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Mike A


5 total contributions since 2016

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Question


Error with " Request Interactive Brokers Historical Data" example
I am receiving an error when I follow the help example <https://www.mathworks.com/help/trading/interactive-brokers-historical-d...

etwa ein Jahr ago | 3 answers | 0

3

answers

Solved


Eye Squared
For a positive integer |n| create the identity matrix with |n| elements. In case it is not possible to produce an identity ma...

fast 2 Jahre ago

Solved


Determine whether a vector is monotonically increasing
Return true if the elements of the input vector increase monotonically (i.e. each element is larger than the previous). Return f...

fast 2 Jahre ago

Question


ARMA+GARCH inferred residuals and volatility inconsistency.
I am puzzled why I am getting two different values from the same data, but different lengths. The residuals of the model match u...

etwa 2 Jahre ago | 1 answer | 0

1

answer

Question


How come the first conditional variance of an Inferred GARCH(1,1) model is not the fitted constant for that model?
\sigma _t^2 = 0.0001 + 0.75\sigma _{t - 1}^2 + 0.1\varepsilon _{t - 1}^2 Base off of this formula from the Matlab Docume...

fast 3 Jahre ago | 1 answer | 0

1

answer