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Riccardo Brignone


Last seen: 3 dagen ago

Università degli Studi di Milano Bicocca

4 total contributions since 2016

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Hawkes Simulation
This file contains code for exact simulation of Hawkes processes with exponential kernel.

ongeveer een jaar ago | 6 downloads |

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Question


How to use h_cubature function from Cubature package in MATLAB?
Hi! I have to solve numerically some integrals. I've done it with Matlab, using integral, integral2, integral3 and so on, now...

meer dan 3 jaar ago | 1 answer | 0

1

answer

Submitted


Mean-ValueAtRisk Optimization
This library contains MVaRP object (MeanValueatRiskPortfolio).

meer dan 4 jaar ago | 2 downloads |

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Submitted


Measures of Portfolio Diversification
Allows to measure portfolio diversification

meer dan 4 jaar ago | 1 download |