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updated 3 years ago

grTheory - Graph Theory Toolbox by Sergii Iglin

28 functions for different tasks of graph theory (vertex, edge, matching)

BG=grBase(E)

CBG=grCoBase(E)

CoCycles=grCoCycleBasis(E)

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updated 5 months ago

Another Particle Swarm Toolbox by Sam

Implementation of a PSO algorithm with the same syntax as the Genetic Algorithm Toolbox. (optimization, particle swarm, pso)

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updated almost 4 years ago

Digital Image Correlation and Tracking by Christoph Eberl

Calculate displacement and strain from a series of images (application, digital image correla..., tracking)

[FileNameBase,PathNameBase,filenamelist]=filelist_generator

[displx disply]=large_displ;

[marker_displacementx marker_displacementy gradientx grad...

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updated 8 months ago

Support Vector Regression by Ronnie Clark

A MATLAB implementation of Support Vector Regression (SVR). (regression, nonlinear, machine learning)

svr(xdata,ydata,x,alpha, b, c, epsilon)

svr_test.m

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updated almost 8 years ago

Simulink Simulator for a Brushless DC Motor by Devendra Rai

Complete simulator for brushless dc motor based on MATLAB R13. (simulation, bldc simulator, simulator)

control1(t,x,u,flag,J,DF,N,BM,Rr,Rl,delta,KP,KI,KD,basecu...

delay(t,x,u,flag)

CONTROLLER_MOD

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updated 4 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 almost 3 years ago

Copula-Marginal Algorithm (CMA) by Attilio Meucci

Copula-Marginal Algorithm, to generate and manipulate rich copulas for risk and portfolio management (portfolio management, risk management, quantitative finance)

EntropyProg(p,A,b,Aeq,beq)

X=CMAcombination(x,u,U)

X=MvnRnd(M,S,J)

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updated 5 years ago

Risk and Asset Allocation by Attilio Meucci

Software for quantitative portfolio and risk management (finance, modeling, analysis)

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Addition(x,y);

Adendotd(dense, d, sparAd, Ablk, blkstart)

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updated 1 year ago

Content Based Image Retrieval by Chez

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 4 months ago

Lithium Battery Model, Simscape Language and Simulink Design Optimization by Robyn Jackey

Multi-temperature lithium battery model using Simscape language and Simulink Design Optimization (lithium, battery, demo)

plot_estim_results.m

plot_estim_results.m

plot_estim_results.m

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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 1 month ago

TSK Forecasting by Dmitrii Levin

A fuzzy neural network for forecasting time series (fuzzy logic, neural networks, time series)

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updated almost 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

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 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 3 years ago

Fully Flexible Views and Stress-testing by Attilio Meucci

Full generalization of Black-Litterman and related techniques via entropy pooling (finance, modeling, analysis)

CVaR=ComputeCVaR(Units,Scenarios,Conf)

Constr=SetUpConstraints(Securities);

EfficientFrontier(X,p, Options);

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updated 6 years ago

Monte Carlo simulations using MATLAB by Vincent Leclercq

Demonstrations of Monte Carlo simulations in MATLAB (finance, modeling, analysis)

BlsHalton(S0,X,r,T,sigma,NPoints)

BlsMC(S0,X,r,T,sigma,NRepl)

BlsMCAV(S0,X,r,T,sigma,NRepl)

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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 3 years ago

Toolkit on Econometrics and Economics Teaching by Hang Qian

Many MATLAB routines related to econometrics, statistics and introductory economics teaching. (econometrics, bayesian statistics, economic diagrams)

ADAPT_REJECT_SAMPLE.m

AGGREGATE_GIBBS1.m

AGGREGATE_ML1.m

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updated 3 years ago

Managing Diversification by Attilio Meucci

Entropy-based mean-diversification efficient frontier (portfolio management, financial engineering, quantitative finance)

GenFirstEigVect(S,A)

MaxEntropy(G,w_b,w_0,Constr)

[E,L,G]=GenPCBasis(S,A)

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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 3 years ago

Review of Dynamic Allocation Strategies by Attilio Meucci

Convex versus Concave Management, CPPI, OBPI, portfolio insurance, etc. (finance, statistics, portfolio management)

D=Delta(Time_to_Maturity,Stock_Value,Stock_Volatility,Str...

K=Solve4Strike(Strike,Time_to_Maturity,Stock_Value,Stock_...

S_Main.m

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updated 5 years ago

Improved PSO program to solve Economic Dispatch by RMS Danaraj

This program solves the economic dispatch problem by improved PSO algorithm (optimization, economic disptach, pso)

[OUT,varargout]=pso_Trelea_vectorized(functname,D,varargin)

[P Fcost Pl]=eld(data,B,Pd)

[out,varargout]=normmat(x,newminmax,flag)

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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

Robust Face Recognition via Sparse Representation - Implementation by B H Sri Hari

Implementation of Robust Face Recognition via Sparse Representation (face recognition, image processing, sparse representation)

FaceRecognitionTool(varargin)

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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 almost 8 years ago

Statistical Learning Toolbox by Dahua Lin

Functions for statistical learning, pattern recognition and computer vision, covering many topics. (statistical learning, pattern recognition, classification)

annsearch(X0, X, k, varargin)

edl_batchexp(expfun, scrpath, env, logger, filter, runopt)

edl_buildiidxdict(S, idxfn)

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updated 9 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 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 11 years ago

bnb by Koert Kuipers

BNB20 solves mixed integer nonlinear optimization problems (optimization, mixed, nonlinear)

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BNB20(fun,x0,xstat,xl,xu,a,b,aeq,beq,nonlc,setts,opts,var...

BNBGUI(file)

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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 1 year ago

Unit_Commitment by KATHIM Alrifai

Optimal Loading for a Power Station (Unit Commitment) (optimization, measurement, control design)

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updated 5 months ago

MIDAS regression by Hang Qian

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 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 1 year ago

Yahoo Finance Time Series Analysis Tool by Christian Pass

Performs various time series analysis operations (data export, finance, gui)

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updated 5 years ago

Costantini phase unwrapping by Bruno Luong

Implementation of Costantini's 2D unwrapping method based on network programming (phase unwrapping, interferometry, sar)

cunwrap(Psi, options)

test_cunwrap.m

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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 2 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 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)

Table Optimizer

find_best_table_1d(x_0, z_0, ...

find_best_table_1de(...

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updated 11 years ago

Model-based Predictive Control: A Practical Approach by John Anthony Rossiter

Companion Software (predictive control, companion software, mimo)

[Nk,Dk,Pr,S,X] =mpc_law(H,P,Q,nu,Wu,Wy,sizey)

caha(A,sizey,n)

imgpc_constraints(nu,umin,umax,Dumax)

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updated 9 months ago

CVaR Portfolio Optimization by Seth DeLand

Conditional Value at Risk (CVaR) portfolio optimization with the PortfolioCVaR object (portfolio optimizatio..., cvar, conditional value at ...)

CVaRPortfolioOptimizationExample.m

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updated 9 months ago

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

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 9 days ago

fminsdp by Carl-Johan Thore

A code for solving non-linear optimization problems with matrix inequality constraints. (constrained optimizat..., matrix inequalities, nonlinear optimizatio...)

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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 4 years ago

Fundamental Matrix Computation by Omid Aghazadeh

This package, implements the 3 standard algorithms for the computation of the fundamental matrix. (epipolar geometry, stereo vision, multiple view geometr...)

compare_results(X1,X2,try_noises,EXPERIMENT_NUM,F_names)

det_F_algebraic(x1,x2,L_COST,NORMALIZE)

det_F_gold(x1,x2,L_COST,SAMPSON_APPROXIMATION,NORMALIZE)

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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 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 4 years ago

Dynamic Copula Toolbox 3.0 by Manthos Vogiatzoglou

Functions to estimate copula GARCH and copula Vine models. (dependence, garch, copula vines)

ARMAeq(theta, data, spec)

CopulaGARCHLogL(theta,data,spec,solver)

CopulaToolboxTutorial

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updated 8 years ago

Optimal Distribution Substations Placement using Genetic Algorithm by Amir Pouya Khansaryan

Finds the optimal location and capacity of distribution substations (optimization, genetic algorithm, distribution)

DSP(varargin)

FValue=SP_tlosscost1(InValue)

FValue=SP_tlosscost1(InValue)

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updated 6 years ago

Genetic Algorithm Solution to Economic Dispatch by RMS Danaraj

This program solves the economic dispatch problam using MATLAB genetic algorithm toolbox (optimization, genetic algorithm, econmoic dispatch)

eldga.m

eldga1.m

gatest.m

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