Alexandra
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Professional Interests: Risk management, Corporate Finance, M&A
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Frage
uniform distribution between a and b with intervals of 0,005
Hi, I am having trouble using R = unidrnd(N) to create n random numbers between a and b (imagine a=0 and b=0.2) where the nu...
fast 8 Jahre vor | 3 Antworten | 0
3
AntwortenFrage
Running the files on a sequence, saving the results, running the files again, saving the results with different name
Hi, I use a .m file with just diary function in it to run several different files sequentially in the same folder. diary lo...
etwa 8 Jahre vor | 1 Antwort | 0
1
AntwortFrage
How to run a mat file only after the others have run
Hi, I have 4/5 matlab windows open and I run several independent mat files at the same time. When they finish I have another...
etwa 8 Jahre vor | 1 Antwort | 0
1
AntwortFrage
Alternative code that runs much faster?
Hi, We built this code: A = zeros(n,y); A (:,1) = -3; x1 = zeros(n,y); x2 = zeros(n,y); x3 = zeros(n,y); ...
etwa 8 Jahre vor | 0 Antworten | 0
0
AntwortenHow to sum every 29 data and make some condition for them?
I would try something like this: for k=1:(numel(A)-30) B(k) = sum(A(k:k+29)); if B(k) <= 0.5 C(k) ...
mehr als 8 Jahre vor | 0
Frage
Generating random numbers from 0 - 1 with limit on the sum
Hi, I am trying to generate values from 0 to 1 for several variables (x1 x2 x3). These results must assure that x1*a1 + x2...
mehr als 8 Jahre vor | 3 Antworten | 0
3
AntwortenFrage
Model running for days
Hi, I know this is a very open question but the Monte Carlo simulation I built is getting so massive that the model is running f...
mehr als 8 Jahre vor | 1 Antwort | 0
1
AntwortFrage
Computing IRR of a project after x years depending on price
Hi, I am stuck trying to write a code. I have a project of n years. The cash flow each year depends on the Price. For each y...
mehr als 8 Jahre vor | 0 Antworten | 0
0
AntwortenFrage
Using for and fzero to compute IRR after x years
Hi, here's the code: for a=1:y for k=1:n f = A(k,a)/(1+t(k,a))^(a-1); B(k,a) = B(k,a) ...
mehr als 8 Jahre vor | 1 Antwort | 0
1
AntwortFrage
3D matrix multiplications
Hi, I have a A(nxa) matrix and a B(1xp) matrix. I'm trying to multiplicate A by B, creating a C(nxaxp) matrix (3D), where t...
mehr als 8 Jahre vor | 1 Antwort | 0
1
AntwortFrage
generate random numbers subject to
Hi, I am trying to generate a set of random numbers X between 0 and 1 subject that an equation depending on X can be negative....
mehr als 8 Jahre vor | 1 Antwort | 0
1
AntwortFrage
NaN in database during simulation
I imported a series of returns into the workspace. Because there was a longer series in the same database, matlab imported the r...
fast 9 Jahre vor | 1 Antwort | 0
1
AntwortFrage
finding the maximum value table A for values in table B bellow benchmark
So, here's the situation: I have three tables: A = [50 100 30 4]; B = [100 150 90 50]; C = [50 100 150]; Value in C are b...
fast 9 Jahre vor | 1 Antwort | 0
1
AntwortFrage
Warning: Inverse CDF calculation did not converge for p
Hi, I run a simulation using ksdensity and copulas. In the end I get the following warning: Warning: Inverse CDF calculat...
fast 9 Jahre vor | 1 Antwort | 0
1
AntwortFrage
Out of memory error with 8GB and 64bit
Hi, I am working with lots of memory and I am getting an out of memory error. >> memory Maximum possible array: 1...
etwa 9 Jahre vor | 1 Antwort | 0
1
AntwortFrage
random 100k rows of kernel numbers, each row has Poisson number of random numbers
Hi, I am trying to do something and I need help. So, this is for insurance analysis. I have x number of accidents that may...
etwa 9 Jahre vor | 0 Antworten | 0
0
AntwortenFrage
Error using copula fit: Rho has become rank-deficient
Hi, I wanted to estimate kernel densities for 20 variables, correlated by t copulas. Had this formula: [Rho,nu] = copulafit('t'...
mehr als 9 Jahre vor | 1 Antwort | 0
1
AntwortFrage
ksdensity default bandwidth value
Hi, Does any one knows how matlab computes the default bandwidth in the function ksdensity? Thank you very much,
mehr als 9 Jahre vor | 3 Antworten | 0
3
AntwortenFrage
Matrix Multiplication column and vector
Hi, I am trying to solve this problem: A is 1 column of 100k results; B is a vector of 10 weights; I need a matrix of 10...
mehr als 9 Jahre vor | 2 Antworten | 0
2
AntwortenFrage
Loop on changing databases
Hi, We run a code where part of it depends on variables we import from excel. We want to run a loop on the code for it to ...
mehr als 9 Jahre vor | 1 Antwort | 0
1
AntwortFrage
Several automatic Monte Carlo simulations linked to excel models that change its assumptions for each simulation
Hi, I don't even know if this is possible. We are running a Monte Carlo simulation on a model built in Matlab. In the begi...
mehr als 9 Jahre vor | 0 Antworten | 0
0
AntwortenFrage
Can't apply an IF function with 100000*1 matrix
Hi! I built this code: if A1 <0 D = 0.8; elseif A2 <0 D = 0.7; elseif A3 <0 D = 0.6; elseif ...
mehr als 9 Jahre vor | 2 Antworten | 0
2
AntwortenFrage
Efficient Frontier code error
Hi, I am running the following code I found: % portfolio0_efficient_frontier % Matlab program to plot efficient frontier and...
mehr als 9 Jahre vor | 1 Antwort | 0
1
AntwortFrage
A log returns distribution with median zero
Hi, I have a time series of monthly log returns, to which I subtracted the median, so that they have zero median. I did this ...
mehr als 9 Jahre vor | 0 Antworten | 0
0
AntwortenFrage
random normal (0,1) correlated by copulas
Hi, I created a simulation of random variables correlated by copulas in Matlab, using ksdensity function. Now I am trying...
mehr als 9 Jahre vor | 1 Antwort | 0
1
AntwortFrage
Simulating dependent normally distributed variables using copulas
I created a model that simulates variables with kernel distributions connected by copula functions. (X and Y are series of ln r...
fast 10 Jahre vor | 1 Antwort | 0
1
AntwortFrage
Probability of being under a target
Hi, I have a result variable X that is defined by an equation of random variables. We used prctile to see the results we ...
etwa 10 Jahre vor | 1 Antwort | 0
1
AntwortFrage
Error with mvnrnd function?
Hi! when I run the following code: n = 1000; rho = .7; Z = mvnrnd([0 0], [1 rho; rho 1], n); U = normcdf(Z); X = [gaminv...
etwa 10 Jahre vor | 1 Antwort | 0