Can I use ActiveServer to create an array of filenames?

I am running a regression using years of monthly data. I already wrote my function that cleans up and organizes all of the data properly, and the function works fine for one month. My question is, can I somehow import a list of filenames from a folder? I have 2 sets of data (returns/regressors) and ideally, I would have 2 string arrays containing the filenames where the months will match up and I can just use a for loop to pass all of the files through the regression. First time ever using ActiveServer and I am unsure of its limitations. I am just trying to avoid manually typing in about 300 filenames into arrays, and I also want this code to work for any data sets, not just our specific one.

Answer 1

http://matlab.wikia.com/wiki/FAQ#How_can_I_process_a_sequence_of_files.3F