Community Profile

photo

Tommaso Delicato


Last seen: 3 years 前 自 2020 起处于活动状态

统计数据

  • Thankful Level 2
  • Thankful Level 1

查看徽章

Content Feed

排序方式:

提问


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 ...

3 years 前 | 1 个回答 | 0

1

个回答

提问


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...

3 years 前 | 0 个回答 | 0

0

个回答

提问


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...

3 years 前 | 1 个回答 | 0

1

个回答

提问


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

3 years 前 | 0 个回答 | 0

0

个回答