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by msperlin
July 5th, 2009, 4:53 pm
Forum: Programming and Software Forum
Topic: Questions on Two Matlab Functions
Replies: 3
Views: 37867

Questions on Two Matlab Functions

<t>QuoteOriginally posted by: 895782511. For function "tbilldisc2yield" what are the input "discount rate" and output "yield"? What are their differences? And what's their relationship? Any formula?2. Applying function "garchfit" to estimate the parameters in garch(1,1) model, I can see the values o...
by msperlin
June 20th, 2009, 2:23 pm
Forum: Numerical Methods Forum
Topic: MATLAB funny computation time
Replies: 13
Views: 40942

MATLAB funny computation time

QuoteOriginally posted by: kennethlouI guess when you run the matlab file it generates asv files which may serve as pre-caching?.asv = autosave files
by msperlin
June 10th, 2009, 11:18 am
Forum: Numerical Methods Forum
Topic: Vector AR model
Replies: 7
Views: 40086

Vector AR model

<t>QuoteOriginally posted by: Tinkerz1Are there any books that has an example of VAR in, my algebra is quite poor even though I have one of Carol Alexander's books, I prefer to see code so I can fit my low algebra level to the codeThanksUnless your trying to learn it, I dont see why you're trying to...
by msperlin
June 9th, 2009, 2:52 pm
Forum: Numerical Methods Forum
Topic: MATLAB funny computation time
Replies: 13
Views: 40942

MATLAB funny computation time

<t>QuoteOriginally posted by: quartzAre you there all serious about wall-clocking things under less than a second? Cant really believe it!Ofcourse you know well that the OS and other processes are doing weird things behind the scenes, something that will make any short measurement nonsense... so wha...
by msperlin
June 9th, 2009, 11:08 am
Forum: Numerical Methods Forum
Topic: MATLAB funny computation time
Replies: 13
Views: 40942

MATLAB funny computation time

<r>QuoteOriginally posted by: jawabeansounds like warm-up after system startYou could have a look in this:<URL url="http://www.mathworks.com/matlabcentral/fileexchange/18798which"><LINK_TEXT text="http://www.mathworks.com/matlabcentral/ ... 18798which">http://www.mathworks.com/matlabcentral/fileexch...
by msperlin
June 5th, 2009, 10:17 am
Forum: Careers Forum
Topic: how can i find cheap programmers in Miami?
Replies: 19
Views: 39375

how can i find cheap programmers in Miami?

<r>QuoteOriginally posted by: farmerI am curious where I can advertise to find programmers in general, in different cities and even countries.I have interviewed and tested so many programmers they are all retarded at any price. I was thinking of setting up a school for programmers but to be honest I...
by msperlin
May 18th, 2009, 8:59 am
Forum: Programming and Software Forum
Topic: What's the best book on the R language?
Replies: 2
Views: 40078

What's the best book on the R language?

<r>QuoteOriginally posted by: NikkeiIf you know a few good ones, please specify the level (beginner, advanced, etc).I'm interested in all levels.Thanks in advance.There is no need to buy a book. There are lots of free, good, manuals in R the internet.Go in <URL url="http://www.r-project.org/then">ht...
by msperlin
April 18th, 2009, 8:17 am
Forum: Programming and Software Forum
Topic: load data into MS Access
Replies: 10
Views: 42440

load data into MS Access

QuoteOriginally posted by: JMy data file is CSV file. Are you saying to use MATLAB function to pass data through MATLAB to Access?Yes, just use the database toolbox.
by msperlin
April 17th, 2009, 9:11 pm
Forum: Programming and Software Forum
Topic: load data into MS Access
Replies: 10
Views: 42440

load data into MS Access

<t>QuoteOriginally posted by: Jhow to routinely finish the following task:Every moring at 9:00AM, my program can automatically get the data from a text file and load it into MS Access database.Any ideas?In matlab is easy. Just use a timer function to call the routine that loads the data in the datab...
by msperlin
April 16th, 2009, 12:49 pm
Forum: General Forum
Topic: Riddle for a quant...
Replies: 14
Views: 41886

Riddle for a quant...

<t>I just realized that the lower bound also exists, its given by:std_lower=sqrt[( (max-u)^2 +(min-u)^2 + (median-u)^2 )/N]So, final solution is:std_lower < std < std_upper where:std_lower=sqrt[( (max-u)^2 +(min-u)^2 + (median-u)^2 )/N]std_upper=sqrt[( (max-u)^2 +(min-u)^2 + (median-u)^2 + (N-3)(m)^...
by msperlin
April 16th, 2009, 11:50 am
Forum: General Forum
Topic: Riddle for a quant...
Replies: 14
Views: 41886

Riddle for a quant...

<t>QuoteOriginally posted by: vixenHere is a counter-example:X = [ 1, 1, 1, 2, 2, 2, 2, 2, 2, 5 ]min = 1max = 5mean = 2median = 2std = 1.1547 < 1.3038Yep, I make a wrong calculation there. Only the upper bound holds.So, the bound is:m=max( abs(min-u),abs(max-u))std_upper=sqrt[( (max-u)^2 +(min-u)^2 ...
by msperlin
April 16th, 2009, 11:45 am
Forum: General Forum
Topic: Riddle for a quant...
Replies: 14
Views: 41886

Riddle for a quant...

QuoteOriginally posted by: vixenHere is a counter-example:X = [ 1, 1, 1, 2, 2, 2, 2, 2, 2, 5 ]min = 1max = 5mean = 2median = 2std = 1.1547 < 1.3038hmm, clearlly something wrong with what I posted. Let me check it...
by msperlin
April 16th, 2009, 9:36 am
Forum: General Forum
Topic: Riddle for a quant...
Replies: 14
Views: 41886

Riddle for a quant...

<t>Without considering any distribution assumption, its possible to draw intervals for the standard deviation.But, I'm not sure if this is what you're looking for.Here it is. Consider that a standard deviation is:std=sqrt( (sum((x(t)-E(x(t))^2))/N)So, for N<=4, you have an exact solution, as already...
by msperlin
April 11th, 2009, 11:45 am
Forum: Numerical Methods Forum
Topic: dow jones predictions [innovative forecasting...(3)]
Replies: 63
Views: 48061

dow jones predictions [innovative forecasting...(3)]

<t>QuoteI don't quite undestand this statement. The proposed aim was predicting returns, other variable (any of the prices) could be much better. And still...My point is that, if you have the returns, you also have the prices (assuming first price is know).And, predicting prices itself is not what w...
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