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updated 11 months ago

IBimp by 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...)

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createMatrix(X)

defaultoptions()

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updated 11 months ago

MIDAS regression by Hang Qian

Hang Qian (view profile)

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 11 months ago

Another Particle Swarm Toolbox by Sam

Sam (view profile)

  • 1 file
  • 255 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 11 months ago

Lac operon MWC linked equilibrium solver by Matthew Sochor

Matthew Sochor (view profile)

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 12 months ago

Visual Sudoku by Alan Weiss

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

visualSudoku()

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updated 1 year ago

Obstacle problem in 2D and its aposteriori error estimate by 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

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

GARCH,EGARCH,NAGARCH,GJR models and implicit VIX by 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 (view profile)

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 (view profile)

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

blsapp()

blsbtyval(SpotPrice, StrikePrice, RiskFreeRate, ...

blsmaincall2(Request)

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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 1 year ago

Natural Gas Storage Optimization & Intrinsic Valuation by Ameya Deoras

Ameya Deoras (view profile)

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

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

monthDays(dates)

plotResults(solution, facility, startVol, endVol)

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updated 1 year ago

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

Attilio Meucci (view profile)

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

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

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

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

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

constructTradingSignal(Data,M,N)

executeTrades(c, equity, signal)

generateSpacedInts(lb, ub, number)

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updated 1 year ago

Magnetic position sensing using Levenberg-Marquardt by Padraig

Padraig (view profile)

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

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

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updated 1 year ago

Content Based Image Retrieval by Chez

Chez (view profile)

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

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

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

Efficient Multidimensional Scaling (MDS) by Quan Wang

Quan Wang (view profile)

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 almost 2 years ago

Fit 2D Gaussian with Optimization Toolbox by 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 almost 2 years ago

Truss Design Optimization Based on Generative Algorithms by 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 almost 2 years ago

MPCC Solution of Genetic Regulatory Circuit Design Problems by 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 almost 2 years ago

CORE: Conceptual Optimization of Rotorcraft Environment by Sky Sartorius

Sky Sartorius (view profile)

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

...

...

...

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updated almost 2 years ago

Building and Extending Portfolio Optimization Models with MATLAB by sri

sri (view profile)

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 almost 2 years 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 (view profile)

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

find_best_table_1d(x_0, z_0, ...

find_best_table_1de(...

find_best_table_2d(...

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updated almost 2 years ago

Risk-neutral density recovery via spectral analysis by 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

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 2 years ago

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

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

...

calc_state_constraints(t, xd, xu, stateCon)

calc_zdot(x, z, v)

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updated 2 years ago

Cavendish Balance Experiment by 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 2 years ago

Using Analytical Tools to Gain Insight and Speed-up Num. Analysis in MATLAB & Symbolic Math Toolbox by 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 (view profile)

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

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

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

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

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

animateopt( topt,xopt,uopt,thetaopt,beta,N,rho )

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updated 2 years ago

Analyzing Investment Strategies with CVaR Portfolio Optimization by Bob Taylor

Bob Taylor (view profile)

Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox. (finance, portfolio, optimization)

covered_engine(X, T, mu, sigma, ...

gbm_calibration(t0, X, t)

gbm_call_price(X0, K, r0, T, sigma)

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updated 2 years ago

Genetic Packman by Hanan Kavitz

Hanan Kavitz (view profile)

A simple demonstration of Genetic Algorithm using all times favorite game. (optimization, global optimization, genetic algorithm)

[x,fval,exitFlag]=geneticPackman(cubeSize,numOfMoves,pack...

mutate_permutation(parents ,options,NVARS, ...

val=greedyPackman(field,numOfSteps)

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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

Regime Switching Model with Time Varying Transition Probabilities by Zhuanxin Ding

Zhuanxin Ding (view profile)

  • 1 file
  • 106 downloads
  • 4.66667

Code for estimating a Markov Regime Switching Model with time varying transition probabilities. (statistics, econometrics and stat...)

[Simul_Out]=MS_Regress_Sim(nr,Coeff,k,distrib)

[Spec_Out]=param2spec_tvtp(param,Spec_Tag,constCoeff,type...

[Spec_Output]=MS_Regress_Fit_tvtp(dep,indep,px,k,S,advOpt)

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updated 2 years ago

Matrix Decomposition by Aleksander

Positive definite correlation matrix based on spectral decomposition. Now both for .m, C and Mex (cholesky, decomposition, correlation matrix)

SpectralDP(Correlation)

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updated 2 years ago

Image reconstruction by Hanan Kavitz

Hanan Kavitz (view profile)

The purpose of this demo is to reconstruct a simple picture of several polygons. (genetic algorithm, global optimization, image reconstruction)

[state,options,optchanged]=drawBestSolution(options,state...

mygaplotbestf(options,state,flag)

pop=create_func(NVARS,~,options)

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updated 2 years ago

Markowitz Efficient Frontier by Luca Beldi

Calculates the Markowitz Efficient Frontier (efficient frontier, mean standard deviati..., finance)

EfficientFrontier( Assets , NumPoints, LongOnly)

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updated 2 years ago

Dig_Filter by Iman

Iman (view profile)

This toolbox can be used to design a filter which satisfies prescribed specifications. (signal processing, optimization, digital filter)

Dig_Filter.m

N=N_Dig_Filter(wa,wp,eps_p,eps_a)

[a1 a2 b1 b2]=random_stable_initial_points

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updated 2 years ago

Uniform Filter Bank by Iman

Iman (view profile)

This function can be used to design a uniform filter bank with M subbands. (optimization, signal processing, uniform filter bank)

P=P_NPR(M,m,m1)

PR_Nguyen.m

[c,ceq]=confun(h)

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updated 2 years ago

Surrogate Model Optimization Toolbox by Julie

Julie (view profile)

Surrogate model optimization algorithm for computationally expensive global optimization problems (global optimization, surrogate model, derivativefree)

BumpinessMinSampling(Data, maxeval, Surrogate, lambda, ga...

CandValue=PredictFunctionValues(Data,Surrogate,CandPoint,...

CandidatePointSampling(Data,maxeval,Surrogate,lambda,gamm...

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updated 2 years ago

Co-Blade: Software for Analysis and Design of Composite Blades by Danny Sale

Analysis and design of composite blades for wind and hydrokinetic turbines (wind turbine, hydrokinetic turbine, composite blade)

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...

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updated 2 years ago

Fit distributions to censored data by Leonidas Bantis

Fits distributions to data when left and/or right and/or interval censoring is present (distribution, fit, censoring)

evfitc.m

expfitc.m

gamfitc.m

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