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Mingyang Sun


Imperial College London

Last seen: 1 month ago Active since 2018

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Hypothesis Tests for Constrained Linear Regression
Hi, I would like to do the hypothesis test for the following linear regression with equality constrants to exam the significance...

2 months ago | 1 answer | 0

1

answer

Answered
renaming variable loaded from a file
use the command: newname = struct2cell(load(filename)); newname=newname{1}; you don't even need to know the original variable ...

11 months ago | 0

Question


How to define an objective function in the fmincon?
I would like to solve a large scale non-convex QCQP problem using fmincon, such that min_x x.'H*x s.t. x.'*R*x = 1 ...

1 year ago | 1 answer | 0

1

answer

Question


Parfor is running much slower on a 18-core PC than a 10-core PC
I am currently running a compute-intensive financial trading test; the test has 503 independent loops. I have two PCs in my offi...

1 year ago | 0 answers | 0

0

answers

Question


Quadprog solver stalled, constraints satisfied.
H is a 400 x 400 symmetric matrix, when I use quadprog(H,-f, Aieq, zeros(PreL_max,1),[],[],[],[],[],optimoptions('quadprog','Di...

2 years ago | 1 answer | 0

1

answer

Question


numerical problem of quadprog
Hi, I am trying to solve a badly scaled quadprog problem H = [5e15, -1.66e15, 1.02e9, -1.23e10; -1.66e15, 1....

2 years ago | 0 answers | 0

0

answers

Question


Confidence intervals of linear multiple regression
Considering following linear multiple regression model: where observations , coefficents and is a white Gaussian noise term...

2 years ago | 0 answers | 0

0

answers

Question


Rank one decomposition of a positive semi-definite matrix with inequality trace constraints
Suppose there is a square matrix and a positive semi-definite matrix , such that Is there any ways I could do the rank one d...

2 years ago | 1 answer | 0

1

answer

Question


Given two probability density functions and correlation matrix, how to generate two correlated random sequences?
Given two probability density functions: * "ExponentialPower": px = exp( -0.5*abs((x-mu)/sigma).^(2/(1+beta) ))/( 2^((3...

4 years ago | 1 answer | 0

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answer