Tommaso Belluzzo

Last seen: 21 days ago | Active since 2017

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Quantitative Engineer

Programming Languages:
Python, C++, Java, C#, PHP, Javascript, R, MATLAB, SQL, HTML, CSS
Spoken Languages:
English, French, Italian, Chinese

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Submitted

Systemic Risk
A framework for systemic risk valuation and analysis.

4 months ago | 10 downloads |

Submitted

Basel Tools
A framework for a rough estimation of Basel IV capital requirements.

2 years ago | 1 download |

Submitted

Benford's Law
A framework for Benford's Law conformity assessment.

2 years ago | 2 downloads |

Submitted

HFMRD: Hedge Funds Misreported Returns Detector
A framework for detecting misreported returns in hedge funds.

2 years ago | 1 download |

Submitted

Historical Volatility
A framework for historical volatility estimation and analysis.

2 years ago | 3 downloads |

Solved

The Piggy Bank Problem
Given a cylindrical piggy bank with radius g and height y, return the bank's volume. [ g is first input argument.] Bonus though...

3 years ago

Solved

Find the sum of all the numbers of the input vector
Find the sum of all the numbers of the input vector x. Examples: Input x = [1 2 3 5] Output y is 11 Input x ...

3 years ago

Solved

Most nonzero elements in row
Given the matrix a, return the index r of the row with the most nonzero elements. Assume there will always be exactly one row th...

3 years ago

Solved

Bullseye Matrix
Given n (always odd), return output a that has concentric rings of the numbers 1 through (n+1)/2 around the center point. Exampl...

3 years ago

Solved

Which values occur exactly three times?
Return a list of all values (sorted smallest to largest) that appear exactly three times in the input vector x. So if x = [1 2...

3 years ago

Solved

Remove any row in which a NaN appears
Given the matrix A, return B in which all the rows that have one or more <http://www.mathworks.com/help/techdoc/ref/nan.html NaN...

3 years ago

Solved

Counting Money
Add the numbers given in the cell array of strings. The strings represent amounts of money using this notation: $99,999.99. E...

3 years ago

Solved

Determine if input is odd
Given the input n, return true if n is odd or false if n is even.

3 years ago

Solved

Sums with Excluded Digits
Add all the integers from 1 to n in which the digit m does not appear. m will always be a single digit integer from 0 to 9. no...

3 years ago

Solved

Determine whether a vector is monotonically increasing
Return true if the elements of the input vector increase monotonically (i.e. each element is larger than the previous). Return f...

3 years ago

Solved

Word Counting and Indexing
You are given a list of strings, each being a list of words divided by spaces. Break the strings into words, then return a maste...

3 years ago

Solved

Interpolator
You have a two vectors, a and b. They are monotonic and the same length. Given a value, va, where va is between a(1) and a(end...

3 years ago

Solved

Find state names that start with the letter N
Given a list of US states, remove all the states that start with the letter N. If s1 = 'Alabama Montana Nebraska Vermont Ne...

3 years ago

Solved

Find relatively common elements in matrix rows
You want to find all elements that exist in greater than 50% of the rows in the matrix. For example, given A = 1 2 3 5 ...

3 years ago

Solved

Read a column of numbers and interpolate missing data
Given an input cell array of strings s, pick out the second column and turn it into a row vector of data. Missing data will be i...

3 years ago

Solved

Select every other element of a vector
Write a function which returns every other element of the vector passed in. That is, it returns the all odd-numbered elements, s...

3 years ago

Solved

Add two numbers
Given a and b, return the sum a+b in c.

3 years ago

Solved

QWERTY coordinates
Given a lowercase letter or a digit as input, return the row where that letter appears on a standard U.S. QWERTY keyboard and it...

3 years ago

Solved

Pizza!
Given a circular pizza with radius _z_ and thickness _a_, return the pizza's volume. [ _z_ is first input argument.] Non-scor...

3 years ago

Solved

Make the vector [1 2 3 4 5 6 7 8 9 10]
In MATLAB, you create a vector by enclosing the elements in square brackets like so: x = [1 2 3 4] Commas are optional, s...

3 years ago

Solved

Times 2 - START HERE
Try out this test problem first. Given the variable x as your input, multiply it by two and put the result in y. Examples:...

3 years ago

Submitted

Table SQL
A script for performing SQL CRUD operations on Matlab tables.

4 years ago | 3 downloads |

Question

Cross-Entropy Minimization - Extreme Code Performance
I'm working on a multivariate cross-entropy minimization model (for more details about it, see this paper, pp. 32-33). It's purp...

4 years ago | 0 answers | 0

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answers

Question

FMINCON Linear Constraint Strictly Greater/Less Than
Hi all, I need some help to correctly build two linear constraints to be used in FMINCON (SQP algorithm). My system has 4 param...

4 years ago | 1 answer | 0

1

answer

Question

Loopin Matrix Multiplication Performance Improvement
Hi all! I'm struggling to reduce computation time on a function I created: function [beta,covariance,residuals] = hac_regressio...

4 years ago | 0 answers | 0

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answers

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