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updated 3 months ago

volatility evaluer by mono

mono (view profile)

It takes option prices as input to compute the implied and forward volatility of underlaying stocks (option, implied volatility, forward volatility)

forward_func(input,sigma)

greekcpt(input,sigma,S,flag)

impliedSigma(input,S,flag)

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updated 3 months ago

Bond Pricer Applying Kalman Filter by mono

mono (view profile)

Compute the yield curve based on two SDE models applying Kalman Filter (yield curve, zero coupon bond, pricing)

CIR_CompoundRate_Kalman_fmincon(input_data)

CIR_SpotRate_LSM_fmincon(input_data)

CIR_pricing(input_data,flag,r0,tau)

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updated 1 year ago

Optimization in MATLAB: An Introduction to Quadratic Programming by Seth DeLand

Seth DeLand (view profile)

Files used in "An Introduction to Quadratic Programming" Webinar (optimization, quadratic programming, nonlinear optimizatio...)

Hess(in1)

calculateValue(s0,price,inFlow,turbFlow,spillFlow,C2A,n)

createPlots(turbFlow,spillFlow,inFlow,price,s0,C2A,n)

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updated 2 years ago

Files for the 2012 Webinar "Tips and Tricks - Getting Started Using Optimization with MATLAB" by Seth DeLand

Seth DeLand (view profile)

These are the files that were used for the demonstrations in the webinar. (optimization, global optimization, fmincon)

RunThermistorExample()

ThOptimPlotCircuit(options,state,flag,Tdata,VData,Res,ThV...

VEMap(x)

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updated 2 years ago

polyfitcon by Murat

Murat (view profile)

polynomial fitting with an optional constraint (can be set as a local extrema) (polynomial fitting, fitting, fmincon)

[pfunc,pval]=polyfitcon(x,y,n,xc,yc,p0,isLocExt)

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updated 4 years ago

Optimization Tips and Tricks by John D'Errico

John D'Errico (view profile)

Tips and tricks for use of the optimization toolbox, linear and nonlinear regression. (optimization, examples, tutorial)

optimtips

[x,fval,exitflag,output]=fminsearchbnd(fun,x0,LB,UB,optio...

consolidator(x,y,aggregation_mode,tol)

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updated almost 6 years ago

Task Space control of RPRP manipulator by Sumit Tripathi

Forward and inverse kinematics of RPRP manipulator with task space control to trace trajectories. (jacobian, task space control, fmincon)

RPRP_sgraph(t,y,par)

[]=forward_kin()

[flag_set]=set_dimensions()

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updated 6 years ago

weighted least-squares + weighted min-max optimization by Lai Chiong Ching

Optimization using both weighted least squares and weighted min-max (optimization, least squares, minmax)

...

egCostFunc(x)

egNlcon(x)

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updated 7 years ago

fminconCSD by Yi Cao

Yi Cao (view profile)

A wrap of fmincon using complex step differentiation to calculate gradient (optimization, complex step differen..., nonlinear optimizatio...)

[v1,v2,v3,v4,v5,v6,v7]=fminconCSD(fun,x0,A,B,Aeq,Beq,LB,U...

mycon(x,a2)

myfun0(x,a1)

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updated 7 years ago

fminconSym by Yi Cao

Yi Cao (view profile)

A wrap of fmincon to get gradient (optimization, symbolic gradient, nonlinear optimizatio...)

[v1,v2,v3,v4,v5,v6,v7]=fminconSym(fun,x0,A,B,Aeq,Beq,LB,U...

bananaobj(x)

fminconSym_example.m

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