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Riccardo Brignone


Last seen: en dag ago Active since 2016

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Hawkes Simulation
This file contains code for exact simulation of Hawkes processes with exponential kernel.

ungefär 4 år ago | 1 download |

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How to use h_cubature function from Cubature package in MATLAB?
Hi! I have to solve numerically some integrals. I've done it with Matlab, using integral, integral2, integral3 and so on, now...

mer än 6 år ago | 1 answer | 0

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Mean-ValueAtRisk Optimization
This library contains MVaRP object (MeanValueatRiskPortfolio).

mer än 7 år ago | 2 downloads |

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Measures of Portfolio Diversification
Allows to measure portfolio diversification

mer än 7 år ago | 1 download |