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Portfolio optimization using minimum-variance (fmincon)
Hi, Could anyone please help me with this portfolio optimization problem: how is it possible to write the function Min. w'*H*w, where H is a covariance matrix of returns and w is a weight vector that has to be optimized. The problem is specifying the matrix H in the function m-file for use in the fmincon function.. Si... 6 Aug 2010 17:05
load files from a directory
is there a possibility to load in a loop the files in a directory that start with a certain word. For example, 300 files start with the word portfolio but each has a different number such as portfolio4511,portfolio3256 etc... is it possible to load them one by one in a loop? thx ... 2 Aug 2010 16:57
Signal Phase Shift (co-phased signals)
I am trying to perform a phase shift based on the information provided in the following URL http://www.dsprelated.com/groups/matlab/show/5198.php However, I am not sure if I follow the instructions precisely since I am getting 'Imaginary parts of complex X and/or Y arguments ignored' warning. I understand this er... 4 Aug 2010 20:10
Dyld Error Message using SPM8 with Matlab
Hello there, I am using SPM8 in combination with Matlab (Version 2009a for Mac with OS X 10.6.3) in order to process brain data. When I try to do some kind of preprocessing I get the following error. Dyld Error Message: Symbol not found: _ornlm Referenced from: /Users/Downloads/spm8/toolbox/vbm8/ornlmMex.... 2 Aug 2010 15:51
Errors when integrating MatLab code into C# program
Hello, I'm trying to learn how to integrate MatLab code into C#. I'm using Matlab R2010a and Visual Studio 2010. I downloaded the following tutorial and executed the MatLab side of the code: http://www.mathworks.se/matlabcentral/fileexchange/12987 However, when I tried to compile the C# code in visual studio, ... 2 Aug 2010 15:51
MCR failed to load in Windows 7
I have a stand-alone exe made with MATLAB R2009b and Windows XP SP2. This ran successfully in Window XP, but failed to run in Windows 7. I installed MCR v711 on the Windows 7 computer. When I ran the .exe, I got the error (read in cmd window): Fatal error loading library C:\Program files <x86>\..\v711\bin\win32... 5 Aug 2010 09:07
MATLAB Java Interface
Hello, I am trying to execute a '.jar' runnable from MATLAB (R2008b). In this file, at points where RealMatrix classes are defined, MATLAB somehow does not let me do operations like multiply or transpose on them (inside the jar file itself). I get the following error: -------------------------------------------------... 2 Aug 2010 15:51
Moment of Inertia of a machine modelled with SimMechanics
Folks, I would like to be able to output/save to workspace the (time dependent) moment of inertia of a SimMechanics machine. I need that MoI to be computed with respect to the world coordinate frame. Is there a function or utility to do that? I couldn't find one on my own. Thanks, B. ... 2 Aug 2010 15:51
Is it normal that interp2 changes variance?
Hi all, I have this simple question. If the answer is yes, please tell me if it is possible to preserve the variance of the interpolated data. You can take me as a noobie in Statistics. Sample code follows: xMin=0; xMax=1; yMin=0; yMax=1; d=0.01; x=xMin:d:xMax; y=yMin:d:yMax; [X,Y]=meshgrid(x,y); [r,c]=... 5 Aug 2010 11:19
Combining two .dat files
Hi all, I'm a new user of Matlab and I have a question that I can't seem to figure out a solution to. I have 2 GPS point location files that I need to combine and there are too many lines to do this in other software. e.g. 2007.dat 228083.257, 8186199.284, 2394.134 228083.261, 8186199.261, 2394.148 228083.247,... 4 Aug 2010 12:30
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