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updated 10 months ago

Hydraulic Valve Parameters From Data Sheets and Experimental Data by Steve Miller

Steve Miller

Models and white paper on obtaining realistic parameter values from data sheets and measured data. (hydraulic, valve, optimization)

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updated 10 months ago

IBimp by Mario G.C.A. Cimino

Mario G.C.A. Cimino

An interval-based approach for business process simulation based on genetic algorithms and the BPMN (bpmn, business process opti..., business process simu...)

MatlabGA

MatlabGA

MatlabGARemote

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updated 10 months ago

MIDAS regression by Hang Qian

Hang Qian

repack of the Mi(xed) Da(ta) S(ampling) regressions (MIDAS) programs written by Eric Ghysels (econometrics)

ForecastCombine(varargin)

MIDAS_ADL(DataY,DataYdate,DataX,DataXdate,varargin)

MixFreqData(DataY,DataYdate,DataX,DataXdate,xlag,ylag,hor...

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updated 10 months ago

Another Particle Swarm Toolbox by Sam

Sam

  • 1 file
  • 243 downloads
  • 4.71875

Implementation of a PSO algorithm with the same syntax as the Genetic Algorithm Toolbox. (optimization, particle swarm, pso)

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updated 10 months ago

Lac operon MWC linked equilibrium solver by Matthew Sochor

Matthew Sochor

Finds assumption free solutions to two Monod, Wyman and Changeux (MWC) models of the lac operon. (linked equilibrium, lac operon, lac repressor)

linked_equilibrium_REO(params)

linked_equilibrium_REOD(params)

DocPolynom

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updated 11 months ago

Visual Sudoku by Alan Weiss

Alan Weiss

Solve Sudoku puzzles (integer linear progra..., binary integer progra..., sudoku)

visualSudoku()

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updated 11 months ago

Obstacle problem in 2D and its aposteriori error estimate by Jan Valdman

Jan Valdman

An obstacle problem is solved and the error of the solution is estimated (obstacle problem, finite element method, aposteriori error est...)

GRADvRectangular_in_midpoint=evaluate_GRADvQ1(vRectangula...

M=mass_matrixP1_2D(elements,areas)

[A,areas,dphi]=stifness_matrixP1_2D(elements,coordinates)

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updated 1 year ago

Deconvolution Mordenite Zeolite by Nikolay Cherkasov

Nikolay Cherkasov

The program deconvolutes IR spectra of mordenites (voigt, ftir, ir)

[fittingError areaBands plots]=deconvolute3Vt(x,y,nIterat...

complexErrorFunction.m

deconvolute3VtGUI()

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updated 1 year ago

beam pattern by Partha Pratim Basumallick

analyses the pattern of a beam (image processing)

beampattern.m

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updated 1 year ago

GARCH,EGARCH,NAGARCH,GJR models and implicit VIX by Luis Espejo

Luis Espejo

Estimate GARCH/EGARCH/NAGARCH/GJR parameters from a time series of prices , rates and VIX value. (garch, vix, calibration)

Futures

Models

egarchmodel

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updated 1 year ago

Mixture property calculations using PR, RK and SRK EoS. by Antonio

Antonio

The file prsrk.m calculates major thermodynamic properties using any of PR, RK or SRK EoS. (thermodynamic calcula..., eos, distillation)

feed_dist(F,z,TF,PF)

nonlcon_dist(x0,u,d,N,C)

prsrk(z,p,T,pc,Tc,w,k,cpig,DHf,DGf,ph,flag)

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updated 1 year ago

MATLAB for R Users in Computational Finance by Ameya Deoras

Ameya Deoras

Learn how to use MATLAB and R together to tackle your computational needs (r, rstudio, time series)

Backtest Moving Average RSI Combo Strategy

Optimizing Market Risk using Copula Simulation

blsapp()

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updated 1 year ago

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

Seth DeLand

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 1 year ago

Natural Gas Storage Optimization & Intrinsic Valuation by Ameya Deoras

Ameya Deoras

Calculate optimal injection/withdrawal schedules for gas storage facility (energy trading)

Intrinsic Storage Optimization

Natural Gas Storage Optimization & Intrinsic Valuation

createConstraints(facility, N, daysInMonth, startVol, end...

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updated 1 year ago

CVaR Portfolio Optimization by Seth DeLand

Seth DeLand

Conditional Value at Risk (CVaR) portfolio optimization with the PortfolioCVaR object (portfolio optimizatio..., cvar, conditional value at ...)

CVaRPortfolioOptimizationExample.m

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updated 1 year ago

Neither "Normal" not "Lognormal": Modeling Interest Rates Across all Regimes by Attilio Meucci

Attilio Meucci

Inverse Call Transformation to compute shadow rates (portfolio management, risk management, quantitative finance)

InverseCallTransformation(rates, tau, eta, zeta)

S_AnalyzeJGBrates.m

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updated 1 year ago

Bayesian Linear Classifier by James Barrett

James Barrett

Linear binary classification. (binary classification, linear separator, bayesian classificati...)

blc_Lw(w,alpha,model)

blc_initialise(X,sigma)

blc_predict(X,w,w0)

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updated 1 year ago

Algorithmic Trading | Moving Average Crossover Strategy with WFAToolbox by WFAToolbox

WFAToolbox

The classical technical analysis strategy for an advanced algorithmic trading GUI - WFAToolbox (finance, gui, trading)

MAcross_strategy(x,price)

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updated 1 year ago

Diet Problem in Linear Programming by Sathyanarayan Rao

Sathyanarayan Rao

The goal of Diet problem is to minimize the cost of food satisfying nutrient constraints. (linear programming, optimization, diet problem in linea...)

dietproblem.m

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updated 1 year ago

Chen correlation wall temperature calculation by Danyal Mohaddes Khorassani

Calculation of pipe wall temperature using the 1963 Chen correlation for subcooled boiling flow (heat mass, thermodynamics, chen correlation)

WallTempCalc(A,B,C,Pin,guessPwall)

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updated 1 year ago

Algorithmic Trading with Bloomberg EMSX and MATLAB by Nicole Wilson

Nicole Wilson

Files used in the webinar which can be viewed at http://www.optinum.co.za/webinars/contact_main.php (finance, demo, webinar)

Algorithmic Trading with MATLAB and Bloomberg EMSX: Onlin...

Algorithmic Trading with MATLAB: Intraday trading

Bloomberg EMSX API: Simple Examples

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updated 1 year ago

Magnetic position sensing using Levenberg-Marquardt by Padraig

Padraig

Levenberg-Marquardt is used to calculate 3D position of a 3DOF pick-up coil in a simulated field. (levenbergmarquardt, magnetic sensor, 3d position sensing)

magnetic_field_circular_coil(x,y,z,x_p,y_p,z_p)

objective_function(in)

demo.m

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updated 1 year ago

DirLOT Toolbox by Shogo Muramatsu

Shogo Muramatsu

MATLAB class definitions for directional lapped orthogonal transforms (optimization, image processing, genlot)

Quick Start of DirLOT Toolbox

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updated 1 year ago

Zero Sum Game Solver by Bapi Chatterjee

Bapi Chatterjee

The script solves a zero sum game problem using linear programming. (optimization, game theory, zerosum game)

zerosum.m

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updated 1 year ago

International Space station live track by Sherif

Sherif

Tracking the internation space station at any time (aerospace, mathematics, orbital mechanics)

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updated 1 year ago

Content Based Image Retrieval by Chez

Chez

Simple content based image retrieval for demonstration purposes. Either using knn or classification (image retrieval, content based image r..., classification)

L1(numOfReturnedImages, queryImageFeatureVector, dataset)

L2(numOfReturnedImages, queryImageFeatureVector, dataset,...

[obj, overall]=confMatPlot(confMat, opt)

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updated 1 year ago

Camera calibation from a nonrigid moving object by Philip Tresadern

Philip Tresadern

Scripts and functions to demonstrate multiple camera calibration from nonrigidly moving objects. (computer vision, camera calibration, image processing)

assign_cons.m

bundle_affine.m

bundle_persp.m

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updated 1 year ago

SpinEchoMLE by Lee Potter

Lee Potter

Maximum likelihood estimator for spin echo time decay constant. (signal processing, chemistry, physics)

SpinEchoMLE(Y,two_tau,Avg,x,opt)

SpinEchoPeakEst(Y,loc,two_tau,opt)

ExampleSpinEchoMLE.m

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updated 1 year ago

Unit_Commitment by KATHIM Alrifai

KATHIM Alrifai

Optimal Loading for a Power Station (Unit Commitment) (optimization, measurement, control design)

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updated 1 year ago

Yahoo Finance Time Series Analysis Tool by Christian Pass

Christian Pass

Performs various time series analysis operations (data export, finance, gui)

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updated 1 year ago

Efficient Multidimensional Scaling (MDS) by Quan Wang

Quan Wang

The is the source code of iterated Levenberg-Marquardt algorithm (ILMA) for solving MDS (mathematics, optimization, pattern recognition)

CM=confusion_matrix_reorder(CM)

[X, total_cost]=MDS_training(Dist,d,iter,strategy,display...

[X2]=MDS_encoding(X1,Dist,display_flag)

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updated 1 year ago

Monte Carlo example of the Multi-Factor coupled Commodity Forward curves Simulator by Ahmos Sansom

Ahmos Sansom

Implementation of the Multi-Factor multi commodity forward curve simulator (finance, mathematics, optimization)

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updated 1 year ago

Fit 2D Gaussian with Optimization Toolbox by Nathan Orloff

Nathan Orloff

Fit a 2D rotated gaussian. http://en.wikipedia.org/wiki/Gaussian_function (image processing, optimization, signal processing)

fmgaussfit(xx,yy,zz)

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updated 1 year ago

Truss Design Optimization Based on Generative Algorithms by James Allison

James Allison

Supplementary material for a WCSMO publication regarding truss design optimization. (structural design, aerospace, automotive)

D=TrussData(Coord, Con)

GAcon(x)

JacobianStresscal(D, Area)

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updated 1 year ago

Drive the induction motor with minimum losses by KATHIM Alrifai

KATHIM Alrifai

Loss Minimization in Induction Motor Drives Using Genetic Algorithms (control design, optimization, mathematics)

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updated 1 year ago

MPCC Solution of Genetic Regulatory Circuit Design Problems by James Allison

James Allison

Demonstration of a novel MPCC-based technique for solving gene circuit design problems. (optimization, simulation, biotech)

MPCC_con()

constraint(xd,p)

master_genecircuit()

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updated 1 year ago

CORE: Conceptual Optimization of Rotorcraft Environment by Sky Sartorius

Sky Sartorius

Facilitates optimization and design space exploration in the conceptual design phase of rotorcraft. (helicopter, aerospace, rotorcraft)

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updated 1 year ago

Building and Extending Portfolio Optimization Models with MATLAB by sri

sri

Object-oriented implementations of the Portfo and the Black-Litterman approach (portfolio optimizatio..., finance, object oriented progr...)

View(varargin)

compareWeights( ExcessHistoricalReturns, ExcessImpliedRet...

PortfolioBL

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updated 1 year ago

Trinomial tree calibration by Francesco Paolo Esposito

This function calibrates the Hull-White trinomial tree. (finance)

trintree_calswaption( Curve, V, Period, coin )

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updated almost 2 years ago

Table Breakpoint Optimization by Tucker McClure

Tucker McClure

A set of tools for finding the best way to reduce the size of a table. (fitting, tables, breakpoints)

Table Optimizer

find_best_table_1d(x_0, z_0, ...

find_best_table_1de(...

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updated almost 2 years ago

Broadcast_LP by Kaushik Das

Kaushik Das

This is a code of "Broadcast Control Mechanisms for three agent". (aerospace, communications, control design)

Broadcast_LP.m

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updated almost 2 years ago

Risk-neutral density recovery via spectral analysis by Matthias Held

Matthias Held

Implementation of Monnier (2013) "RND recovery via spectral analysis" (finance, statistics, risk neutral density)

spectralrecovery(X,bid,ask,F,r,tau,nopt)

spectralExample.m

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updated almost 2 years ago

Lognormal Perfusion Model by John Hudson

John Hudson

Fit disruption replenishment time-intensity data with the lognormal perfusion model (dynamic contrast enha..., dceus, ceus)

Wsinc(x,HW,Delay,Amp);

logperf_fit(signal_dat,t_dat,HW,guess,iterations,Fast);

logperf_model(A,mu,sigma,HW,Delay,t,Fast)

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updated almost 2 years ago

Simultaneous Plant and Control Design of an Active Automotive Suspension Using Direct Transcription by James Allison

James Allison

A toolbox for using Direct Transcription to perform combined plant and control design. (aerospace, automotive, control design)

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calc_state_constraints(t, xd, xu, stateCon)

calc_zdot(x, z, v)

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updated almost 2 years ago

Cavendish Balance Experiment by Robert Kost

Robert Kost

This function to used for the undergraduation Cavendish gravitational experiment. (cavendish, undergraduate physics..., cavendish data reduct...)

cavendish_ver_2

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updated almost 2 years ago

Filter Bank Design by Iman

Iman

This function can be used to design uniform and non-uniform filter banks. (filter bank, perfect reconstructio..., uniform filter bank)

A=A_gerenator(x,Beta,Sigma_dictionary,M)

Beta=Beta_dictionary(M,nk)

M=Find_LCM(x)

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updated 2 years ago

Using Analytical Tools to Gain Insight and Speed-up Num. Analysis in MATLAB & Symbolic Math Toolbox by Deepak Ramaswamy

Deepak Ramaswamy

files from the webinar (symbolic, eigenvalues, poles)

JetThrust(t)

Mass(time, rocketStartTime, engineOffTime)

aerodynamicDrag(v)

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updated 2 years ago

Black and Shcoles calculator by Hanan Kavitz

Hanan Kavitz

Graphical Black and Shcoles calculator for visualizing different sensetives (bls, black and shcoles, gui)

blscalculator(varargin)

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updated 2 years ago

Mining Economics with MATLAB by David Willingham

David Willingham

Simulates a distribution of Net Present Values of a mine via a forecasting model for Iron Ore Prices (commodities, mining, economics)

FitNPV(NPV)

cashflow(data,NTrials,SYear)

discounting(data,capex,NTrials,sales,discFactorY,salesb)

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updated 2 years ago

Optimal Control Using Control Vector Parameterization by Chang Duan

Chang Duan

An example of using control vector parameterization to solve an optimal control problem (optimal control, direct sequential met..., control vector parame...)

Optimal Control Using Control Vector Parameterization

[topt,xopt,uopt,thetaopt]=plotopt1( x0,N,ts,dvarO,beta,rh...

[topt,xopt,uopt,thetaopt]=plotopt2( x0,N,ts,dvarO,beta,rh...

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