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Peihong


National Council For Social Security Fund of China

Aktiv seit 2012

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Professional Interests: finance, economics

Statistik

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calculate weighted difference and assigning names to it
Dear friends, I am working on one problem, it looks like this, a matrix xxx with n columns, the first row is the name of variabl...

etwa 10 Jahre vor | 0 Antworten | 0

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how to use cellfun to take relevant elements out of cell arrays
Dear Friends, I have a matrix of time series data,and I want to calculate the rolling zscore. Some columns start with NaNs, t...

etwa 11 Jahre vor | 2 Antworten | 0

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Frage


calculate YoY growth rate
Hi,friend, price2ret function is able to calculate the growth rate of two adjacent values, if it's monthly data, it can be v...

etwa 11 Jahre vor | 1 Antwort | 0

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how to calcuate mean with NaN
Dear Friend, There are two matrixs with the same size, there are some NaNs in each matrix. I want to calculate the mean of co...

etwa 11 Jahre vor | 3 Antworten | 0

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how to get the last value of a cell
thanks. it works

etwa 11 Jahre vor | 0

Beantwortet
how to get the last value of a cell
Hi, Walter, would you please give more information. my problem, I want to find zscores for 100 time series data points. but...

etwa 11 Jahre vor | 0

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Frage


how to get the last value of a cell
Dear Friend, I generated a series of N by 1 cells with different lengths. I want to generate a new vector, each element of th...

etwa 11 Jahre vor | 3 Antworten | 0

3

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multivariate regression coefficients add up to one
Hi, friend, I am working on a constrained regression, of which I regress Y on several variables. But I need the sum of regre...

mehr als 11 Jahre vor | 1 Antwort | 0

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convert monthly data from daily data series
Dear Friend, I have a time series of SP500 daily prices since 1950. I want to find out the monthly end prices, how can I handle...

mehr als 11 Jahre vor | 1 Antwort | 0

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fill area with different shapes
Dear Friend, I plot a figure using "area" command, which translate a N by 4 matrix to a figure, where N means the date, 4 mea...

mehr als 11 Jahre vor | 1 Antwort | 0

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rolling optimization with nonlinear constraints
Thanks, friends, I tried again by correcting the syntax error, it works. thanks.

mehr als 11 Jahre vor | 0

Beantwortet
rolling optimization with nonlinear constraints
Hi Alan, thanks for pointing out the error in nonlinear constraints, I tried, it shows that the problem lies in objective functi...

mehr als 11 Jahre vor | 0

Frage


rolling optimization with nonlinear constraints
Hi,friends, I recently encountered one problem and tried many times without success, is there anyone who can give me some hints,...

mehr als 11 Jahre vor | 3 Antworten | 0

3

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non linear optimization problem
Hi, I encountered one optimization question like this maximize R' *Log(w) subject to w' *cov*w<=0.1 and w>=0 ...

mehr als 11 Jahre vor | 1 Antwort | 0

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linear time series with MA(1) residuals
Dear Friends, I want to run a time series linear regression with the form y(t)=beta*x(t)+e(t), where e(t) follows a MA(1) ...

mehr als 12 Jahre vor | 0 Antworten | 0

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