# Tommaso Belluzzo

Last seen: 3 days ago Active since 2017

Followers: 0   Following: 0

Quantitative Engineer

Programming Languages:
Python, C++, Java, C#, PHP, Javascript, R, MATLAB, SQL, HTML, CSS
Spoken Languages:
English, French, Italian, Chinese

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Cross-Entropy Minimization - Extreme Code Performance
I'm working on a multivariate cross-entropy minimization model (for more details about it, see this paper, pp. 32-33). It's purp...

4 years ago | 0 answers | 0

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Question

FMINCON Linear Constraint Strictly Greater/Less Than
Hi all, I need some help to correctly build two linear constraints to be used in FMINCON (SQP algorithm). My system has 4 param...

4 years ago | 1 answer | 0

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Question

Loopin Matrix Multiplication Performance Improvement
Hi all! I'm struggling to reduce computation time on a function I created: function [beta,covariance,residuals] = hac_regressio...

4 years ago | 0 answers | 0

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Question

Group Constraints for FMINCON
Hi all! I'm writing a model that needs to minimize 6 variables through FMINCON: o, a, b, w, kappa, gamma. The variable options i...

4 years ago | 1 answer | 0

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Question

Vectorization of Loops with Matrix Multiplications
Hi all. I have the following code which is being repeated many times with different time series and this is producing a huge bot...

4 years ago | 1 answer | 0

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Question

How can I improve this plot?
Hi all! I'm asking a little but of support for solving a small issue concerning the following plot: I would like to improve i...

4 years ago | 1 answer | 0

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Finding Multiple Roots In Matlab (Equivalent of R rootSolve/multiroot)
Absolutely amazing, and thank you very much for your great explanation!

4 years ago | 0

Question

Finding Multiple Roots In Matlab (Equivalent of R rootSolve/multiroot)
Hi all! I'm trying to replicate in Matlab the following R code: library(rootSolve) A <- 560223.07 B <- 358176 r <- 0.01...

4 years ago | 2 answers | 0

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Problem with Flat Boxplots (Height)
Hi! I need help for a little problem concerning boxplots. I'm trying to draw a boxplot for each column of this matrix: 0,61...

7 years ago | 1 answer | 0

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Question

Problem with Right Justified Strings
I'm using _Matlab R2014b_ (that's why I cannot use _strings_, but only _char vectors_). Working inside a _class_, I have to take...

7 years ago | 1 answer | 0

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Question

Fitting Data on Various Distributions (MLE Estimation)
I need to test my data against many different distributions in order to detect the one that fist the best (AD or KS goodness of ...

7 years ago | 0 answers | 0

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Question

NARNET - Qualitative Data & Time Prediction
I have the following dataset: 734483 'Sweden' 734484 'England' 734487 'Italy' 734490 'USA' 734495 'Russia' 7...

7 years ago | 1 answer | 0

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Question

Fill time series with data coming from other time series.
I have the following matrix: 737044 NaN NaN NaN 737045 NaN NaN NaN 737046 NaN NaN NaN 737047 NaN NaN NaN 737048...

7 years ago | 2 answers | 0