- 13MATLAB
- 1Simulink
- 2Bioinformatics Toolbox
- 2Database Toolbox
- 1Datafeed Toolbox
- 2Econometrics Toolbox
- 1Financial Instruments Toolbox
- 6Financial Toolbox
- 2MATLAB Builder EX
- 2MATLAB Compiler
- 1MATLAB Report Generator
- 6Optimization Toolbox
- 3Parallel Computing Toolbox
- 1Signal Processing Toolbox
- 1Simulink Report Generator
- 9Statistics Toolbox
- 2Symbolic Math Toolbox

**All Time**- Last 30 Days
- Last 7 Days

updated 1 month ago |
Uncertainty and sensitivity analysis of Simulink models using brute-force method Global sensitivity analysis using the brute-force variance-based method and Monte Carlo simulation |
0 Comments 73 Downloads (30 Days) |

updated 1 month ago |
Numerical Integraton Tool with GUI Contains following methods: Simpsons, Simpsons 3/8, Monte Carlo, Trapezoidal. |
0 Comments 22 Downloads (30 Days) |

updated 1 month ago |
Monte Carlo simulation example using MATLAB (with comments) A simple Monte Carlo simulation example with detailed comments |
0 Comments 32 Downloads (30 Days) |

updated 3 months ago |
Demos and files from the webinar Import Analyze Natural Gas Futures Options Historical P... Natural Gas Storage Valuation: 2. Intrinsic Spread-Optio... Natural Gas Storage Valuation: 3. Model Calibration and V... |
0 Comments 54 Downloads (30 Days) |

updated 3 months ago |
INdividual Foram Approach UNcertainty AnaLysis INFAUNAL: INdividual Foraminiferal Approach UNcertainty A... |
0 Comments 11 Downloads (30 Days) |

updated 8 months ago |
Monte Carlo Method with l2 ball uncertainty |
0 Comments 7 Downloads (30 Days) |

updated 9 months ago |
Adaptive Metropolis Hastings and Factor Slice Sampling General purpose Markov Chain Monte Carlo sampling techniques for linearly correlated distribution |
0 Comments 15 Downloads (30 Days) |

updated 12 months ago |
A script exploring 3 useful concepts in predictive models plotCalibrations(pctThresholds, calib1, calib5, calib10, ... |
0 Comments 18 Downloads (30 Days) |

updated 1 year ago |
MATLAB for R Users in Computational Finance Learn how to use MATLAB and R together to tackle your computational needs Backtest Moving Average RSI Combo Strategy |
0 Comments 48 Downloads (30 Days) |

updated 1 year ago |
A simple yet powerful model for simulating spot and forward prices A novel procedure that can be used for Monte Carlo pricing of commodities [gas_spot_sim,pwr_spot_sim]=spot_sim(cm,r,sims,spot_days,... |
0 Comments 20 Downloads (30 Days) |

updated 1 year ago |
A simple and handy PDF (Probability Distribution Function) re-constructor and sampler. |
1 Comment 20 Downloads (30 Days) |

updated almost 2 years ago |
Reporting tools in the MATLAB and Simulink Environment This submission shows how you can export your results from MATLAB, via different reports. |
0 Comments 17 Downloads (30 Days) |

updated 2 years ago |
Simulates a distribution of Net Present Values of a mine via a forecasting model for Iron Ore Prices |
0 Comments 45 Downloads (30 Days) |

updated 2 years ago |
Play individual hands of the card game, or simulate a session. |
5 Comments 82 Downloads (30 Days) |

updated 2 years ago |
The SABR Model - Densities and MC Different Approximation to SABR. Including Kienitz, Doust, Hagan, Obloj, Lesniewski, Kainth method BinarySABR(f, k, t, sigma, disc) |
1 Comment 41 Downloads (30 Days) |

updated 2 years ago |
Monte Carlo Simulation and Derivatives Pricing Monte Carlo Schemes for advanced models and pricing of derivatives |
0 Comments 49 Downloads (30 Days) |

updated 2 years ago |
Heston and SABR Unbiased Schemes Unbiased Schemes for Heston and SABR. |
1 Comment 18 Downloads (30 Days) |

updated 2 years ago |
Fixed Grid and Stochastic Grid Monte Carlo Sampling We cover two methods for sampling from Jump Diffusion Models MC_merton_fgs(S,r,sigma,T, ... |
0 Comments 20 Downloads (30 Days) |

updated 2 years ago |
Provides a MATLAB class for simulating random variables (RV). |
0 Comments 11 Downloads (30 Days) |

updated almost 3 years ago |
Simple Portfolio Optimization Methods Myopic, Constant or Buy-and-Hold and Dynamic Strategies to calculate the optimal portfolio weight. optDynamic(returns, predictors, gamma, rf, accuracy) |
1 Comment 26 Downloads (30 Days) |

updated almost 3 years ago |
Monte carlo simulation of three dimensional grain growth - code - version No. 1 (basic) Q-state Metropolis algorithm based Monte-Carlo simulation of basic 3D GRAIN GROWTH |
1 Comment 33 Downloads (30 Days) |

updated almost 3 years ago |
Monte carlo simulation of two dimensional grain growth - code - version No. 1 (basic) Q-state Metropolis algorithm based Monte-Carlo simulation of basic GRAIN GROWTH |
3 Comments 38 Downloads (30 Days) |

updated 3 years ago |
a MATLAB GUI platform for determination and evaluation of biologically significant motifs |
0 Comments 12 Downloads (30 Days) |

updated 3 years ago |
Credit Risk Modeling with MATLAB These are the supporting MATLAB files for the MathWorks webinar of the same name. |
31 Comments 64 Downloads (30 Days) |

updated 3 years ago |
To provide sample utilities and demonstrate card shuffling and dealing. displayImagesInDirectory(targetFolder, imageFiles, imageF... |
0 Comments 14 Downloads (30 Days) |

updated 3 years ago |
Observation on partial scanning for power conservation and enhance speed performance. |
2 Comments 3 Downloads (30 Days) |

updated 3 years ago |
Approaches to implementing Monte Carlo methods in MATLAB Code for the article in the September 2011 article http://www.wilmott.com/magazine.cfm PriceArithmeticAsianOption(S0,X,r,T,sigma,NSteps,NPaths) |
1 Comment 37 Downloads (30 Days) |

updated 3 years ago |
fftnoise - generate noise with a specified power spectrum Useful helper function for Monte Carlo null-hypothesis tests and confidence interval estimation. |
1 Comment 16 Downloads (30 Days) |

updated 3 years ago |
Fully Flexible Views and Stress-testing Full generalization of Black-Litterman and related techniques via entropy pooling CVaR=ComputeCVaR(Units,Scenarios,Conf) |
2 Comments 54 Downloads (30 Days) |

updated almost 4 years ago |
Monte Carlo method for estimating plane figure area An area S(A) of a figure A, bounded by a Jordan curve is calculated. |
0 Comments 9 Downloads (30 Days) |

updated 4 years ago |
The circuit analysis toolbox allows you to perform an AC analysis of a circuit. [cirDesc,refNode,notes,file]=input_file(varargin) |
1 Comment 26 Downloads (30 Days) |

updated almost 5 years ago |
Montecarlo pi calculation |
0 Comments 12 Downloads (30 Days) |

updated 5 years ago |
Spatial Correlation Generator with Latin Hipercube Sampling and Cholesky Decomposition Stochastic fields Generation. created by LHS. Correlation is based on Cholesky factorization. |
0 Comments 10 Downloads (30 Days) |

updated 5 years ago |
Using MATLAB(R) and the Statistics ToolboxTM for Design for Six Sigma (DFSS) M-files used in the webinar held on November 2, 2005 |
1 Comment 20 Downloads (30 Days) |

updated 5 years ago |
Functions accompanying MATLAB News&Notes article "Monte-Carlo Simulation in MATLAB Using Copulas" |
10 Comments 45 Downloads (30 Days) |

updated 6 years ago |
Sampling from a discrete distribution The function is to draw samples from an arbitrary discrete distribution. |
8 Comments 48 Downloads (30 Days) |

updated 6 years ago |
Asian Option - Pricing using Monte Carlo Control Variate Method Price asian option using Monte carlo control Variate AsianCall_mc_cv(S0,K,r,T,vol,Simu); |
2 Comments 27 Downloads (30 Days) |

updated 7 years ago |
Sequential Number Theoretic Optimization Package Many parameter global optimization using SNTO method |
0 Comments 8 Downloads (30 Days) |

updated 7 years ago |
Examples of pricing American options using MATLABĀ® AmericanOptCRR(S0,K,r,T,sigma,N,type) |
2 Comments 59 Downloads (30 Days) |

updated 7 years ago |
Displays the eye diagram of a signal as an intensity map, similarly to a digital oscilloscope |
1 Comment 11 Downloads (30 Days) |

updated 7 years ago |
Generate a Van der Corput sequence (perhaps while learning QMC) |
2 Comments 15 Downloads (30 Days) |

updated 8 years ago |
Monte Carlo Simulation for Photon Migration Inside Biological Tissue (version 1.3) A MATLAB implementation of Monte Carlo simulation for photon migration inside tissue. |
7 Comments 25 Downloads (30 Days) |

updated 8 years ago |
measuring areas surface and path length in an image (map) |
9 Comments 26 Downloads (30 Days) |

updated 8 years ago |
Monte Carlo integrator over arbitrary n-dimensional domains |
4 Comments 9 Downloads (30 Days) |

updated 8 years ago |
Multicanonical Monte Carlo scheme for finding rare growth factors A multicanonical Monte Carlo (MMC) scheme developed to approximate the tails of growth factor probab mcmc1( X, burnin, sigma, P, binedge ) |
0 Comments 15 Downloads (30 Days) |

updated almost 9 years ago |
Simulation of Stochastic Processes Simulates and plots trajectories of simple stochastic processes. |
5 Comments 33 Downloads (30 Days) |

updated 9 years ago |
Monte Carlo Simulation for Photon Migration Inside Biological Tissue (version 1.2) A MATLAB implementation of Monte Carlo simulation for photon migration inside tissue. |
4 Comments 17 Downloads (30 Days) |

updated 9 years ago |
Monte Carlo Simulation for Photon Migration Inside Biological Tissue A MATLAB implementation of Monte Carlo simulation for photon migration inside tissue. |
5 Comments 26 Downloads (30 Days) |

updated 9 years ago |
Integrates funcion using Monte-Carlo method |
6 Comments 36 Downloads (30 Days) |

updated 9 years ago |
Simulation of stochastic processes and parameter estimation of 1-F interest rate models Completed as a part of an assignment by Dionysia Angelakopoulou, Melina Esoglou & PB |
8 Comments 14 Downloads (30 Days) |