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Question
Steps between iterations too large
I use the fminunc function (active-set algorithm) in Matlab to optimize a function. I expect the values of the optimized paramet...
9 years ago | 1 answer | 0
1
answerIssues using an efficient positivity constraint
Indeed, doing the calculations I see the first one is not correct and the second one is. Thank you.
9 years ago | 0
Issues using an efficient positivity constraint
Dear Thorsten, I did not make this very clear in my question, sorry. The matrix consist of weights within a portfolio constru...
9 years ago | 1
Question
Issues using an efficient positivity constraint
I want to use the following command to obtain only values of 0 or higher for the values in the 600x495 weight matrix p_w: f...
9 years ago | 4 answers | 0
4
answersQuestion
Fmincon significance; which statistics to use?
I've used the fmincon function to optimize a utility function in a portfolio selection problem. Now that I have the parameters a...
9 years ago | 0 answers | 0
0
answersQuestion
Panel data regression (fixed effects)
I would like to run a panel data regression which is formatted in the following way: -dependent variable: *618x14038 (num...
9 years ago | 1 answer | 0
1
answerEstimator standard errors using fmincon (portfolio optimization context)
Thanks everyone for helping me with my problem. After rerunning the optimization it turned out that my estimators were all well ...
9 years ago | 0
Estimator standard errors using fmincon (portfolio optimization context)
Dear Roger and Matt, Thank you very much for your response. If I understand correctly, I need to run the estimation again, bu...
9 years ago | 0
Question
Estimator standard errors using fmincon (portfolio optimization context)
I'm trying to get standard errors of the estimators in my optimization. I use the fmincon function with the active-set algorithm...
9 years ago | 4 answers | 0
4
answersQuestion
Find index where value exceeds threshold
Dear all, I want to be able to find indices where values exceed a certain threshold. So if my variable of interest is called ...
9 years ago | 2 answers | 0
2
answersTransforming panel data variables (from Excel/Stata) to multiple matrices in Matlab
I have managed to edit the data to from 'long' to 'wide' in Stata and afterwards import it into Matlab, so the problem is fixed....
10 years ago | 0
| accepted
Question
Transforming panel data variables (from Excel/Stata) to multiple matrices in Matlab
I would like to know if it is possible to go from my Excel/Stata dataset to variables in matrix form. My problem is as follow...
10 years ago | 1 answer | 0