input arguments in myfunc and myconstr should(?) be identical. I changed myconstr to [c, ceq] = myconstr(theta, data, spec) ...
13年以上 前 | 0
質問
Strange error in fmincon with nonlinear constraints
Hello all my optimization problem is as follows: function fval = myfunc(theta,data,spec) % the objective function defined ...
13年以上 前 | 2 件の回答 | 0