Three Dimensional Analytical Magnetic Resonance Imaging Phantom in the Fourier Domain by Cheng Guan Koay

This software contains 2D and 3D Shepp-Logan phantoms in both the image and Fourier domains. (image generation, shepplogan 3d analyti..., shepplogan 3d analyti...)

SampleTest.m.m

High resolution spectrographic routines by Sean Fulop

Files for computing the reassigned power spectrum and spectrogram, going beyond Fourier analysis (reassigned spectrogra..., power spectrum, spectral analysis)

Nelsonpower(signal, Fs, low, high)

Nelsonpower(signal, Fs, low, high)

Nelsonspec(signal, Fs, window, overlap, fftn, low, high, cl...

Simple option pricing GUI by Ameya Deoras

A GUI that presents the results of a Black-Scholes and a Monte Carlo European option pricer (blackscholes, pricing, analysis)

optPriceVal(type, Price, Strike, Rate, Time, Vol, Yield, St...

optionpricegui2(varargin)

Finding a similar valid correlation matrix by Erlend Ringstad

The function transforms a suggested matrix to a valid correlation matrix (finance, modeling, analysis)

C=validcorr(A)

Real-Time Datafeed from Yahoo! by Eric Johnson

Extension of Datafeed Toolbox's Yahoo object, allowing real-time data to be fetched (yahoo, datafeed, analysis)

builduniverse(y,s,d1,d2,p)

close(c)

display(c)

Pricing Basket Option by Abhishek Bharadwaj

Functions for pricing of a basket option (finance, modeling, analysis)

asianbasket(basketstruct,OptSpec,ExerciseDates,Settle,N,n,r...

basketset(SPrice, Sigma, Corr, Num)

basketsim(basketstruct,T,N,n,r)

CVaR optimization by Manthos Vogiatzoglou

The file provides scripts and functions to estimate the optimal portfolio by minimizing CVaR (analysis, conditional value at ..., market risk)

[fval,w]=CVaROptimization(ScenRets, R0, VaR0, beta, UB, LB...

CVaR_fmincon.m

CVaR_fmincon_variousR0.m

Typical Control System Analyst by Jie Deng

A GUI analysis tool for typical control system. (control, pid, gui)

about_ddqre(varargin)

MATLAB Builder NE Hot Deploy Components by Joe Bienkowski

This application dynamically loads new generated components and automatically executes methods using (finance, modeling, analysis)

calcDisp()

A simple CPPI strategy in MATLAB by Vincent Leclercq

Backtesting of a CPPI strategy (analysis, modeling, finance)

CPPI_PayOff_From_Returns_2(StartAmount, WarrantiedAmount, M...

GetCPPIPath.m

MyDateTick(tickFormat,Dates, datemin, datemax,FrequencyInDa...

Monte Carlo simulations using MATLAB by Vincent Leclercq

Demonstrations of Monte Carlo simulations in MATLAB (monte carlo simulatio..., finance, analysis)

BlsHalton(S0,X,r,T,sigma,NPoints)

BlsMC(S0,X,r,T,sigma,NRepl)

BlsMCAV(S0,X,r,T,sigma,NRepl)

Asian Option - Pricing using Monte Carlo Control Variate Method by Sudhanshu Chadha

Price asian option using Monte carlo control Variate (analysis, asian option, finance)

AsianCall_mc_cv(S0,K,r,T,vol,Simu);

BS_European_Call(S, K, sigma, r, T);

mccv_gui(varargin)

RSI calculator by Josiah Renfree

Calculate the RSI for a stock over any time range for any given period (finance, analysis, modeling)

calc_RSI(data, N)

An Example of Markov Chain and multinominal option pricing by Ying Li

One sample of the pricing of double barriers knock-in binary put option by using multinominal, Marko (finance, modeling, analysis)

MakovChain_KIBarriersDigitalPut(S0,StrikePrice,TopBarrier,B...

Multinominal_KIBarriersDigitalPut(S0,TopBarrier,BottomBarri...

output=BSBinaryPutByLogPrice(LogCurrentPrice,LogStrike,tau,...

Using quadrature method to price a European call option by Wei-che Tsai

Pricing a European Call Option based on AWDN (2003) - Journal of Financial Economics (finance, modeling, analysis)

ECall_QUAD(S0,T,E,r,sig,D)

ECall.m

Short Term Hedge Position Optimizer by Kwame Awuah-Offei

This program optimizes the hedge ratio for a resource company (stochastic linear pro..., hedging, analysis)

futures_price(s_price,c_yield,t,Economic,Yield,Price)

hpo3

hpo_gui(varargin)

cooc3d by Carl

3D statistical texture algortihm (image analysis, cooccurrence, 3d)

cooc3d (varargin)

roitool by Laszlo Balkay

Interactive roi definition tool (image analysis, roi circle rectangle ..., analysis)

draggable.m

roitool(arg1, arg2, arg3)

A baby trading system by Dimitri Shvorob

(No, we don't trade babies!) (finance, modeling, analysis)

tradebot

Mortgage by Yi Cao

A small tool for mortgage calculation (finance, modeling, analysis)

[monthpay,annualpay,totalpay,balance]=mortgage(capital,rate...

EMI calculator for fix rate by hemant

this program calculate EMI for loan (finance, modeling, analysis)

mortrage()

Gray Level Run Length Matrix Toolbox by Xunkai Wei

The toolbox provide useful functions for extract high order run length features (analysis, gray level image run ..., image)

grayrlmatrix(varargin)

grayrlprops(varargin)

maxnum=findmaxnum(seq)

Visualize dynamic hedging by Dimitri Shvorob

(via an interactive GUI) (hedgedemo, gui, analysis)

blscallprice(S,K,r,t,sigma)

blsputprice(S,K,r,t,sigma)

hedgedemo

Historical Stock Data downloader by Josiah Renfree

Used to retrieve historical stock data for a user-specified date range (analysis, finance, quote prices)

hist_stock_data(start_date, end_date, varargin)

Evaluate Nelson-Siegel function by Dimitri Shvorob

(or fit one to a yield curve) (nelson siegel svensso..., analysis, modeling)

nelsonfit(x,y)

nelsonfun(x,par)

nelsondemo.m

MathWorks Webinar: Using Genetic Algorithms in Financial Applications by Oren Rosen

Presentation and M-Files for MathWorks Webinar (cardinality constra, analysis, finance)

ComputeBestPortfolio(expRet,expCov,portSize,targetRet)

ComputeHistoricalStats(prices)

FindTarget(target)

Devise a bond maturity strategy by Dimitri Shvorob

(via an interactive GUI) (finance, modeling, analysis)

bondito

Wagner-Whitin Algorithm by Sebastien PARIS

Wagner-Whitin Algorithm (production plans, algorithm, wagnerwhitin)

wargner_whitin(d , K , c , h);

Histogram features of a gray level image by Xunkai Wei

This function is to calculate histogram features of a gray level image (gray level, image proce, image analysis)

chip_histogram_features( varargin )

Visualize payoffs of an option strategy by Dimitri Shvorob

(via an interactive GUI) (option forward spread..., analysis, modeling)

butterfly

Simulate a Cox-Ingersoll-Ross process by Dimitri Shvorob

(Exact algorithm) (cox ingersoll ross ci..., analysis, modeling)

CIRPATHDEMO

cirpath(t,a,b,s,r0)

Model a mortgage-backed security by Dimitri Shvorob

(Application of CFEVAL) (finance, modeling, analysis)

CFEVALDEMO2

Evaluate debt instrument's cash flows by Dimitri Shvorob

(given their symbolic definition) (finance, modeling, analysis)

CFEVALDEMO1

cfeval(pofun,cpfun,psfun,ppfun,varargin)

Mean-variance portfolio optimization using GA and PATTERNSEARCH by Dimitri Shvorob

(A not-too-serious experiment / code sample) (finance, analysis, modeling)

Mean-variance portfolio optimization using GA and PATTERNSE...

util(Wts)

Error Propagation Class by Sean Bryan

This class automatically performs error propagation in Matlab expressions. (analysis, propagation, error)

meas(varargin)

Compute PSA-benchmarked prepayment metrics by Dimitri Shvorob

(CPR and SMM) (analysis, cpr, finance)

cprpsa(month,psa)

mgpmt(r,m)

smmpsa(month,psa)

Pricing American Options by Mark Hoyle

Examples of pricing American options using MATLAB® (schwartz, modeling, crr)

AmericanOptCRR(S0,K,r,T,sigma,N,type)

AmericanOptFD(S0,K,r,T,sigma,N,M,type)

AmericanOptLSM(S0,K,r,T,sigma,N,M,type)

Store Excel named range in MATLAB by Vincent Leclercq

This function retrieve a "Named Range" from an Excel workbook (finance, modeling, analysis)

GetNamedRangeFromExcel(RangeName, ExcelFile)

Maximum Drawdown by Andreas Bonelli

Maximum relative drawdown of time-series data (maximum drawdown, analysis, modeling)

maxdrawdown( data )

Adjust Per-capita by Skynet

Adjust per capita using historical U.S. population data. (finance, modeling, analysis)

ValueAdjForYear2=adjustpc(ValueForYear1,Year1,Year2)

Lo's modified rescaled range statistic/Hurst's R/S statistic by Denis Tkachenko

Computes Lo's (1991) R/S statistic (finance, modeling, analysis)

lors(ts,q)

Interest rate model by Sandeep

Hull and White interest rate model (finance, modeling, analysis)

hullwhite.m

Shape Recognition by Ahmed Samieh

differentiate Square, Rectangular, Circle from others (analysis, recognition, image analysis)

Classify(ImageFile)

Inflate by Skynet

Adjust for inflation using the CPI Inflation Calculator at BLS.gov. (finance, modeling, analysis)

amt_new=inflate(amt,year1,year2)

HNM-speech anlysis/synthsis model by xu ning

a routine for HNM model (audio processing, video processing, hnm)

[p,c,o]=AnHNM(filename)

s=SyHNM(pitchArray,amCell)

Energy Bid Stack Viewer by Paul Taylor

Energy Bid Stack Viewer for Australian electricity market (finance, modeling, analysis)

build_data(daily_data,period_data)

create_area_plot(handles)

create_surf(handles)

Matlab-GUI equity derivative calculator by Biao

equity derivative calculator using matlab GUI (finance, modeling, analysis)

American(varargin)

AssetorNth(varargin)

CashorNth(varargin)

Truss Analysis by Hossein Rahami

A very simple M-file for analysis of any truss (truss, analysis, mechanical modeling)

D=Data

TP(D,U,Sc)

[F,U,R]=ST(D)

TA-Lib 0.3.0 as MEX by Pranas Baliuka

The Technical Analysis library (finance, technical analysis, analysis)

3_Bar Robot Kinematics and Kinetics Analysis and simulation by Ahmad Kolahi

3_Bar Robot Kinematics and Kinetics Analysis and simulation (kinetics, kinematics, robot)

Robotics(varargin)

simulation