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updated 11 hours ago

Ornstein Uhlenbeck Simulations and Descretisation error by Ahmos Sansom

Ornstein Uhlenbeck simulations based on simple discretisation and compared to Gillespie solution (finance, simulation, mathematics)

OrnsteinUhlenbeck(nDays, nSims, Seed, mu, s0, vol, theta)

OrnsteinUhlenbeckGillespie(nDays, nSims, Seed, mu, s0, vo...

OrnsteinUhlenbeckReducedTimeStep(nDays, nSims, Seed, mu, ...

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updated 11 days ago

Ncorr - 2D Digital Image Correlation Software by Justin Blaber

2D-DIC program that uses contiguous circular subsets, biquintic B-spline interp, and complex ROIs (digital image correla..., dic, mechanical)

ncorr_alg_addanalysis(plots_u,plots_v,rois,spacing,num_im...

ncorr_alg_convertanalysis(img_new,imgs_old,plots_u_old,pl...

ncorr_alg_convertseeds(plot_u_old,plot_v_old,plot_u_inter...

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updated 28 days ago

STBL: Alpha stable distributions for MATLAB by Mark Veillette

Functions to handle one-dimensional alpha stable distributions (mathematics, probability, statistics)

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updated 4 months ago

OptiGear by Gaurav Gupta

MATLAB app for Gear analysis and design (optimization, gear)

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updated 4 months ago

OptiGear by Gaurav Gupta

MATLAB app for Gear analysis and design (optimization, gears)

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updated 4 months ago

OptiGear by Gaurav Gupta

MATLAB app for Gear analysis and design (optimization, gears)

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updated 4 months ago

OptiGear by Gaurav Gupta

MATLAB app for Gear analysis and design (optimization, gears)

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updated 8 months ago

beam pattern by Partha Pratim Basumallick

analyses the pattern of a beam (image processing)

beampattern.m

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updated 8 months ago

Backtracking Search Optimization Algorithm by PINAR CIVICIOGLU

A new swarm-based global optimization algorithm for real valued numerical optimization problems. (optimization, signal processing, image processing)

FoxHoles(x,mydata)

[fname,fnc,low,up,dim]=setttingOfBenchmarkFnc(i)

ackley(x,mydata)

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updated 9 months ago

MATLAB for R Users in Computational Finance by 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 10 months 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 12 months ago

Differential Search Algorithm: A modernized particle swarm optimization algorithm by PINAR CIVICIOGLU

DSA is a modernized particle swarm optimization algorithm. (simulation, optimization, statistics)

ds(method,fnc,mydata,size_of_superorganism,size_of_one_cl...

out=circlefit(X,mydata)

out=weierstrass(X,str)

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updated 12 months ago

International Space station live track by Sherif

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

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updated 1 year ago

Signal Dependent Noise Level Estimation by xinhao liu

This code will estimate the three parameters of signal dependent noise model. (signal dependent nois..., noise variance, noise estimation)

GSGNoiseModel(sigw, sigu, gamma,X)

SGDNoiseLevel(img,patchsize,conf,itr)

addSGDNoise(X, sigw, sigu, gamma )

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updated 1 year ago

Improved Digital Image Correlation (DIC) by Elizabeth Jones

Calculate full-field displacements and strains from a set of images with a random speckle pattern. (digital image correla..., experimental mechanic..., noncontact)

...

...

...

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updated 1 year ago

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

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

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updated 1 year ago

Negative Binomial Regression by Surojit Biswas

NB2 Negative-Binomial regression. (statistics, mathematics, optimization)

nbreg( x, y, varargin )

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updated 1 year ago

TACTICS Toolbox by Raz Shimoni

TACTICS is an interactive platform for customized high content bioimaging analysis. (image processing, data exploration, biotech)

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updated 1 year 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

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

SCOPE: plot survival and censoring data from excel file interactively by Rex Cheung

This program is a SCOPE sub-routine to plot the survival and censoring data stored in an excel file (mathematics, data import, data export)

xlsSeerComputeSurvivalFuntion(xlsfilename)

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updated almost 2 years ago

SCOPE: mulit-variate cox regression by Rex Cheung

Compute and plot cox regression fit using censored survival data stored in an excel file (data import, mathematics, statistics)

xlsSeerComputeSurvivalFuntionCoxRegression(xlsfilename)

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updated almost 2 years ago

SCOPE: kstest2 extended to allow censoring by Rex Cheung

Extends Matlab 2-sample Kolmogorov-Smirnov test to test "censored" survival data (data import, data export, statistics)

xlsSeerComputeSurvivalFuntionKSTest2(xlsfilename)

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updated almost 2 years ago

Rapid Centroid Estimation by Mitchell Yuwono

An efficient particle swarm approach for rapid optimization of cluster centroids. (optimization, statistics, data exploration)

RCE( in, k, varargin )

distmat(in,x,distance, mu, sd, P, s_in)

plot_swarm(in, labels, centroids, particle_trajectory, ra...

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updated 2 years ago

Stereo testbed v0.1 by Raul Correal

Testbed for analysis, evaluation and comparison of stereo matching algorithm. (stereo vision, image processing, testbed)

IterativeAveragingFilter.m

Luv2RGB(luvim)

RGB2Luv(im)

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updated 2 years ago

Create a Simulated Image of Diffraction Limited Spots with Noise by Tristan Ursell

Create images with diffraction-limited spots of varying size and intensity, with noise. (image, create, creation)

[Iout,Inoise,spot_data]=spotmaker(im_sz,num_spots,varargin)

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updated 2 years ago

Fit all valid parametric probability distributions to data by Mike Sheppard

ALLFITDIST Fit all valid parametric probability distributions to data. (simulation, statistics, finance)

allfitdist(data,sortby,varargin)

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updated 2 years ago

Protein Array Tool by Danny Allen

Converts an image of an R&D Systems Proteome Profiler Array into a list of relative protein levels. (image processing, medical, pharmaceutical)

FitProteinArray(ImageType,TemplateFileName, Manual, Image...

FitProteinArrayGUI()

minBoundingBox(X)

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updated 2 years ago

Compression Techniques by Vinay Kumar Tadepalli

Huffman, Extended Huffman, Arithmetic, LZ78, Run Length Encoding, Run Length Decoding, DCT (image processing, communications, statistics)

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updated 2 years ago

JPEG Compression (DCT) by Vinay Kumar Tadepalli

JPEG compression using Discrete Cosine Transform Technique (image processing, simulation, signal processing)

dct1.m

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updated 2 years ago

Random Vector Normal to a Given Vector by David

Random unit vectors are generated that are normal to a specified vector in 3-space. (mathematics)

Vector_Normal_toAnother_Vector(A)

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updated almost 3 years ago

Processing Script for Cryostratigraphy Using X-ray Computed Tomography Scans of Permafrost Cores by Wendy

This script processes DICOM images resulting in gas-ice-sediment volumetric content. (image processing, earth science, permafrost)

shrinkWrap2D(I,varargin)

XrayCTscript.m

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updated 3 years ago

Data Driven Fitting com MATLAB by Elia Matsumoto

Slides from the recorded webinar in Portuguese: "Data Driven Fitting com MATLAB" (webinar, portuguese, matlab)

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updated 3 years ago

gaussian mix fit of multiple connected ellipses by Georg D

processes image data containing connected ellipses. we try to fit a gaussian mixture to ellipses. (image processing, ellipse, fitting)

exampleFindEllipses

fitMixGauss(xyData,nrgaussians,param,plotresult,replicate...

imageToData(img)

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updated 3 years ago

Demos from "Computer Vision with MATLAB" webinar by Bruce Tannenbaum

Demo files for the "Computer Vision with MATLAB" webinar held on April 19, 2011. (image processing, statistics, computer vision)

FeatureBasedRegistration.m

StereoDisparityMap.m

TextureClassification.m

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updated 3 years ago

Electricity Load and Price Forecasting Webinar Case Study by Ameya Deoras

Slides and MATLAB® code for the day-ahead system load and price forecasting case study. (electricity, energy trading, model)

Electricity Load Forecasting using Neural Networks

Electricity Price Forecasting with Neural Networks

Load Forecasting using Bagged Regression Trees

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updated 3 years ago

Using MATLAB to Optimize Portfolios with Financial Toolbox by Bob Taylor

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

part1_plot(varargin)

PortfolioDemo

part1_intro.m

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updated 3 years ago

gaussmult by Antonio Trujillo-Ortiz

Gauss's multiplication formula. (mathematics, gauss, multiplication theore...)

gaussmult(m,z)

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updated 3 years ago

Portfolio Optimizer Tool by Patric Schenk

Portfolio Optimizer Tool (data import, finance, gui)

portfoliotool(varargin)

ExcelReport

Portfolio

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updated 3 years ago

LinStats by Michael Boedigheimer

Statistical analysis (ANOVA,…) and plotting of fixed and mixed effects models using modern methods (statistics, gui, optimization)

blkrepmat( type, c, q )

center(X, V, dim)

coeff2eqn( coeffs, var_names, skipzeros, parens )

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updated almost 4 years ago

Mutual Information -2 variablle by Taesam Lee

Estimate Mutual Information with kernel density function (simulation, optimization, signal processing)

[Ixy,lambda]=MutualInfo(X,Y)

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updated 4 years ago

RAPID RADIOMETRIC ENHANCEMENT OF COLORED 3D POINT CLOUDS USING COLOR BALANCING by Ulas Yilmaz

Modules for radiometric enhancement of colored 3D point clouds using color balancing (image processing, 3d, radiometric enhanceme...)

cbalance.m

cbalanceTest.m

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updated 4 years ago

Non-linear regression GUI by Pablo Marín

This GUI solves model-based non-linear regression problems of the univariate and multivariate form. (statistics, optimization)

nlinreg(varargin)

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updated almost 5 years ago

Empirical Bivariate CDF by Taesam Lee

Estimating Empirical Bivariate Cumulative Density Function (mathematics, statistics, simulation)

[biv_CDF,x_c,y_c,biv_PDF]=ecdfbiv(XD,nxbin,nybin)

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updated almost 5 years ago

Automated Failure Boundary Mapping by Stuart Kozola

Demo files from July 21, 2009 webinar (statistics, optimization, clustering)

Failure Boundary Identification

Flutter Model Demo

boundaryArea(Y,X,lb,ub,limitFunction)

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updated 5 years ago

Matlab Cluster Ensemble Toolbox by Vincent De Sapio

A Matlab toolbox for investigating the application of cluster ensembles to data classification. (image processing, mathematics, statistics)

clustermap(idx)

covm(Q,D)

covm2d(theta,sx,sy)

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updated 5 years ago

Developing a Financial Market Index Tracker using MATLAB OOP and Genetic Algorithms by Mark Hoyle

Files used in the webinar of the same name (finance, modeling, analysis)

CreateIndex(NumDays,NumStocks,TotalNumStocks,L,K,s,t)

GetGAData(Wts,Stocks,Dates,StartDate)

InitialiseSession

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updated almost 6 years ago

Hill-Climbing Color Image Segmentation by YIQUN

color image segmentation using hill-climbing algorithm and kmeans in CIE Lab. (segmentation, image processing, kmeans)

HillClimbingSegment.m

RGB2Lab(R,G,B)

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updated 6 years ago

Reliable and Roubst Design by Stuart Kozola

MATLAB Code used in the Jan 2008 Digest Article (optimization, realiability, robust design)

cumprobPlot(cost)

myCostFcn(x,simParms)

myCostFcnRR(x,simParms)

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updated 6 years ago

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

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

ComputeBestPortfolio(expRet,expCov,portSize,targetRet)

ComputeHistoricalStats(prices)

FindTarget(target)

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