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Vitali Avagyan


Imperial College London

Active since 2014

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Professional Interests: Optimisation, mathematical modelling, programming

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Answered
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...

ongeveer 10 jaar ago | 0

Answered
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...

ongeveer 10 jaar ago | 0

Answered
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...

meer dan 10 jaar ago | 0

Answered
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...

meer dan 10 jaar ago | 0