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updated 2 days ago

Arbitrage-Free Smoothing of the Implied Volatility Surface by Philipp Rindler

Function to smooth call option prices and implied volatilities free of static arbitrage. (implied volatility, option pricing, finance)

Arbitrage-free Smoothing of the Implied Volatility Surface

...

evaluateSpline(u, tau, g, gamma, close, strike, ...

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updated 4 days 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...)

MatlabGA

MatlabGA

MatlabGARemote

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updated 23 days ago

Dual quaternion toolbox by Guillaume Leclercq

This toolbox provides dual quaternion methods, focusing on 3D kinematics for points and lines. (quaternion, dual quaternion, geometric algebra)

EXAMPLE_FORWARD_KINEMATICS

AV2dquat(AV)

DQconj(dv,WHICHCONJ)

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updated 1 month ago

PIVsuite by Jiri

package for PIV analysis from a command line (piv, fluid flow, particle image veloci...)

Example 01 - Simple usage of PIVsuite

Example 02 - Standard usage of PIVsuite

Example 03 - Advanced usage of PIVsuite

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updated 1 month ago

Solving Inverse IVPs and BVPs by Matthew Harker, Paul O'Leary,

real-time solution of inverse problems for embedded systems (ivp, bvp, inverse problems)

Test A Speed: Solution of an IVP on Arbitrary Nodes Speed...

Test A: Solution of an IVP on Arbitrary Nodes Speed Test

Test B: Solution of an IVP on a Small Number of Nodes

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updated 1 month ago

SaivDr Package by Shogo Muramatsu

System object definitions for sparsity-aware image (and volume data) restoration (image processing, nsolt, ista)

Quickstart of SaivDr Package

fcn_ksvdsdiclrn(params)

mytest(testCaseStr)

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updated 1 month ago

Parse JSON text by Joe Hicklin

Convert data from JSON format to a MATLAB-usable variable. (data import, json)

From Trendy to MATLAB

Reading in JSON Strings

JSON

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updated 1 month ago

Three variables multilevel design of experiment by Ivan Brezani

Custom DoE for evaluating effect of 3 variables in 41 runs. Including visualization in 4D space. (design of experiment, 4d, visualization)

GUI for evaluation of a custom three variables multilevel...

DoE_GUI(varargin)

diagonal(dir,Xmg,Ymg,Zmg,Rmg)

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updated 1 month ago

Arc-length method by George Papazafeiropoulos

Finds the roots of a function using the arc-length method (arc length method, nonlinear equation, aders)

Arc-length control method (Crisfield, 1981 and Fafard Ma...

Arc-length control method (Lam Morley, 1992)

Arc-length control method (Ritto-Correa Camotim, 2008)

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updated 1 month ago

Expectation Maximization Algorithm with Gaussian Mixture Model by Shujaat Khan

Matlab Implementation of EM Algorithm with GMM (em algorithm, gaussian mixture mode..., gmm)

Main

gauss_dist(x,meu,sigma )

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updated 1 month ago

Dicom Operator - EsmeProcess by Jun Li

EsmeProcess functions dicom image operation including viewing, drawing, writing and statistic. (dicom, mask, header)

EsmeProcess Tutorial

[meanGL1, stdGL1, meanGL2, stdGL2, ...

addmenuitems.m

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updated 1 month ago

Discrete Orthogonal Polynomial Toolbox: DOPBox Version 1.8 by Matthew Harker, Paul O'Leary,

A toolbox for discrete orthogonal polynomials and their applications to fitting, ODEs etc. (discrete orthogonal p..., polynomial approximat..., fitting)

Constrained Basis Functions in a Sturm-Liouville Problem

Demo2: Demonstrate Constrained Solution Spaces

Demo3: Constraints Placed Not at Nodes

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updated 1 month ago

polyfitZero by Mark Mikofski

Fit polynomial to data, forcing y-intercept to zero or arb. value and slope to zero or arb. value (mathematics, modeling, data exploration)

polyfitZero example

polyfitB(x,y,degree,b)

polyfitB0(x,y,degree,b)

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updated 1 month ago

hpmixed by Viktor Witkovsky

REML based fitting of the linear mixed effects models with a simple variance covariance structure (statistics)

Example_01_SplitPlotData

getFisherInfApprox(lmefit,options)

getFisherInfExact(lmefit,options)

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updated 2 months ago

Simulation of Random Walk by QiQin Zhan

Random walk model is made to explain the Brownian motion. (simulation, random walk, brown motion)

Simulation of random walk

Simulation of random walk

FittingFunCurve(beta)

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updated 2 months ago

Digraph Datatype with Vertex labels by Steve McClure

Compute/manipulate directed graph while retaining vertex labels (dijkstra, graph theory, digraph)

Manipulating digraphs with Vertex labels

digraph

digraphAPITest

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updated 3 months ago

Newton-Raphson solver by Mark Mikofski

Yet another solver that uses the backslash function to solve a set of non-linear equations. (mathematics, optimization, data exploration)

newtonraphson_example

newtonraphson(fun, x0, options)

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updated 3 months ago

Regularization Kaczmarz Tools Version 1.0 for Matlab by Andrey Ivanov

Regularization Column version of Kaczmarz algorithmfor solving ill-posed systems (iterative projection ..., incorrect problems, regularized solution)

Convergence of the regularized form of the Column-Kaczmar...

columnkaczmarz(A,b,K,x0,options)

randcolumnkaczmarz(A,b,K,x0,options)

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updated 3 months ago

URL Filter by Ned Gulley

Scrape one or more numbers off of a web page (web, html, scrape)

Examples from the Trendy Tutorial

urlfilter(url, target, numNumbers, direction)

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updated 4 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 5 months ago

Calling Shared Libraries from Simulink by Mikhail

This paper discusses several approaches for calling shared libraries from Simulink models (simulink, sfunction, legacy code tool)

Calling Shared Libraries from Simulink

simlib_test

simlib_test_dyn

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updated 6 months ago

HPF - a big decimal class by John D'Errico

High precision floating point arithmetic, a new class written in MATLAB (hpf, multiple precision, big decimal)

Demo script for my High Precision Floating point decimal

hpf_regression_testing

DefaultDecimalBase(DBaseNew)

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updated 6 months ago

MATLAB Support Package for Arduino (aka ArduinoIO Package) by MathWorks Classroom Resources Team

MATLAB class and Simulink blocks for communicating with an Arduino microcontroller board (support package, arduino, duemilanove)

example_encoders

example_io

example_mot

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updated 6 months ago

IAPWS_IF97 functional form with no slip by Mark Mikofski

Water and steam properties and derivatives based on the IAPWS IF97. Functional form. No slip. (control design, simulation, chemistry)

IAPWS_IF97 Example

IAPWS_IF97(fun,in1,in2)

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updated 6 months 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)

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

Algorithmic Trading with MATLAB: Intraday trading

Bloomberg EMSX API: Simple Examples

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updated 7 months ago

Android Sensor support from MATLAB by MathWorks Mobile Sensor Connectivity Team

Use MATLAB to acquire sensor data from built-in sensors on your Android device. (android, mobile sensor, accelerometer)

Capturing Azimuth, Pitch, and Roll Example

Capturing and Mapping GPS Example

Count steps with acceleration data from your Apple or And...

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updated 7 months ago

iPhone and iPad Sensor support from MATLAB by MathWorks Mobile Sensor Connectivity Team

Use MATLAB to acquire sensor data from built-in sensors on your iPhone or iPad. (iphone, ipad, mobile sensor)

Capturing Azimuth, Pitch, and Roll Example

Capturing and Mapping GPS Example

Count steps with acceleration data from your Apple or And...

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updated 7 months ago

Commodities Trading with MATLAB by Anshuman Mishra

Demos from the 'Commodities Trading with MATLAB' webinar - July 25, 2013. (algorithmic trading, automated trading, trading)

Commodities Trading with MATLAB - Backtesting with varyin...

Commodities Trading with MATLAB - Catch-up strategy acros...

Commodities Trading with MATLAB - Cross Sectional Momentum

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updated 8 months ago

A Few Modulations by Jared

ASK, BPSK, FSK and QPSK modulations done by hand. (communications, signal processing, modulations)

ask_mod

bpsk_mod

fsk_mod

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updated 8 months ago

DirLOT Toolbox by Shogo Muramatsu

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

Quick Start of DirLOT Toolbox

...

...

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updated 9 months ago

Machine Learning with MATLAB by Abhishek Gupta

These are the supporting MATLAB files for the MathWorks webinar of the same name. (blackbox modeling, nonparametric, partitional clusterin...)

Clustering Corporate Bonds

Machine Learning using MATLAB

ImportBankData(filename, startRow, endRow)

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updated 9 months ago

Variable Precision Integer Arithmetic by John D'Errico

Arithmetic with integers of fully arbitrary size. Arrays and vectors of vpi numbers are supported. (integer, biginteger, arithmetic)

demo_vpi

base2vpi(B,base)

bin2vpi(B)

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updated 9 months ago

nearestSPD by John D'Errico

Finding the nearest positive definite matrix (positive definite mat..., covariance matrix, covariance)

nearestSPD_demo

nearestSPD(A)

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updated 9 months ago

NumSim toolbox by Mathieu Gendron

Multiphysic boundary value problems, interpolation, meshless, points generation, simulation (multiphysics, boundary value proble..., interpolation)

Acoustic field simulation

Analyse_geometry_definition

Blender use

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updated 9 months ago

ForwardandBackwardEulerExplorer by JM Modisette

Launches an interactive GUI for comparing forward and backward Euler. (demo, gui, teaching)

WhyExplicitvsImplicit

ForwardandBackwardEulerExplorer

ForwardandBackwardEulerExplorer()

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updated 9 months ago

Functional Programming Constructs by Tucker McClure

A set of files for treating many operations, like "if", "for", and even "()", as functions. (functional programmin..., anonymous function, function handle)

Introduction to Functional Programming with Anonymous Fun...

curly(x, varargin)

dowhile(x, continue_fcn, f, cleanup_fcn)

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updated 9 months ago

Polynomial Toolbox: polyBox Version 2.1 by Matthew Harker, Paul O'Leary,

Polanomial approximation, polynomials as admissible functions, a comprehensive tutorial. (polynomials, covariance, convolution)

Demonstrate 2: Constrained Polynomials and Beam Measurements

Demonstrate the Constrained Polynomial Approximation

Example of Constrained Polynomials

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updated 9 months ago

MMX - Multithreaded matrix operations on N-D matrices by Yuval

N-D matrix operations. Like Boettcher's ndfun or Tursa's mtimesx, only faster. (multiply, backslash, multithreaded)

MMX - Multithreaded matrix operations on N-D matrices

build_mmx(verbose)

matlab_mprod(a,b)

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updated 10 months ago

Sphere Fit (least squared) by Alan Jennings

Fits a sphere to a set of noisy data. Does not require a wide arc or many points. (least squares, statistics, optimization)

sphereFit_Example

sphereFit(X)

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updated 11 months ago

Algorithm Development with MATLAB by Sumit Tandon

Demo files to go with recorded webinar. (data import, gui, image processing)

Find Green Object

Green Object Detection App

BallDetectionGUI(varargin)

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updated 12 months ago

Spline2D or Piecewise Continuous 2D Polynomials by Mark Mikofski

Fit a 2D function with piecewise continuous polynomials (data exploration, interpolation, mathematics)

examples

splineFit2D(f,x,y,n,m,xb,yb,continuity,ngrid)

splineVal2D(pp,x,y,n,m,xb,yb)

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updated 12 months ago

Pairs Trading Strategy by tadeveloper

A pairs trading strategy implemented in MATLAB. (computational finance, trading, backtesting)

MATLAB pairs trading strategy

PairsTradingStrategy(sys)

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updated 12 months ago

Publish the main and the subfunctions together by Neelakanda Bharathiraja

Publishes the main and the subfunctions together into any format as supported by publish command (publish release)

main_sample_function

main_sample_function

publish_all_functions(function_name,varargin)

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updated 1 year ago

Create Video of Rotating 3D Plot by Alan Jennings

Specify a set of view angles and this function creates a video for use in presentations. (video, movie, mpg)

CaptureFigVid_Example

CaptureFigVid(ViewZ, FileName,OptionZ)

WellMadeVid.mp4

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updated 1 year ago

Comparing different methods to solve an Inverted Pendulum problem by Roni Peer

A simple reporting tool that shows how you can model an inverted pendulum in a few methods. (report, comparison, mupad)

Dynamics of a Single Link

example_syms.m

SLSingleLink

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updated 1 year ago

Determination of the minimum distance between two SuperEllipsoids surfaces. Using Optimization by Ricardo Portal

Optimization method to determine the minimum distance (or max overlap) between two SuperEllipsoids? (contact detection, collision detection, proximity query)

MAIN

constraints.m

hn=arrow3(p1,p2,s,w,h,ip,alpha,beta)

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updated 1 year ago

mex wrapper for International Reference Ionosphere (IRI) Model by Alexey Skazik

mex-wrapper for an empirical model IRI (ionosphere, geophysics, international referen...)

iri_test

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updated 1 year ago

Display multiple images on individual axes and optionally link them by Shalin Mehta

imagecat generates a 'catalog' of images useful for visualizing steps in image processing. (image display, multiple images, montage)

TestBench_imagecat

h=imagecat(varargin)

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updated 1 year ago

Linear regression for multiple category data with different slopes for each by Soumya Banerjee

The function does OLS and RMA regression on data that is categorized into two different categories (aerospace, biotech, communications)

regress_plot_twocategories_allslope

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updated 1 year ago

LBFGSB (L-BFGS-B) mex wrapper by Stephen Becker

Mex wrapper for lbfgsb v3.0 fortan library. L-bfgs-b solves box-constrained optimization. (optimization, constrained optimizat..., quasinewton)

Non-negative least-squares (NNLS) using L-BFBS-B

compile_mex

lbfgsb

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