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Karamos


Mr Loukas Lagoudis

17 total contributions since 2011

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Posted


Portfolio Optimization using Quadprog
I have a basic portfolio optimization problem that I need to get the optimal portfolio weights for a target volatility by optimi...

4 months ago | 415 views

Posted


Help with monthly data to daily matching!
Hi all, I have a monthly data series and I want to match and put them into daily. I need to use the monthly data for all the day...

4 years ago | 1426 views

Responded


Re: how to read data from excel?
Hi, I am facing a similar issue. I would like to import several excels files into matlab. I have the files names' in an excel w...

4 years ago | 3027 views

Posted


Help with Z-Score Backtesting exit point
Hi, I am using Zscore>2 to entey into a short position and I want to exit when the Zscore<1. An array for entry is created by...

4 years ago | 1130 views

Responded


Re: Bloomberg API date error? ..Critical..
On the Data source list under the Connection Tap there are only Yahoo and Bloomberg options. I can connect with Yahoo but not wi...

4 years ago | 3950 views

Responded


Re: Bloomberg API date error? ..Critical..
Hi Steve, Thanks for the response. The datafeed toolbox have been installed, I can get data from yahoo but when I am trying to c...

4 years ago | 3950 views

Responded


Re: Bloomberg API date error? ..Critical..
Hi guys, I have some problem to get data from bloomberg using datafeed. When I am trying to connect with bloomberg using the d...

4 years ago | 3950 views

Posted


Connection Error with datafeed toolbox and Bloomberg
I also cannot connect bloomberg using the datafeed toolbox, I have the following error: I have Matlab7.12.0 R2011.a and Window...

4 years ago | 1157 views

Responded


Re: Liner Regression
I done the following: X = [ones(size(X)) X]; [b,bint,r,rint,stats] = regress(Y,X); but the R2 is still low!

4 years ago | 3016 views

Responded


Re: Liner Regression
So what I have to do to get the same results as a excels' ? X is a matrix of nXp observations

4 years ago | 3016 views

Posted


Liner Regression
Hi, I was using excel to run a mulitiple linear regression analysis to predict a dependent variable Y from multiple independent...

4 years ago | 3016 views

Answered
Accessing Bloomberg through Datafeed toolbox
Hello, Hi Ross, Have you found a solution? I am using Matlab7.12.0 R2011.a and Windows (64-bit) and when I am trying to ...

4 years ago | 0

Posted


Help to get data bloomberg
Hi, I am facing some difficulties to get historical data from bloomberg. I believe it is something do to with the connection or...

4 years ago | 3513 views

Question


feature selection using genetic algorithms
Hi, I am seeking help on matlab programming. I really appreciate if someone can assist me to develop a matlab code for feature ...

5 years ago | 0 Answers | 0

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Question


Using Cross-Correlation for variable selection from a time series database
Hi all, I would like to use cross correlation function to a large time series database (e.g 50 different predictor variables) a...

5 years ago | 0 Answers | 0

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Answered
ARMA Error
Thank you for your response. I don't want the get function but to plot the prediction output and compare it with the actual time...

5 years ago | 0

Question


ARMA Error
Hi all, I am new in matlab and I am trying to create a simple ARMA(q,p) model which will estimate the best fit parameter automa...

5 years ago | 2 Answers | 0

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