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Tommaso Delicato


Last seen: ongeveer 2 maanden ago
4 total contributions since 2020

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Question


Calculate Exponetial Moving Covariance
I should calculate a variance-covariance matrix over a 60-month rolling window, but so that the newer data has more weight than ...

4 maanden ago | 1 answer | 0

1

answer

Question


extract the j-th component of the vector resulting from the matrix product.
I cannot code the fact that I have to extract the j-th component from the vector that results from a matrix product in a constra...

5 maanden ago | 0 answers | 0

0

answers

Question


optimization proble risk parity
I state that I am not very experienced in MATLAB. I should create and minimize a function to find the weights of an asset alloca...

6 maanden ago | 1 answer | 0

1

answer

Question


Allineare delle serie storiche
Salve, ho un problema riguardo delle serie storiche finanziarie. In quanto ho delle serie con frequenza giornaliera e altre con ...

7 maanden ago | 0 answers | 0

0

answers