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Peihong


National Council For Social Security Fund of China

Active since 2012

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Professional Interests: finance, economics

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Question


calculate weighted difference and assigning names to it
Dear friends, I am working on one problem, it looks like this, a matrix xxx with n columns, the first row is the name of variabl...

10 years ago | 0 answers | 0

0

answers

Question


how to use cellfun to take relevant elements out of cell arrays
Dear Friends, I have a matrix of time series data,and I want to calculate the rolling zscore. Some columns start with NaNs, t...

11 years ago | 2 answers | 0

2

answers

Question


calculate YoY growth rate
Hi,friend, price2ret function is able to calculate the growth rate of two adjacent values, if it's monthly data, it can be v...

11 years ago | 1 answer | 0

1

answer

Question


how to calcuate mean with NaN
Dear Friend, There are two matrixs with the same size, there are some NaNs in each matrix. I want to calculate the mean of co...

11 years ago | 3 answers | 0

3

answers

Answered
how to get the last value of a cell
thanks. it works

11 years ago | 0

Answered
how to get the last value of a cell
Hi, Walter, would you please give more information. my problem, I want to find zscores for 100 time series data points. but...

11 years ago | 0

| accepted

Question


how to get the last value of a cell
Dear Friend, I generated a series of N by 1 cells with different lengths. I want to generate a new vector, each element of th...

11 years ago | 3 answers | 0

3

answers

Question


multivariate regression coefficients add up to one
Hi, friend, I am working on a constrained regression, of which I regress Y on several variables. But I need the sum of regre...

11 years ago | 1 answer | 0

1

answer

Question


convert monthly data from daily data series
Dear Friend, I have a time series of SP500 daily prices since 1950. I want to find out the monthly end prices, how can I handle...

11 years ago | 1 answer | 0

1

answer

Question


fill area with different shapes
Dear Friend, I plot a figure using "area" command, which translate a N by 4 matrix to a figure, where N means the date, 4 mea...

11 years ago | 1 answer | 0

1

answer

Answered
rolling optimization with nonlinear constraints
Thanks, friends, I tried again by correcting the syntax error, it works. thanks.

11 years ago | 0

Answered
rolling optimization with nonlinear constraints
Hi Alan, thanks for pointing out the error in nonlinear constraints, I tried, it shows that the problem lies in objective functi...

11 years ago | 0

Question


rolling optimization with nonlinear constraints
Hi,friends, I recently encountered one problem and tried many times without success, is there anyone who can give me some hints,...

11 years ago | 3 answers | 0

3

answers

Question


non linear optimization problem
Hi, I encountered one optimization question like this maximize R' *Log(w) subject to w' *cov*w<=0.1 and w>=0 ...

11 years ago | 1 answer | 0

1

answer

Question


linear time series with MA(1) residuals
Dear Friends, I want to run a time series linear regression with the form y(t)=beta*x(t)+e(t), where e(t) follows a MA(1) ...

12 years ago | 0 answers | 0

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answers