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Alexandre


Active since 2013

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Two-state Markov chain for a stock
Hi, Please, I have the following problem that I have to solve: The price path of a stock is governed by a two-state Markov...

7 years ago | 0 answers | 0

0

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Question


In an assignment A(I) = B, the number of elements in B and I must be the same
Hello, I am trying to solve the system below, but I get the error message "In an assignment A(I) = B, the number of elements i...

9 years ago | 1 answer | 0

1

answer

Question


How to use lsqnonlin together with MultiStart?
Hello, Please, I would like to see how I can use lsqnonlin together with the MultiStart solver to search over many initial po...

9 years ago | 1 answer | 0

1

answer

Question


How to solve a system of equations with a constraint?
Hello, I'm new to MATLAB and I'm looking for a way to solve the system below: w=lambda^(-1)*covmat^(-1)*(meanbl-(vec1'*covmat...

9 years ago | 1 answer | 0

1

answer

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How to use fsolve with constraints?
Hi, I am using fsolve to compute the portfolio weights of some assets. I would like fsolve to calculate these weights with...

10 years ago | 1 answer | 0

1

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Question


How to minimize a sum of squares?
Hi, How can I find v that minimizes the sum of squares of the function below? f=wts-(rac^(-1)*cov^(-1)*(eq+cov*p*(p'*cov*p...

10 years ago | 2 answers | 0

2

answers