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Steven Niggebrugge


Shell Asset Management Company B.V.

Last seen: 2 years ago |  Active since 2016

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Building random forest with cross-validation
Hi, i have been wondering for some time now how random forests (Bagging, or AdaBoost, doesn't matter) are built when using cros...

4 years ago | 0 answers | 0

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answers

Question


Convert categorical back to integer
Hi, i convert an integer to a categorical a=[-1 0 1] b=categorical(a) now how do i convert b back to the same integers in a?...

4 years ago | 1 answer | 0

1

answer

Question


Create cell array of numbers
Hi, how can i create a function that creates a cell array of number array 1:n, so the result is a cell array of string values. ...

4 years ago | 1 answer | 0

1

answer

Question


Classification tree view function - predictor categories are replaced by numbers?
Hello, I created a classification ensemble tree using categorical predictors (typically 4 or 5 classes/labels for each predicto...

4 years ago | 0 answers | 0

0

answers

Question


predictorImportance for classification trees
Hello, would the predictorImportance() function also work for classification trees (random forest, AdaBoostM1 or Bag method)? ...

5 years ago | 0 answers | 0

0

answers

Question


Solve multivariate equation using fsolve()
Hi, i have written a multivariate function f(x, a, b, c). Holding a, b, c values fixed, i want to know for what value of x the...

6 years ago | 1 answer | 0

1

answer

Question


Replace values in each column by 0 after a pre-specified search value was found in that column
Hello, i have a matrix A, for example A = [1, 1; 0.5, 1; 0.5, 0.5; 1, 1] I want to insert 0 values in each column, but only if...

6 years ago | 2 answers | 0

2

answers

Question


CreditDefaultCopula function not in my Matlab 2016a version, how to get it?
Hello, i would like to use Matlab's 2018 CreditDefaultCopula function to model defaults. How can i get this function in my Mat...

6 years ago | 0 answers | 0

0

answers

Question


Replace values in matrix by first non-zero value in previous row
Hi, how can i replace zero values in a matrix by the first occurring non-zero value in that matrix if you would loop backwards...

6 years ago | 1 answer | 0

1

answer

Question


How to calculate maximum up to current point?
Hi, how can i calculate the an array of current maxima, i.e. for each point in the array to calculate the maximum from the first...

7 years ago | 2 answers | 0

2

answers

Question


100 Random numbers given t-distribution with mu = x% std = y% and df = 100?
How can i create a 100 x 2 array with random numbers, given the following distribution: -mu = 2% -sigma = 3% -df = 100 tha...

7 years ago | 1 answer | 0

1

answer

Question


Surfl chart; datetime on y-axis, letters on x-axis
Hi, i am trying to make a 3d surface chart (surfl) out of a x-by-y table named 'cum_pl', which contains daily P&L numbers for x...

7 years ago | 2 answers | 0

2

answers

Question


Formula for calculating marginal risk contributions (video MATLAB for Advanced Portfolio Construction and Stock Selection Models)
Hi, i just watched the video https://nl.mathworks.com/videos/matlab-for-advanced-portfolio-construction-and-stock-selection-mod...

7 years ago | 1 answer | 0

1

answer

Question


How can i generate month and year strings for Datetime vectors?
How can i generate month and year concatenated strings for Datetime vectors? E.g. i have vector ['01/Jan/2015';'01/Feb/2015']...

8 years ago | 4 answers | 0

4

answers