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xueqi


The University of York

Active since 2012

optimisation, algorithmic trading

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Question


read the size of cell array with the same element
Hi I have a cell array looks like follows. How could I read the size of the cell array has the same element? In this case, I hav...

meer dan 5 jaar ago | 3 answers | 0

3

answers

Question


how to define a matrx type that each of its element is a matrix as well
Hi, could you help me to achieve the following goal? I would like to define such a matrix, say M=[E1,E2,E3;E4,E5,E6]. And for ea...

meer dan 5 jaar ago | 2 answers | 0

2

answers

Question


solve for stochastic partial differential equation dS(t)=sigma(S(t))dW(t), S(t)=0 by un-Monte Carlo
Hi Is anyone have some experience of dealing with the follow: dS(t)=sigma(S(t))dW(t) S(t)=s0 where sigma could be any functio...

meer dan 6 jaar ago | 0 answers | 0

0

answers

Question


fminsearch returns Not enough input arguments.
Hi I have defined a function objfun as follows. % function z = objfun(x) z=x(1)^2+x(2)^2; end T...

meer dan 6 jaar ago | 1 answer | 0

1

answer

Question


what is the format of date variable imported from excel
Hi, I have imported two excels with first column as date and second column as numbers. Then I need to do some manipulation with ...

meer dan 7 jaar ago | 1 answer | 0

1

answer

Question


How does max choose the answers when there are two identical values in a vector
Dear All, Could you help me with clarify this mystery please? I am using the following code to find the maximum value and its...

meer dan 7 jaar ago | 1 answer | 0

1

answer

Question


How to calculate the second derivative of an unanalytically function
Dear All, I use fmincon to optimize my likelihood function _f_ (there are four parameters in _f_ . And it is not in an analy...

bijna 8 jaar ago | 1 answer | 0

1

answer

Question


Hessian only returns vector instead of matrix in fmincon
Dear All, I am using the following code to get Hessian for a three parameter function. It should be a 3*3 matrix. But instead...

bijna 8 jaar ago | 1 answer | 0

1

answer

Question


patternsearch returns result violates equality constraint
Dear All, I am using patternsearch to do my optimization problem. I find the results sometimes violate the equality constrain...

ongeveer 8 jaar ago | 1 answer | 0

1

answer

Question


how to write the code to smooth a function and then minimize it
Dear fellows, I am a little confused with how to use the function smooth in matlab. At the moment I have a function f(x), her...

ongeveer 8 jaar ago | 1 answer | 0

1

answer

Question


how to optimize a function ( 6 independent variables) which is not smooth but has rough minimum point
Dear fellows, I have asked this question before in a previous post http://www.mathworks.co.uk/matlabcentral/answers/129592-...

ongeveer 8 jaar ago | 0 answers | 0

0

answers

Question


How to calculate the dirichlet cdf
Dear Fellows, Do you know how to write the cdf of dirichlet distribution? I could write the pdf but do not know how to formul...

meer dan 8 jaar ago | 1 answer | 0

1

answer

Question


how to cope with big numbers out of the capability of matlab
Dear Fellows, I would like to calculate the probability mass function for the generalize binomial distribution. Basically I j...

meer dan 8 jaar ago | 1 answer | 0

1

answer

Question


how to optimize a function which is no smooth but has rough minimum point
Dear fellows, I have a function which is not smooth. But there is a global minimum roughly. The following photos show the sha...

meer dan 8 jaar ago | 3 answers | 0

3

answers

Question


how to efficiently update one element in a matrix conditioned on another element
Hi, Do you know how to do this? I have a matrix M=[2,3,2;-1,2,3]. I would like to check in any row, if there is a number is l...

meer dan 8 jaar ago | 1 answer | 0

1

answer

Question


how does fmincon deal with inequality linear constraint
Hi, I would like to ask how does fmincon deal with inequality linear constraint A*x<=1. I have a objective function f(p1,p...

meer dan 8 jaar ago | 1 answer | 0

1

answer

Question


why does fmincon fain to converge when I just change the constraints
Hi guys, I have a question about how does fmincon work with constraints. Basically I have a function f(p1,p2,p3) that I want...

meer dan 8 jaar ago | 1 answer | 0

1

answer

Question


Vectorizing code ( calling a function with input as a matrix ) fails
Hi, I have a function if true % function f=eu(c,theta, alpha, beta,P,D ) end Then input c is a 1*2 matrix. No...

meer dan 8 jaar ago | 0 answers | 0

0

answers

Question


understand how fmincon works through an example
Dear All, In my research I used fmincon a lot and I have been trying to understand how it works for a long time. Due to the l...

meer dan 8 jaar ago | 0 answers | 0

0

answers

Question


how does fmincon work
Hi fellows, Do you understand how does fmincon work exactly? I can not find a documentation in the HELP. It seems they are al...

meer dan 8 jaar ago | 2 answers | 0

2

answers

Question


how to find the value fmincon is trying
Hi fellows, I am using fmincon to find the minimum of function f. Sometimes it gets a value of f is NaN , so fmincon fails to...

bijna 9 jaar ago | 1 answer | 0

1

answer

Question


fill areas of different shapes
Hi, I am trying to fill areas of different shapes as shown in the image below, but I can not find any functions doing that. "are...

bijna 9 jaar ago | 0 answers | 0

0

answers

Question


how to write the expression properly to plot use mesh
Dear Fellows, I am trying to plot a 3d figure. I don't quite understand how to write the expression for the function in this ...

bijna 9 jaar ago | 0 answers | 0

0

answers

Question


How to test the times cost of each part in a program
Dear Fellows, I am trying to improve a program which runs very slowly. As there are a lot of nested functions, I need to find...

bijna 9 jaar ago | 1 answer | 0

1

answer

Question


find the root of a function in an interval
Hi fellows, I would like to solve an expontential function f in an interval, say, [0,e]. I try to use _solve_ but it is very...

bijna 9 jaar ago | 0 answers | 0

0

answers

Question


matrix transformation to make the values of second row to be lower to higher
Hi fellows, I have a matrix D=[p1,p1,p3;d1,d2,d3]. Now I want change the column orderings such that the second row of D is or...

bijna 9 jaar ago | 1 answer | 0

1

answer

Question


how to plot a 3d function (with two independent variables)
Hi, I am trying to plot a 3d function,which contains two independent variables. I do not know is that I am not getting it rig...

ongeveer 9 jaar ago | 2 answers | 0

2

answers

Question


why the ticks on axis dispear on one side?
Hi fellows, I am trying to do some pretty plots. But some how the ticks on the axis showing on both sides <<http://img4.im...

ongeveer 9 jaar ago | 1 answer | 0

1

answer

Question


where is wrong with texlable
Hi, I am using this code if true % xlabel(texlabel('mu1','literal')) end and hope that the string'mu' turns in...

ongeveer 9 jaar ago | 1 answer | 0

1

answer

Question


nonsingularity condition for matrix
Hi, Assume A, B, C are 1*3 vectors and P is a 3*1 vector. For the positive definite condition of the matrix[AP,CP;CP,BP] this...

ongeveer 9 jaar ago | 1 answer | 0

1

answer

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