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DIMITRY


Groupe Caisse des Depots

Active since 2015

Followers: 0   Following: 0

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Lsqnonlin failure optimization Global Local
Hi world, I have the following error using lsqnonlin to fo an optimization. I am running 5 optim in a for loop to fit as clo...

8 years ago | 1 answer | 0

1

answer

Question


Basic indexing question Find ismember
Hi World, I would like to create an index of a matrix based on a vector to resize this array by extracting the indexed rows: ...

8 years ago | 1 answer | 0

1

answer

Question


gridded data interpolant interp1
Hi world, A very basic question if you could help. I have a one dimension interp1(X,Y,Z,'spline','extrap') where X is a 39x...

8 years ago | 1 answer | 0

1

answer

Answered
Adjusted SABR model for negative rates
Hi, Good question as the current rates trend are goind negative. I do not find anything of the financial toolbox on interest ...

8 years ago | 0

Question


Account delete How to?
Hi World, How to delete a Matlab Account? Thanks,

8 years ago | 1 answer | 2

1

answer

Question


daysadd Matrix Business calendar formats
Hi world, I have a very basic question. from a date vector I would like to create a matrix increasing from one to thirty year...

8 years ago | 1 answer | 0

1

answer

Question


Parfor on increasing array
Hi World, I would like to know how to reduce a computing time from hours...and hours to less time... In fact I have an incre...

8 years ago | 1 answer | 0

1

answer

Question


Error using lsqncommon (line 67)
Hi, I have a case with an optim via lsqnonlin just trying to minimize a price but the lsqncommon is handing over my optim. ...

8 years ago | 1 answer | 0

1

answer

Question


lsqnonlin First order optimality?
Hi Friends, I have an optimisation to run on two options premiums to fit a yield curve by after. how to spec the tolerance o...

8 years ago | 1 answer | 0

1

answer

Question


Surf data dimension must agree
Hi, I have a surf running on the following X --> size as 31 x 1 Y --> size as 31 x 1 Z --> size as 31 x 2 after tr...

8 years ago | 1 answer | 0

1

answer