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Az.Sa


Last seen: Today Con actividad desde 2022

Programming Languages:
MATLAB
Professional Interests:

Statistics

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maximisation of the utility function , portfolio optimization
Hi, I am trying to miximize a utility function of an investor , I use CRRA utility , , , is known such that , , , ,...

2 días hace | 1 respuesta | 0

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Length of lower bounds is < length(x); filling in missing lower bounds with -Inf. Problem is unbounded
Hi, I am trying to estimate $a_{j}$ that maximize the following objective function where ; is unknown vector of 1 X ...

6 días hace | 1 respuesta | 0

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maximizing objective function with equality and inequality constraints
Hi, I want to estimate x_1 ,...,x_4 by maximizing subject to and , which function can help me to solve this probl...

19 días hace | 1 respuesta | 0

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maximization nonlinear problem and local maximum solution
Hi, I have the following code to solve nonlinear maximization problem objective = @(x) ( -1.167*x(1)-.03127*x(2)- 1.645*sq...

29 días hace | 2 respuestas | 0

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nonlinear least square optimization
Where, and known I want to solve this problem by using a nonlinear least square optimization . This is the code I t...

29 días hace | 1 respuesta | 0

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minimize linear objective function with quadratic constraint
As stated in Koenker (2005) "Quantile Regression" page 10 equation (1.20). Quantile regression problem has the form may be ...

7 meses hace | 2 respuestas | 0

2

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maximization problem , fmincon optimization
Hello, I'm trying to solve this maximization problem with matlab. I use the following code objective = @(x) - ( -.85...

8 meses hace | 1 respuesta | 0

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simplifying an algebraic expression in 6 variables
hello, can you please help me with the following , I am trying to write matlab code to simplyfy this expression : 0.95 x1 ...

8 meses hace | 1 respuesta | 0

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