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Risk measurement and optimization of option portfolios

This document describes one of the available topics for the MSc-project in Financial Mathematics. The focus is on optimization of a static portfolio of derivative instruments on given underlying assets. A primary goal is to set up and solve portfolio optimization problems that account for non-Gaussian return distributions. Such optimization problems can rarely be solved

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audio Recognition

  Represent the audio signal as a sequence of features, e.g., Mel-frequency cepstral coefficients (MFCCs).   (I) Develop and evaluate a conventional activity recognition system based on using the Gaussian Mixture Model (GMM) – perform the training of the model for each activity with corresponding data.   (II) Develop and evaluate a GMM-UBM system –

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Differential Equations. Computer Practical 1

Differential Equations. Computer Practical 1 (Week 2. Explicit and Implicit Euler methods for finding numerical solutions to the initial value problems; first-order ODEs) February 6, 2014 Aim: To learn how to solve numerically elementary initial value problems using Explicit and Implicit Euler method Outcomes: written report (must be uploaded to the Blackboard) Due date: Friday,

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4071 Project

4071 Project Empirical Study of Moving Average Crossover Strategies using Different Measures Empirical Study of Different  Measures of Moving Average Strategies     Introduction Technical analysis has been around for quite a long time and as the years passed. We can find hundreds of indicators in different forms, while some indicators are more popular than

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