Tommaso Delicato
Content Feed
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