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updated 4 months 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 5 months ago

SLM - Shape Language Modeling by John D'Errico

Least squares spline modeling using shape primitives (spline, splines, cubic)

slm_tutorial

hermite2slm(harray)

lse(A,b,C,d,solverflag,weights)

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updated 5 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...)

MatlabGA

MatlabGA

MatlabGARemote

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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

Natural Gas Storage Optimization & Intrinsic Valuation by Ameya Deoras

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

Intrinsic Storage Optimization

Natural Gas Storage Optimization & Intrinsic Valuation

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

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updated 11 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 1 year 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 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...)

Optimal Control Using Control Vector Parameterization

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

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

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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)

imageBuilding

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

mygaplotbestf(options,state,flag)

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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)

Algorithmic Trading with MATLAB: Intraday trading

Algorithmic Trading with MATLAB: Moving Average Rule

Algorithmic Trading with MATLAB: Pairs trading

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updated 3 years ago

Optimization Tips and Tricks by John D'Errico

Tips and tricks for use of the optimization toolbox, linear and nonlinear regression. (optimization, examples, tutorial)

optimtips

[x,fval,exitflag,output]=fminsearchbnd(fun,x0,LB,UB,optio...

consolidator(x,y,aggregation_mode,tol)

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updated 3 years ago

Demo files for "Parallel Computing with MATLAB on Multicore Desktops and GPUs" Webinar by Jiro Doke

Demo files for "Parallel Computing with MATLAB on Multicore Desktops and GPUs" Webinar (May 4, 2011) (parallel, gpu, cpu)

Demo script for Cell Tower Optimization Problem

Parameter Sweep of ODEs

Solving 2nd Order Wave Equation on the GPU Using Spectral...

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updated almost 4 years ago

Algorithmic Trading with MATLAB - 2010 by Stuart Kozola

Files from the November 18, 2010 webinar. (algorithmic trading, trading, moving average)

Algorithmic Trading with MATLAB®: Evolutionary Learning

Algorithmic Trading with MATLAB®: More Signals

Algorithmic Trading with MATLAB®: Moving Average and RSI

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updated almost 4 years ago

Flotation kinetics - equation fitting by Ivan Brezani

Simple GUI to fit 6 different first order flotation kinetics equation types to experimental data. (flotation, equation fitting, mineral processing)

MATLAB® tool for determining first order flotation ki...

about(varargin)

cell2csv(datName,cellArray,seperator,excelVersion)

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updated 4 years ago

AdvCurveFit by Robert Bemis

Solve complex curve fit problem with parameter pooling & stratification by nonlinear least-squares. (optimization, curve, fitting)

Adventures in curve fitting

PkBgErr(x,y,pk,bg)

[x,y]=limits(a)

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updated 4 years ago

Speeding Up Optimization Problems with Parallel Computing by Stuart Kozola

Files from the webinar: Speeding up optimization problems with parallel computing (aerospace, automotive, demo)

Electron Problem Optimization

First Order Reliability Method using a Simulink Flutter M...

computebestportfolioPCT(expRet,expCov,portSize,targetRet)

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updated 4 years ago

Global Optimization with MATLAB by Stuart Kozola

Demo files from the 2010 webinar "Global Optimization with MATLAB Products" (optimization, genetic algorithm, partical swarm)

Global Minimization of 1D Equation

Springboard for Global Optimization Demos

PlotIterates(x,optimValues,state)

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updated 4 years ago

Modeling Variable Annuities with MATLAB by Yi Wang

This demo shows how to price variable annuity product (Guaranteed Minimum Withdrawal Benefit) (va, variable annuities, variable annuity)

GMWB Demo

calcGMWB(tickers, holdings, startDate, endDate, aWRate, a...

createSurfaceFit(IGWBGrid, initSAGrid, costGrid)

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updated 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 6 years ago

Tips & Tricks: Getting started using optimization with MATLAB by Stuart Kozola

Demo files from the August 21, 2008 Webinar (optimization, genetic algorithms, simulated annealing)

Optimization Tips Tricks

VEMap(x,RPM,Pratio,VE)

VEPlot(x,optimValues,state)

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updated 6 years ago

Nonlinear fitting n-dimensional data with arbitrary functions by Jan

Demonstrates the abilities of Matlab functions lsqcurvefit, fmincon and fminsearch to fit complex mo (optimization, nonlinear fit, nd)

fit_func

fit_nl

fit_nl_ex

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updated 6 years ago

Matgraph by Ed Scheinerman

Toolbox for working with simple, undirected graphs (graph theory, toolbox, graphs)

Checking graph isormorphism in Matgraph

Coloring graphs in Matgraph

Creating a Cayley graph

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updated 6 years ago

Learning PID Tuning III: Performance Index Optimization by Yi Cao

A tool and tutorial to perform optimal PID tuning (pid control, controller tuning, performance index opt...)

Learning PID Tuning III: Performance Index Optimization

[C,fval]=optimPID(G,ctype,idx)

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updated 6 years ago

The Optimal ITAE Transfer Function for Step Input by Yi Cao

Revisit the optimal ITAE transfer function using numerical optimization and digital computer (itae criterion, normalized transfer f..., step response)

The Optimal ITAE Transfer Functions for Step Input

[p,f,p1,f1]=optimitaestep(n)

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updated almost 7 years ago

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

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

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

util(Wts)

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updated 8 years ago

Improving an Engine Cooling Fan Using Design for Six Sigma Technique by Stuart Kozola

Demo files from MATLAB Digest Article "Improving an Engine Cooling Fan Using Design for Six Sigma Te (statistics, probability, six sigma)

Improving an Engine Cooling Fan Using Design for Six Sigm...

coded2real(z,bounds)

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