photo

Roger Wohlwend


LLB Asset Management AG

Last seen: ongeveer 3 jaar ago |  Active since 2012

Followers: 0   Following: 0

Message

Professional Interests: Time Series Analysis, Financial Modeling, Forecasting

Statistics

All
  • 6 Month Streak
  • Thankful Level 1
  • Knowledgeable Level 4
  • First Answer
  • Solver

View badges

Feeds

View by

Answered
Means of this numbers
The first column is the date. Use the function datestr zu convert the numbers into Dates. >> datestr(735453) ans = ...

ongeveer 8 jaar ago | 0

| accepted

Answered
ANOVA, different mean in a graph
Boxplot Shows the median and multcompare the mean. That's why the values are different.

meer dan 8 jaar ago | 0

Answered
is is possible to copy the output figure onto an excel sheet
If you have the Toolbox Spreadsheet Link it is easy. Otherwise you have to save a figure and then Import in in Excel. But there ...

meer dan 8 jaar ago | 0

Answered
How to create a simple cash flow and net investment
cumsum([-Cost1; repmat(Return_pa,20,1)])

meer dan 8 jaar ago | 0

| accepted

Answered
Interest rate - stagnant years.
Define a vector with the interest rate for each year. r = [zeros(1,2), 0.05*ones(1,8)] Then the account Balance for each...

meer dan 8 jaar ago | 0

| accepted

Answered
Multivariate Regression with coeffcients constrained to lie on a k polynom
You have to use optimization for your Problem. Use the Matlab function fmincon.

meer dan 8 jaar ago | 0

Answered
How to reduce the dimensions of a row vector?
You cannot apply PCA on a vector. You need a matrix for that.

meer dan 8 jaar ago | 1

Answered
Automatic ARIMA model identification in MATLAB (like auto.arima in R)
No, there is no such function. You can identify a suitable model with the Information criterions (AIC and BIC).

meer dan 8 jaar ago | 1

Answered
Changing variable value after each loop interation and store them in array
for i=1:61 for k=1:8 xx(i,k) = nthroot(Q(i)/((100/k)*B*(S0^(1/2))),5/3); end end

meer dan 8 jaar ago | 0

| accepted

Answered
Calculate monthly averages without reshaping
A = accumarray(date, variable, [], @mean); MeanValues = A(date);

meer dan 8 jaar ago | 0

Answered
How can I enter this equation in matlab?
Use a function handle. f = @(X) (R+1)*F*(-log(1-X)/k1/C + k2*C*X/k1 - k2*C*X^2/2/k1); V = feval(f, X0) - feval(f, R*X0...

meer dan 8 jaar ago | 0

| accepted

Answered
having two conditions for if statements
if (S == 1) || (S == 2) || (S == 3) if (X(1) == 0) Y = 100 / S; else Y = 0; end end

meer dan 8 jaar ago | 6

Answered
Index exceeds matrix dimensions : Error
Albedo(t) only exist if Ps(t) > SS. It seems that for k = 2 this condition is not met, the code in the if-clause is not execute ...

meer dan 8 jaar ago | 0

| accepted

Answered
How to avoid duplicate records when using datainsert?
No, you can't specify something like that. If you want datainsert to continue with the next dataset if it encounters a duplicate...

meer dan 8 jaar ago | 0

| accepted

Answered
Proving distributive law with for loop
You can do it without a Loop! You *should* do it without a Loop! n = 10000; x=rand(n,1); y=rand(n,1); z=rand(n,1);...

meer dan 8 jaar ago | 0

| accepted

Answered
Stepwise linear regression: unexpected result of form X1*X2 and X1:X2. How to interpret it?
Yes, it is a multiple linear Regression. The model consists of three variables: X1, X2 and X1*X2. The third variable is just the...

meer dan 8 jaar ago | 0

Answered
The size of my PCA isn't correct
It seems that Matlab expects a Matrix with more observations than variables (i.e. more rows than columns). As you violate that r...

meer dan 8 jaar ago | 2

Answered
Error using fzero function
As the error message says, _fzero_ needs a function handle as first Input Argument. Your variable _fun_ is a Vektor or a Matrix,...

meer dan 8 jaar ago | 0

Answered
GARCH Prediction not possible
You invoke the function forecast with Mdl, which is just a model specification and thus contains no coefficients. You have to us...

bijna 9 jaar ago | 2

| accepted

Answered
How to find the optimal p for AR model
You could use the Akaike or the Bayesian Information criterion (Matlab function aicbic). Also consult the page "Choosing ARMA la...

bijna 9 jaar ago | 0

| accepted

Answered
Log Returns of Stock Prices
You can keep things quite simple. Import your stock data, create two variables, one - let's call it D - that contains the dates,...

meer dan 9 jaar ago | 2

| accepted

Answered
Select August data from a vector column in the format YYYYMMDD
First convert your time vector into a vector that contains the date as a number. Date = datenum(Date_Vector,'YYYYMMDD'); ...

meer dan 9 jaar ago | 0

| accepted

Answered
P-values for mvregress
[beta,Sigma,E,CovB] = mvregress(X,Y) The fourth output (CovB) is the covariance matrix of the coefficient. You can use that...

meer dan 9 jaar ago | 0

Answered
Fetching data from Access query in MATLAB
There seems to be something wrong with your database connection, or your query does not exist, or the field. Check those three i...

meer dan 9 jaar ago | 0

Answered
plotting a vector versus a time
plot(time, matrix)

meer dan 9 jaar ago | 0

Answered
How do i predict future price by applying moving average?
I always use the function filter to calculate a moving average of length N. N = 3; MA = filter(ones(N,1),N,Y); Howeve...

meer dan 9 jaar ago | 0

| accepted

Answered
max matrix size for linear optimization
You try to solve an optimizing problem with over 5000 variables? I am not surprised that Matlab cannot do that. I think you have...

meer dan 9 jaar ago | 0

Answered
Inner matrix dimensions must agree.
Try f1 = @(x) (1-2*x).*(exp(-i*x))

meer dan 9 jaar ago | 0

Answered
VAR with special error structure
First estimate the VAR (X,Y) with the function vgxvarx. Then estimate the parameter f with a regression. After having estimated ...

meer dan 9 jaar ago | 0

Answered
Cannot type anything in Command Window after run M.file!
You did nothing wrong. When Matlab is busy executing some code it does not allow you to type anything in the command window.

meer dan 9 jaar ago | 0

Load more