brian bovril

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13 years, 346 days

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These are replies submitted by brian bovril

@Carl Love just what I wanted, Thankyou

@nm 

cheers for part a)

For part b) assuming (gamma = beta) using this method does not seem to produce a solution in closed form (without integrals).

Odd for an assignment question.

@Christopher2222 

and Tom. Thanks for your interest.

Right now (after 60 days since the first infection) there are 3050 confirmed cases, 170 Recovered and 13 Dead (Aust).

Can I get a gamma estimation (or recovery rate) for this?

@auliani3 I was struggling to remember what this was about. But Carl will sort you out.

You might be interested in other posts

https://www.mapleprimes.com/questions/220356-Optimization-With--Binary-Constraints

https://www.mapleprimes.com/questions/223711-How-To-Solve-The-Problem-About-VRPTW

https://www.mapleprimes.com/questions/226391-CVRP-Stochastics-Demands

http://sajms.iurc.edu.pk/issues/2016a/Spring2016V10N1P4.pdf

(Carl has a nice solution to this one)

 

@vv   but I ran it again and got 3804...?

@acer a bit cryptic.I doubt i'm the only one. Developers who recently worked on a project of mine made comment that one of their technical constraints was "poor availability of Maple technical details. This is not a package we use normally, so we had to get up to speed. While there was information online, it was difficult to implement. It comes capable of utilizing databases, but we found it difficult to find a broad spectrum of knowlege for it. We spent a significant amount of time resolving Maple issues. These issues were related to the execution of maple asynchronously with the web server."

 

@acer I would never have guessed with(:-Calendar):

@Christian Wolinski This is a much better way than my convoluted method...

@acer 

Thanks for your insights once again, you fixed it.

I did think about DateDifference, but on my maple its a bit mercurial.

Its seems previously invoked Finance package upsets it. 

with(Finance):
DayCount("13/1/2019","1/1/2019");
               
with(Calendar):
Warning, Finance:-Calendar is not a correctly formed package - option `package' is missing
Error, (in with) module `Finance:-Calendar` has no exports

@acer but I would never have come up with your formulation. I happy it works...

@tomleslie Thanks Tom

The only problem is sometimes I get this error when i attempt to look at the interim_file in Wordpad. I have to close Maple completely and reopen interim to see its contents.

 

@tomleslie re returns. Yes. The simplest answer is usually the correct one...

@tomleslie thanks for your effort.

I don't have the GOT package either, Certainly I would use the linear transformation, but it states its only valid for Omega Ratios of over 1. The link which explains the linearisation technique is no longer valid...

I have a suplementary question. I'm not sure about the monthly returns data. I'd assumed they just subtract 1 to get the percent monthly return, Cell R1C1 is 1.283 (28.3% -seems high).next month R1C2 is 0.429 (- 57.1%). But R1C8 is -0.311....??

I want to put my own data though this for 3 stocks, annual return for each (4 years worth):

Matrix(4, 3, [[0.049214060475074796, -0.039495815964258746, 0.11449725779665731], [0.10937360103809103, -0.07403192172846383, 0.05145193083198468], [-0.02002071584993901, 0.032795876292319816, -0.137325940737269], [0.061433054336773145, -0.07926813859959723, 0.5713767521086268]])

 

@Carl Love 

This is a picture of the excel worksheet (Evolver). Note the low variance... It is calculated independant of the budget. It obtains (slightly) differerent covariant matrix to Maple..


 

Your method of unitary budget solves the problem of maximizing growth while keeping variance low.

Using your second method: 0 variance produces only moderate growth (3.2%). Have I missed somethng?

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