Vitali Avagyan

Imperial College London

Aktiv seit 2014

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Professional Interests: Optimisation, mathematical modelling, programming

Statistik

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Beantwortet
Setting entry and exit position in Matlab and computing returns for backtesting purposes
Hi Quantopic, I guess you need these simple statements. Bid=-10+20*rand();%depends on your data Ask=-10+20*rand();%de...

etwa 11 Jahre vor | 0

Beantwortet
How to generate numbers between[-1 0] in for loop for half iterations and for other iterations it goes from [0 -1]
Geoff, I don't think your code does what Sara asked for, Sara, it looks like from your message that you are looking for the f...

etwa 11 Jahre vor | 0

Beantwortet
Constrained minimization of a variable-dependent function
Dear Shannon, Sorry for replying so late - just saw your question. You do not need to consider "if" in your constrained opt...

etwa 11 Jahre vor | 0

Beantwortet
what does cplexlp exitflag is -8 ?
Hi Islam, I had the same problem when running optimisation problem from cplex in matlab. However, the problem is not in cplex...

etwa 11 Jahre vor | 0