That’s a mantra I need to have drummed into me, and perhaps tattooed on the inside of my car so I’m reminded every morning.  But I keep on making the same mistakes. 

 I seem to think that if I’ve “optimized” my portfolio with a few flashy calculations that I’ve done my due diligence, and the next stop is financial independence.  It’s the black box syndrome – trusting the output of a computer program without truly understanding the real issues.  Most portfolio analyses, for example, hinge on historical data, which of course doesn’t predict the sub-prime blow-up in the US or whether Brazilian coffee growers are on strike.  They’re all backward looking.

 However, in the absence of a neighbourhood scryer, historical analyses are a good indication of how to position a portfolio for the long term.

 Being a geek (however much I strenuously deny it), I tend leverage my tech skills wherever I can.  I wrote the attached worksheet to import stock quotes, including historical data, from Yahoo using the Sockets package.  Simply type in the appropriate NYSE stock tickers into the appropriate text boxes, check the quantities you want to download, and click the big gray button.

 All the stock quotes and historical data can be manipulated on the command-line and can be accessed via command-completion. 

 It then finds the best distribution of stocks in a portfolio by maximizing its Sharpe Ratio (through the Optimization package). 

The Sharpe ratio quantifies how effectively a portfolio of risky assets utilises risk to maximise return.  It’s defined as follows.

 

 

It essentially measures how effectively a portfolio uses risk to maximize return – the higher the ratio the better.  The expected portfolio return is predicted from historic data, the portfolio standard deviation is traditionally used as a proxy for risk, and the risk free return is the return that can be expected from a zero-risk investment (i.e. the interest on US Treasury Bills or the redemption yield on UK gilts).

What I find particularly fascinating is how Maple is now the centre of my technical desktop.  Through the combination of the interface and its math tools, I now use it for everything from the simplest calculations through to making wild guesses about my financial future.  If any of the developers are reading this, I want you to know there’s a lot riding on you...

Problem: Find the value of k (k>1) such that the region enclosed by y=2lnx, y=0, and x=k has an area of 5 square units.

I'm figuring it should start out like this:

f:=->x2lnx;

then im figuring to plot it so i can get a look at the graph so i can guestimate what value for k would be 5 square units.

but what commands can i use to solve it exactly?

I cant remember how to find the intersection of two functions.

I know to first enter in the two functions (f(x) and g(x)).

Then I need to plot them...

But whats the command to find the point of intersection?

Hello Guys, I have this homework assignment which requires me to use Maple. Unfortunately, I'm new to this program, and frankly, have no clue how to use it. So I've been following this worksheet step-by-step and now it's telling me to plot inequalities using the plot assistant. May anyone please help me? It will be very much appreciated. Sample equation to graph: y>2 Thank you very much!

Hi to everybody. I have to derive in "x" a few times an expression that contains the term signum(Q), where Q =Q(x). The problem is that maple derive also signum and gives as results signum(1,Q) so in my long expression there are a lot of signum(1,Q) . The problem is that when I create a fortran subroutine that compute this expression i get the warning

"the function "signum"  is not recognized in the target language".

So the problem is duplex:

Hello,

The following two equations are given:

x^2 + y^2 = z

1/2 ( x + y ) + 5 = z

I have tried to obtain the intersection curve of the two planes but I haven't succeeded. I'm wonderering if someone could provide some help on this problem.

Thanks,

I am having a difficult time understanding the solution that Maple 10 returns for the DE that I am telling it to solve.

 Could you explain this solution and help me to know what to do with it.

  Download 4125_Mapleprimesexample.mws
View file details

Regards,

Jacob

I have a set of 3D data points that I'm trying to fit to a f(x,y) mocel and I do not know how to fit the data to the model. I am using the statement

g:=Fit(a+b.x+c.y+d.x^2+e.x.y+f.y^2, x,y,z,[x,y]);

where x,y are the independent vairables and z the dependent variable that I'm trying to fit.

My problem is that I have the error message

Hi, how we can get the min of two real-valued piecewise continuous functions as another piecewise function. To me Maple responded with min(fn1,fn2), which I dont need. Plz hep.

Hi everyone,

If you want to paste a link, click on the globe beside the maple leaf.

To follow a link like uwaterloo.ca 

put your cursor on it, press Ctrl and click and a new tab will open!

The attached file reviews optimization problem solving and also shows you to solve hard problems though Maple's Optimization Assistant.

Hi all,

 

It looks as though ApproximateInt has replaced Leftbox, Rightbox, ... in Maple 12. Using ApproximateInt (w/ the command output=plot) gives extra info such as Title, area, partitions, and a legend. How do I remove the legend completely from the plot?

Hi, I have a code that generate a fortran subroutine that calculate the high order derivatives of the unknowns of a partial differential system. it  works well but when the list of local variables is too long (it happen for some kind of complex(but not too much) differential equations) i get the following error from the "codegeneration" command:

"assigning to a long list, please use Arrays"

Someone asked me with some help with an ODE, and I was able to reduce the problem to the following rather pretty sub-problem:

(a-1)*(a+1)*diff(y(a),a)^6-8*a^2*diff(y(a),a,a,a)*diff(y(a),a)+20*a^2*diff(y(a),a,a)^2

Of course, since this ODE is missing a term in y(x), one can immediately reduce it further by one integration, but I find the resulting ODE less aesthetically pleasing.  However, I can't seem to get much out of this ODE.  Anyone have a clever idea?