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updated 1 year 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 1 year ago

Light Field Toolbox v0.2 by Donald Dansereau

A set of tools for working with light field (aka plenoptic) imagery in Matlab (light field, plenoptic, lytro)

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updated 1 year 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 1 year 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 1 year ago

CORE: Conceptual Optimization of Rotorcraft Environment by 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

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 1 year ago

Table Breakpoint Optimization by Tucker McClure

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 1 year 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 1 year 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 1 year 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)

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calc_state_constraints(t, xd, xu, stateCon)

calc_zdot(x, z, v)

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updated 1 year 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 1 year ago

Filter Bank Design by 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 1 year 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 1 year ago

Black and Shcoles calculator by Hanan Kavitz

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

blscalculator(varargin)

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updated almost 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 almost 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 almost 2 years ago

Analyzing Investment Strategies with CVaR Portfolio Optimization by Bob Taylor

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 almost 2 years ago

Genetic Packman by Hanan Kavitz

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 almost 2 years ago

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

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 almost 2 years ago

Regime Switching Model with Time Varying Transition Probabilities by Zhuanxin Ding

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 almost 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 almost 2 years ago

Image reconstruction by Hanan Kavitz

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

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

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

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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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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updated 2 years ago

Accelerated Failure Time (AFT) models by Leonidas Bantis

Fits accelerated failure time models in the presence of right and/or left censoring. (accelerated failure t..., aft, survival analysis)

[pars covpars SE CI Zscores pvalues gval exitflag hess fm...

[pars covpars SE CI Zscores pvalues gval exitflag hess fm...

[pars covpars SE CI Zscores pvalues gval exitflag hess fm...

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updated 2 years ago

Automated Trading with MATLAB - 2012 by Stuart Kozola

Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. (algorithmic trading, automated trading, fix)

createMSMQ()

crossover(parents,options,GenomeLength,FitnessFcn,unused,...

dsample(HLC, factor)

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updated 2 years ago

Efficient Frontier using different risk return measures by Saurabh Yadav

Code for finding optimal portfolios and plotting efficient frontier for diff. risk return measures (efficient frontier, portfolio optimizatio..., var)

Sharpe( weights )

mnvarratio( weights )

Efficient_frontiers.m

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updated 2 years ago

SCOPE: interactively tabulate SEER excel variables by Rex Cheung

This takes SEER excel column data interactively, tabulate them, write back in table format. (data import, data export, optimization)

output=xls2tabulate2xls(xlsfilename)

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updated 2 years ago

Unbounded Resolution for Function Approximation by Alan Jennings

A continuous function is optimized for varying outputs and increasing parameterization dimension (functional, optimization, interpolation)

[Cost_out,CostGrad]=CostFunc_lwr_8(Pnt,Opt)

[Out_out,OutGrad]=OutputFunc_lwr_8(Pnt,Opt)

[PointsOut]=Fmin_ConditionNum(CovIn,N,Opt)

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updated 2 years ago

Vapor compression cycle component models by Muhammad Tauha Ali

Modeling of vapor compression cycle components (vapor compression cyc..., heat exchanger, compressor)

[Tcout Pcondtubein balance1 xdesuper xcond econd Vair]=fi...

[Tevapout Pevapplatein Twaterout balance1 xevap eevap Vwa...

[Tevapout Pevaptubein balance1 xevap eevap Vair]=fintubee...

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updated 2 years ago

Estimation of Nelson-Siegel and Svensson Models by Kamil Kladivko

Estimation of zero yield curve from coupon bond prices by Nelson-Siegel or Svensson model. (finance, nelson siegel, svensson)

NScurve(Params, Tau, Model)

NSerror.m

NSest(Bonds, ShortRates, Model, Optimization)

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updated 2 years ago

Numerically Design Power Complementary IIR(FIR) Filter by Shamail

One iir filter is given, design power (or magnitude) complementary filter numerically (filter, iir fir, power)

costFunctionIIR(coeff1, coeff2, freqPoints)

mainIIR.m

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updated 2 years ago

Demo: Finding an Optimal Path Using MATLAB and Optimization Toolbox by Teja Muppirala

Solve the path planning problem of going through a vector field of wind in the least possible time. (optimization, path planning, flight path)

PathOptimizationDemo.m

WayPoints_To_Path(p,METHOD,sizeX,sizeY,fineness)

calculateTimeIntermediate(x,W_x,W_y,x0,y0,AirSpeed,sizeX,...

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updated 2 years ago

Function for global minimization of a concave function by Kammoun

Program for global minimization of a concave function. (global minimization, concave function, branch and bound)

[x_c,LB,UB,iter]=min_concave(f,h,gradient_h,S,n,p,epsilon...

fibonacciNumber(n)

fibonacciSearch(functionToMinimise, a, b, tolerance)

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updated 2 years ago

Optimal Component Selection Using the Mixed-Integer Genetic Algorithm by Seth DeLand

Use the mixed-integer genetic algorithm to solve an engineering design problem. (optimization, mixed integer, genetic algorithm)

ThOptimPlot(options,state,flag,Tdata,VData,Res,ThVal,ThBe...

objectiveFunction(x,StdRes, StdTherm_Val, StdTherm_Beta,T...

tempCompCurve(x,Tdata)

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updated 2 years ago

Knapsack problem by Hanan Kavitz

A well known combinatorial problem (knapsack problem, optimization, linear programming)

knapsackGA

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updated 2 years ago

Solution of n and k for two layers by Alex

The purpose of this function file is to create a function to pass to fsolve. (fsolve, optimization toolbox)

two_layer_nk_1d_gen(p)

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updated 2 years ago

Chebyshev Center and Radius by Tim Benham

Computes the Chebyshev center and Chebyshev radius of a polytope. (polytope, polyhedron, chebyshev center)

chebycenter(A,b)

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updated almost 3 years ago

OptimPID: an optimal PID controller design interface by Dingyu Xue

OptimPID is a MATLAB based interface and it can be used to optimize PID parameters (pid controller, optimum pid, optimal control)

multi_step.m

optimpid(varargin)

mod_1R2009b

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updated almost 3 years ago

Rosin-Rammler Diagram plot function by Ivan Brezani

Function which plots Rosin-Rammler Diagram of size distribution specified and calculates parameters. (rrsb, size distribution, rosinrammler)

RRD(d, Rd)

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updated almost 3 years ago

Nearest positive semi-definite covariance matrix by Marco B.

Find nearest positive semi-definite matrix to a symmetric matrix that is not positive semi-definite (covariance matrix, statistics)

nearest_posdef(in)

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updated almost 3 years ago

ARMAX-GARCH-K Toolbox (Estimation, Forecasting, Simulation and Value-at-Risk Applications) by Alexandros Gabrielsen

ARMAX-GARCH-K Toolbox (garch, gjrgarch, egarch)

[mu h]=egarchcore(parameters, data, ar, ma, x, p, q, y, m...

agarchcore(parameters, data, ar, ma, x, p, q, y, m, z, v,...

apgarchcore(parameters, data, ar, ma, x, p, q, y, m, z, v...

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updated almost 3 years ago

Analytic Center by Tim Benham

Computes the analytic center of a set of linear equations. (polytope, linear equations, analytic center)

ancenter(A,b)

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updated almost 3 years ago

Credit Risk Modeling with MATLAB by Ameya Deoras

These are the supporting MATLAB files for the MathWorks webinar of the same name. (credit risk, transition matrices, var)

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Credit_Rating(newData)

GetMigrationFtsCell(id,date,numRating)

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updated almost 3 years ago

Demo Files for "Optimizing Lookup Tables" Seminar by Teja Muppirala

Demo Files for "Optimizing Lookup Tables" Seminar (presented at MATLAB Expo 2011) (optimization, lookup tables)

makeplot(x, optimValues, state)

model(x,y)

mokuteki.m

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