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EMLYON

Active since 2015

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Vector ranking and transformation matrix
Hello. Suppose we have a vector [1 4 3], here -x1+x2>0, -x1+x3>0 and also x2-x3>0. How can we transform this ranking information...

7 years ago | 2 answers | 0

2

answers

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The inverse of covariance matrix in Markowitz optimization
I’m doing a portfolio optimization problem but the covariance matrix is not of full rank. However, the _portopt_ function does f...

8 years ago | 0 answers | 0

0

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Answered
How to implement a function within another one ?
Sorry I read your code twice but got lost. Would you please epitomize your question by a simple example? Maybe it'll be a little...

9 years ago | 0

Question


To find values by using position vector
Suppose matrix A=[1 3 *5 7* 9]. The position vector is known, which is, say, B=[ _3 4_ ]. So the intended answer should be [ *5 ...

9 years ago | 2 answers | 1

2

answers

Question


Doubly stochastic matrix in linear programming
How may I get the vector x by using linprog(f,A,b), where b=Wy(y is a known vector) and W is all possible doubly stochastic matr...

9 years ago | 2 answers | 0

2

answers