Studying for a Phd in Financial Mathematics

Golf, Surfing, Cooking Fish

Professional Interests: stochastics, probability, financial mathematics

Question

multiple periodograms

I have some data in vector 'x'. I can compute a periodogram easily enough by y=x; [Pxx,w] = pwelch(y); Great, all is ...

8 years ago | 1 answer | 0

Question

matrix dimensions do not agree?

how can I add more observed variables into a function 'f' x = [1.4 1.5 1.6]; z=[4.1 5.3 6.7]; y = [0.2 0.31 0.43]; c ...

8 years ago | 1 answer | 0

Question

Solving equations, Numerical Integration, MSE, best fit overall parameter 'c'

_Note: My actual functions are huge, the question uses a simple y=c*x just for illustrative purpose._ With equation y=x*c wh...

8 years ago | 1 answer | 0

Question

solve nonlinear equations + numerical integration

Hi, I just have no idea how to do this.. I have code x = [1.4334 1.46 0.1; 1.435 1.46 0.1]; t = 0.1:0.1:0.6; for i=1...

8 years ago | 3 answers | 0

Question

matrix form numerical integration

This code does not work clear; x = [1.0024 0.264 1.4334 1.46 0.0219 0.1; 1.0024 0.264 1.435 1.46 0.0220 0.1; ...

8 years ago | 1 answer | 0

Question

numerical integration

I have code c=0.2; t = 0.00001:0.0001:20; trapz(t,normcdf(((log(q(1)/K(1))+t*c^2/2)/(c*sqrt(t))),0,1)*stblpdf(t,0.5,1,12,...

8 years ago | 1 answer | 0

Question

Matlab from Command promt

So I have a matlab function function F = myfun5(x) F = x+5; exit; and when I run this from the Windows C...

8 years ago | 2 answers | 0

Question

add labels to columns

I have a 'q' which is a 150 by 10 matrix (150 rows each with 10 variables). when I look at the data in variable editor, (wher...

8 years ago | 1 answer | 0

Question

solve non linear equation

ok so I have a non linear function that I want to solve for 'x', one equation and one unknown variable 'x'. I have a function...

8 years ago | 1 answer | 0

Question

calling a function n times

say I have a function called myfun which has no arguments but returns a number, and I call it and assign the value to 'y', like ...

9 years ago | 2 answers | 0

Question

how to get the result as a vector

Hi, Im generating normal random numbers into a matrix and then perform a calculation on each column of the matrix. My problem is...

9 years ago | 2 answers | 0

Question

periodogram example code

I am trying to get to grips with plotting a periodogram of a financial time series using Matlab. My first port of call was the p...

9 years ago | 1 answer | 0

Question

surf cannot be complex

when i run this code d = 0.0002; g = 80; t = 6; k = 0.7; m = 0; i = (48*d.*t.^2*k.*(k-1).*(k-2).*g^((k-3)/k)...

9 years ago | 2 answers | 1

Question

3d plot change view / reverse axis

I have a 3d plot generated by the following code d = 30:2:70; g = 30:2:70; C = 0.02; k=0.7; [D,G] = meshgrid(d,...

9 years ago | 1 answer | 0

Question

Z must be a matrix, not a scalar or vector.

really don't understand this "." syntax stuff my code d = 0:1:10; g = 0:1:10; t = 1; k=0.7; [D,G] = meshgrid...

9 years ago | 1 answer | 0

Question

How do I change the marker size for a plot?

Im trying to set the marker size on a plot but having no luck, heres my code this works fine plot( x , x^2,'-k*',....

9 years ago | 4 answers | 4

Question

vector not produced missing some '.' ?

something is wrong with this code t=0:0.1:1; g = (0.30/(2*(pi*t^3)^0.5))*exp((-0.30^2)/(4*t)); As the vector g ne...

9 years ago | 4 answers | 1

Question

Plot setting axis properties

I just want to set the following properties axis( ylim([-0.05 0.25]), xlabel('Lag'), ylabel('ACF')) axes('FontSize',5)...

9 years ago | 1 answer | 0

Question

Trust-Region Dogleg Method - what do I do?

Im trying to solve two equations with two unknowns, however it come back saying _"No solution found, fsolve stopped because the ...

9 years ago | 1 answer | 0

Question

solve nonlinear equations

Im trying to solve 5 nonlinear equations with 5 unknowns, but im getting an error? x0 = [-0.0018; 2.8914; 30.6782; 35.3729;...

9 years ago | 1 answer | 0

Question

solve nonlinear equations

Im trying to solve 5 nonlinear equations with 5 unknowns, but im getting an error? x0 = [-0.0018; 2.8914; 30.6782; 35.3729;...

9 years ago | 1 answer | 0

Question

nonlinear regression

I have code c = [-0.0007, 0.1575, 11.8862, 0.2478, 18.5870]; f = @(c,x) exp(c(1)*x+c(2)*c(3)-c(2)*(c(3)^(1/c(4))+c(5)^2-...

9 years ago | 4 answers | 0

Question

Numerical Integration inc. a Sumation in equation

I have a sumation in the equation i need to integrate, syms k; symsum(sym('k'), k, 0, 10) works fine, as does X...

9 years ago | 1 answer | 0

Question

numerical integration dimension error

ok now Im getting another type of error X = 0:1:100; Y = X.^(-1/2)*exp(-0.5*(0.00009996^2/X+34.3713^2*X)); Z =trapz(X,Y) ...

9 years ago | 1 answer | 0

Question

numerical integration error

How come I get an error? What does this mean? X = 0:1:100; Y = X^(-1/2)*exp(-0.5*(0.00009996^2/X+34.3713^2*X)); Z = trapz(...

9 years ago | 1 answer | 0

Question

numerical answer required for sumation

a very basic question, say i use symsum(((-1)^(sym('k')-1))*(sin(sym('k'))), k, 0, 12) I just get sin(311/250) - sin(31...

9 years ago | 3 answers | 0

Question

Plot p.d.f. from m.g.f

Knowing only the Moment Generating Function (or alternatively the Characteristic function, replacing _t_ by _it_) of a distribut...

9 years ago | 1 answer | 0

Question

Estimate an expression for a Probability Density Function

I have a 5 parameter distribution, I have estimates of all five parameters. I also have the characteristic function, moment gene...

9 years ago | 1 answer | 0

Question

nlinfit Options - how to set them?

I want to change the max iterations for nlinfit, as usual the mathworks docs are totally unhelpful by saying _'[...] = nlinf...

9 years ago | 3 answers | 0

Question

nonlinear regression

After spending five hours reading how to use matlab for nonlinear regression I am so confused. I'm sure there must be some simpl...

9 years ago | 1 answer | 0