Questions tagged [volatility]
175 questions
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calculate rolling historical portfolio volatility
I'm wondering how to write a function or loop that can calculate historical portfolio volatility based on two assets. The volatility should be calculated over a rolling period of 36 months.
I start with the following random sample…
M_Sunny
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Multivariate GARCH-M in R
I would like to know if there is a R package that can implement a multivariate GARCH-M model in R. I know there are some packages that can handle multivariate GARCH models (like for BEKK, DCC, CCC) but i havent found a way to estimate a MGARCH-M…
RafaelN
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Volatility plugin to extract config file from memory : Crashes after yara compile function
I am trying to write a Volatility plugin to extract configuration file used by a malware from memory dump. However, when I run this plugin (without 'sudo') without root privileges the plugin crashes at the line yara.compile. If I run this plugin…
aMa
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Arch modeling Python
I have been using Python to fit an ARCH model to monthly return series of Intel stock from 1989-2010. I have used the ARCH library written by Kevin Shepphard. Now, when cross checking with R, my coefficients of Volatilty model is slightly…
turtle_in_mind
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Volatility of different types of memory
I'm dumbfounded with this matter. As far as my knowledge goes there is volatile and non-volatile memory. The question that has been given to me is to rate on a scale of 1 to 4 the volatility of each of these types of memory.
The types of memory…
George
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EWMA volatility in R
I want to generate 500 observations(returns) from a N(0,1) distribution. Set seed(100) to get the same sequence of random numbers.
Then compute the volatility of these series using the EWMA method:
With λ=0.94, and where represents the mean of…
Stevie Kvothe
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Why volatility does not return anything from running linux_pslist
I have manage to extract the volatile memory from the android emulator using LiME and using volatility to further analyze the memory.
After running the command:
$ python vol.py --profile=LinuxGoldfish3_4ARM -f /path/to/lime.dump linux_pslist
I…
Mel Chua
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How to get around flat likelihood function when calibrating GBM parameters
I want to calibrate jointly the drift mu and volatility sigma of a geometric brownian motion,
log(S_t) = log(S_{t-1}) + (mu - 0.5*sigma^2)*Deltat + sigma*sqrt(Deltat)*Z_t
where Z_t is a standard normally distributed random variable, and am…
Futurist
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R2OpenBUGS Error: node not stochastic
I have a specific problem in Running R2OpenBUGS in R. But it runs perfectly well in OpenBUGS.
I want to understand what the problem is.
Here is my code:
model volatility;
const n=180;
{
# likelihood: joint distribution of ys
for (t in 1:n)…
user1841858
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How do I set python environmental variables for Volatility
I'm trying to setup volatility so I can execute commands regardless of what directory I happen to be in at the time. I'm not sure what I'm doing wrong, I've set the environmental variables with the export command. I've double checked my my…
Chris_Frost
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Saving CMD output to text file after program finish running
Is there any ways to save the final output from command prompt to a text file after the program finished running? I have tried it with ProcessBuilder and it does not work. (Reason because my output does not appear immediately, it goes through a…
Steven
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alternatives to batch file since i am unable to include java code in it
I heard that java code cannot be to add into batch file in a comment on my previous question:
But is there any alternatives to it?
Is it possible to add java code into batch file?
I tried the following in the batch file but it does not…
Linify
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java variable linked to batch file
I am currently learning java and I encountered this problem. I am not sure if it can be done like this as I am still in the learning stage. So in my java main coding:
import java.io.File;
import java.io.IOException;
public class TestRun1
{
…
Linify
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there's unknown modification error in my batch file, java and command prompt
I have an "error" in my batch file and volatility (in command prompt). I want to run it in a thumbdrive (still testing) but the error just looks super weird
In my batch file (MyBatchFile.bat)
E:
vol231.exe -f E:\USER-PC-20140707-141900.raw…
Linify
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Cannot Build Volatility Profile
i recently dumped the RAM out of my Samsung Galaxy Nexus phone and i wanted to use Volatility to analyze it. However, i am having the issue to build up my profile.
From what i understand, one must zip up the module.dwarf file as well as the memory…
user2705923
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