I need to plot the efficient frontier for minimum variance portfolio. I do not have the function "portopt" How can I do this without it. Thanks

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10/17/2010 3:08:03 AM

On Oct 16, 10:08=A0pm, "Elvis " <emv...@nyu.edu> wrote: > I need to plot the efficient frontier for minimum variance portfolio. =A0= I do not have the function "portopt" =A0How can I do this without it. =A0Th= anks How about something like: R =3D [.04 .07]; Vol =3D [.2 .3]; rho=3D0.5; efficientFrontier(R, Vol, rho) function efficientFrontier(assetReturn, assetVolatility, rho) asset1Weight =3D -10:0.01:10; asset2Weight =3D 1-asset1Weight; Y=3DassetReturn(1).*asset1Weight+assetReturn(2).*asset2Weight; X=3Dsqrt((assetVolatility(1)*asset1Weight).^2+ (assetVolatility(2)*asset2Weight).^2+2*rho*assetVolatility(1)*assetVolatili= ty(2)*asset1Weight*diag(asset2Weight)); plot(X,Y); xlabel('Volatility'); ylabel('Returns'); end

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10/26/2010 8:30:58 PM

I have recently tried to move some of my code from C# to MATLAB thinking that it would be more efficient for my situation. I found however that it is running much slower. I dont have much expierence with MATLAB so im guessing im probably doing somthing stupid that is slowing it down a lot. Here is my code below. Does anyone see a place that would create a bottleneck? function out=KNN() fold = 10; kVal = 3; weight = 1; penalty = .9995; %dataset = dlmread('test.txt', ','); dataset = dlmread('dataset1.txt', ' '); [numStudents,...

Hi there, i am working on some code and it takes really long to execute. I tried vectorizinf it but to no avail... this is the section of code that takes long to compute ( as given by matlab profiler) U = zeros(1:N,1:N); V = zeros(1:N,1:N); for T = [BeginTime + dT:dT:EndTime] for j = 2:N-1 for i = 2:N-1 U(i,j) = U(i,j) + d1*(U(i+1,j) + U(i-1,j) - 4*U(i,j) + U(i,j+1) + U(i,j- 1)) + d3*(U(i,j)-U(i,j)*U(i,j) - f*V(i,j)*(U(i,j)-q)/(U(i,j)+q)); V(i,j) = V(i,j) + d2*(V(i+1,j) + V(i-1,j) - 4*V(i,j) + V(i,j+1) + V(i,j-1)) + dT*(U(i...

Hi Guys I have a simple function which calls the stop processing button and execute the files one by one if the stop button is activated theprocess halts... and if not the stop button is not activated then a certain set of files is executed for processing......I want to make use of efficient time (i used tic and toc) to find the elapsed time so as to set the stopflag argument like 2 sec,5 sec or so...but the time difference between stop button activation and without activation was large (i.e) I want to make the program efficient since stopflag process (adding code) is taking the program long to respond....There shudn't be a large difference between times of activation and not activation the stop button while processing the files.... How to achieve this..any ideas?... Thanks in advance Sriram ...

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For example, I want to compute C(25, 10). How to compute this guy efficiently in matlab. Thanks advanced. "zhang " <xiaoc10@gmail.com> wrote in message news:hbveil$a8k$1@fred.mathworks.com... > For example, I want to compute C(25, 10). > How to compute this guy efficiently in matlab. HELP NCHOOSEK. -- Steve Lord slord@mathworks.com comp.soft-sys.matlab (CSSM) FAQ: http://matlabwiki.mathworks.com/MATLAB_FAQ ...

Hi, I am encountering some problems with playing sounds generated by Matlab 2007b. I have generated sine waves (within human audible range) and played them. They are extremely soft (I used soundsc.m) even with the volume turned to the maximum (both the speakers and the software control). Does anyone know if there are any settings to change in Matlab 2007b? Types of troubleshooting applied: 1) Not a hardware problem, because music from other souces is extremely loud. 2) The same file, when played on Matlab 2008a (on another machine) sounds loud. Thanks and Regards. ...

I would like to run my script on a web server that I do not have root access with (i.e. cannot install anything). My script reads an image (from a given URL), uses some Image Processing Toolbox functions, then writes the image. No user input/output is needed and no GUI functionality, just file I/O. I have been playing with a simple hello-world script and the Compiler Toolbox, and I have been trying to run the resulting binaries from ssh on the web server (Linux environment), but what I am seeing is that the MCR must be installed to the deployed machine. Hopefully I am wrong about this, because I need everything completely self-contained so that I can run it strictly within my folder on the server. Can I please get a suggestion on how to proceed with this? Any direction would be greatly appreciated ASAP (project deadline approaching fast). Thanks! Take a look at the Web Figures section of the Java Builder documentation: http://www.mathworks.com/access/helpdesk/help/toolbox/javabuilder/ug/... Or you can use CGI to call your program on the server, have your program generate a JPEG, and then have the server send back a page with the JPEG's url embedded in it. A little tricky, but it can be done. "James " <jamesgpain...@removethis.gmail.com> wrote in message I will look over the documentation, but I believe my problem lies in the inability to use CGI to call the program, since the run-time components cannot be installed to the system folders. I do not hav...

Hello Mr/Ms Please say to me how i generate one .EXE file at one .M file. Best Refards Benyamin Ghasemi On Thu, 01 Jan 2004 13:53:45 +0000, Benyamin Ghasemi wrote: > Hello Mr/Ms > Please say to me how i generate one .EXE file at one .M file. > Best Refards > Benyamin Ghasemi http://www.mathworks.com/products/compiler/ Dan Hai, It's interesting Q?,Actuallay i don't know answer. But I Can Give U Suggestion ,Make U R .m File a COM using Matlab COM Builder. It will create .dll file.Register it. Use This dll File .in u r project in Com Supported languages. ...

Hi guys Im considering buying a new laptop (necessary for mobility) as my old one is far from optimal for the extensive and labor intensive matlab programs I want to run ('bench' reveals it to rival the speed of the worst computer in the comparison). However, the choices out there are slightly overwhelming and I was wondering if anyone could give me some god advice on the matter? As I understand, the primary matters of interest when it comes to rapid calculation are the Processor and the amount of RAM. As I merely intend to stock up on the latter, its the first one that is causi...

Is there more efficient way of measuring the similarity between tw signals other than corrcoef function in MATLAB. I donot want to calculate the lag between two signals(for which we can us scot method phat method etc)but i want to measure the similarity betwee two signals. Thanx _____________________________________ Do you know a company who employs DSP engineers? Is it already listed at http://dsprelated.com/employers.php ? On May 25, 10:45 am, "Sylvia" <sylvia.za...@gmail.com> wrote: > Is there more efficient way of measuring the similarity between two > signals o...

For example, I want to compute C(25, 10). How to compute this guy efficiently.. Thanks advanced. On Sat, 24 Oct 2009 13:50:05 -0400, zhang <xiaoc10@gmail.com> wrote: > For example, I want to compute C(25, 10). > How to compute this guy efficiently.. > > Thanks advanced. nchoosek? ...

I am looking for an efficient way to do the 2D type-I DCT in MATLAB. FFTW can do it, and MATLAB uses FFTW, but I'm not sure that it uses this feature. Not knowing if MATLAB could figure it out by itself, I did 1000 2D 64 x 64 FFTs of complex data, real data, and real data with quadrantal symmetry. They all took about the same time on my computer, about 1 s, although it was fastest for the complex data. I want to do the 2D DFT of real data with quadrantal symmetry, which amounts to the 2D DCT-I. Any suggestions appreciated. Eric Dubois ...

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Does anyone have code to generate the 'efficient frontier' for a an array of points? This concept is known by a wide variety of names... There is a short overview here: http://math.ut.ee/~toomas_l/optimization/main-text/Ch7/node3.html Any help will be greatly appreciated. -Chess For anyone else that's interested in this topic, I've found a basic solution, which I've posted below. Note also that the performance for this technique can be improved through the use of KD-trees or quadtrees, as discussed in http://tinyurl.com/caz3j % Generate a boolean array K that indica...

Hi guys: I have just installed Matlab Release 14 with Service Pack 3 on my new laptop which has Vista operating system. Matlab installed successfully by when I try to start it it doesn't (not responding). I really appreciate any help in this regard Ayman I think I have the same problem as Ayman, but I'll ask again to see if anyone has a solution. I have the same version of MATLAB installed also on Vista. I was able to boot to my XP install and open it fine, but on vista it gets stuck on the splash screen after a short system beep, but never displays any type of error message. Vista claims it has stopped responding. I have seen a bunch of threads with kinda similar problems, but none of the solutions have worked for me. I'm kind of upset because I thought this version was going to work smoothly with Vista. I've tried reinstalling MATLAB and it didn't help any. Anyone have any ideas for this? "Mike Hanson" <thissideupguitar@hotmail.com> wrote in message news:ef536ac.0@webcrossing.raydaftYaTP... >I think I have the same problem as Ayman, but I'll ask again to see > if anyone has a solution. > > I have the same version of MATLAB installed also on Vista. I was > able to boot to my XP install and open it fine, but on vista it gets > stuck on the splash screen after a short system beep, but never > displays any type of error message. Vista claims it has stopped > responding. > > I have seen a bunch o...

Hello, I'm looking for a efficient, vectorized Fortran90/95 code that works like Matlab's accumarray function, which accumulates elements of an input (data) array, based on subscript arrays (of the same shape as the data array) which point to the location in a new target array that the input array are to accumulate into. More precisely: Given a data matrix A sized (M,N), and a set of row indexes DROW(M,N) and column indexes DCOLUMN(M,N), the accumarray function accumulates data from A into a new array D sized (Md,Nd) where D(md,nd) is the sum of A(m,n) for all valu...

Dear Colleagues, I would like to call your kind attention to the updated website of the Soft Computing Research Group at the University of Veszprem (Hungary) http://www.fmt.vein.hu/softcomp/ You can download MATLAB Toolboxes: - Fuzzy Clustering MATLAB Toolbox - Genetic Programming MATLAB Toolbox - Interactive Evolutionary Strategy (EASy) MATLAB Toolbox - Constrained Fuzzy Model Identification for the FMID Toolbox independent MATLAB programs related to: - Data mining * Fuzzy clustering based time-series segmentation * Supervised Fuzzy Clustering for the Identification of Fuzzy Classifiers * Fuzzy Modeling with Multidimensional Membership Functions: Grey-Box Identification and Control Design * Compact TS-Fuzzy Models through Clustering and OLS plus FIS Model Reduction * Inconsistency Analysis of Labeled Data * Star plots - MATLAB files for Graphical Representation of trace elements of clinkers - Process control and monitoring * Feedback Linearizing Control Using Hybrid Neural Networks Identified by Sensitivity Approach * Incorporating Prior Knowledge in Cubic Spline Approximation - Application to the Identification of Reaction Kinetic Models * Identification and Control of Nonlinear Systems Using Fuzzy Hammerstein Models - A Simple Fuzzy Classifier based on manuscripts in PDF about - fuzzy model based process control and monitoring - fuzzy clustering and classification - incorpor...

Hello I have a lot of .m files which I want to "publish" So as an example I have a script called myscript which contains[1] publish('test','latex') I run that script in a directory matlab -r mypublish And it works fine, but then I also have mypublish2 with publish('test2','latex') And I run that also. Now to my horror when I run ps aux | grep matlab It seems to me that 2 matlab process have started. If this is true than I can't publish files simultaneously without running into CPU/Mem problems. The (X)emacs editor as a server cli...

Hello, Isnt 'unquant' and 'soft' options essentially same?..in both case vitdec takes in "real numbers" as input (ok they are "mapped" in case o 'soft' option)..so can we not use 'unquant' option to carry out sof decoding?...my preliminary results show that 'unquant' option give me 2- db gain over hard decoding... any one having insight please let me know. thanks ...

Hello everyone, How do I compile MATLAB M files into a form that can then be called from within the MATLAB interpreter? A roundabout way would seem to be to (somehow) Turn the matlab code into C (I think mcc does this), then compile this C code into MEX format and call that. Is there an easier way? I have the MATLAB compiler, so I just need to know what to do with it to get this to work. Thanks in advance, Sina sina.tootoonian wrote: > > > Hello everyone, > > How do I compile MATLAB M files into a form that can then be called > from within the MATLAB interpreter? A roundabout way would seem to > be > to (somehow) Turn the matlab code into C (I think mcc does this), > then > compile this C code into MEX format and call that. Is there an > easier > way? I have the MATLAB compiler, so I just need to know what to do > with > it to get this to work. > > Thanks in advance, > > Sina > > HELP MEX > HELP MEX Or, better, HELP MCC help pcode pseudo code is useful to obfuscate code - protect algorithms, yet still run at full speed and be distributable to other matlab users sina.tootoonian wrote: > > > Hello everyone, > > How do I compile MATLAB M files into a form that can then be called > from within the MATLAB interpreter? A roundabout way would seem to > be > to (somehow) Turn the matlab code into C (I think mcc does this), > then > compile this C code into MEX format and call that...

I'm making an end-user application where I would like to use Matlab functionality both for calculation and plotting. Matlabs GUI builder guide does not satisfy my needs (no support for f.ex. internal frames and other nescessities), so I'm planning to compile my Matlab code and use other API (Java, QT or something) for GUI. My problem is then, that I loose access to the neat plotting commands availible under matlab GUI... Is there a way of integrating Matlabs plot functionality into another GUI system? - has it been done? - I appreciate any response! - P�l Berge ...

I have a VB (Visual Basic) project with some complex algorithm. In order to complete the job soon. I write one of the important algorithm in Matlab(.m file), and I use the Matlab builder for COM to generate the dll. And I use the dll in my VB project (Project->References). Everything is ok for the program run properly. But when the VB program is firstly running to the part which uses my dll, the program seems to be dead�in fact it is not, it takes a lot of time. The second time to load the program, however the problem does not exist. Because the machine seems to be dead, and the user will t...

Hi all, I'm going to work on a project involving a parallel version of MATLAB - I'm aware of various efforts like MATLAB-*P and so on Right now I need to read up on some material regarding MATLAB internals eg: How are the ATLAS(or is it BLAS) routines called in MATLAB? How does MATLAB's C code store information in memory, cache'ing etc? How is one to get at those? Do you know of any suitable reference(s)/resource(s)? Thank you very much, Aravind ...

Hello , I'm a new user in Matlab. So should you advise matlab notes , documentation please ? <azatserver113@gmail.com> wrote in message news:7b4e75e2-40c6-43bb-acc6-2553123ba649@googlegroups.com... > Hello , > > I'm a new user in Matlab. So should you advise matlab notes , > documentation please ? > At the MATLAB command prompt type this command: doc This will show the documentation included as part of your installation. I recommend reading through the Getting Started section of the MATLAB documentation first, and executing the examp...

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