Recent content by Tilfani

Not yet, i didn't understant what this codes do, i don't understand R programming language.

It's not a schoolwork. I would like to perform an anlysis of two time series x and y, my aim is the perform a particular regression approach, on them.

Homework Statement I would like to convert this R code into matlab. This code perform a calculation of beta coefficient based on Detrended cross correlation analysis. Homework Equations require(tseries) require(fracdiff) require(matrixStats)DCCA_beta_avg<-function(y,x,smin,smax,step){...

Please find enclosed the document. Go to page 7 to see the original problem, the resolution of lagrangian (which may be wrong) lead to equation posted which is (2 19)

Homework Statement I would like to solve for Y an optimisation problem Homework Equations Max Y'C + Y'Br + αr0 Subject to : k=sqrt(Y'ΣY) Y'e + α = 1 Where Y, C and B are columns vector of n lines. Σ is symetric matrix of n order e =(1,...1)' and α is a reel parameter. I did calculus with...

Ok, please look at eq (2 19) page 8 on this link, this paper, maybe some thing wrong. Portfolio Theory: Origins, Markowitz and CAPM Based Selection - Springer PDFhttps://www.springer.com › document

Yes i mean B is a constant column vector. Do you think that is wrong to?

B is a constant.

B is nonzero column, there is a way to solve that?

Thank you for your reply. I did a typing error in the formulation, the right ones is ϒϒ'C – ϒα = B The product Y'Y is a (n,n) matrix Reference https://www.physicsforums.com/threads/solving-a-set-of-nonlinear-quadratic-equations.948843/

I would like to solve this system, which is a sets of non linear quadratic equations, the system needed to be solved can be expressed in general as follow: ϒϒ'C – ϒα = B Where ϒ=(ϒ1,ϒ2,...ϒn)’ is a column vector and ϒ’ its transpose C=(c1,c2,…,cn)’ and B=(b1,b2,…bn)’ are a columns vector And...