Optimization Toolbox
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MATLAB for R Users in Computational Finance Demos from the webinar Backtest Moving Average RSI Combo Strategy |
0 Comments 41 Downloads (30 Days) |
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Maximum likelihood estimator for spin echo time decay constant. SpinEchoMLE(Y,two_tau,Avg,x,opt) |
0 Comments 24 Downloads (30 Days) |
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Hydraulic Valve Parameters From Data Sheets and Experimental Data Models and white paper on obtaining realistic parameter values from data sheets and measured data. |
1 Comment 51 Downloads (30 Days) |
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Optimal Loading for a Power Station (Unit Commitment) |
0 Comments 90 Downloads (30 Days) |
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The list programs linked to the book "Development of Innovative Drugs via Modeling with MATLAB". |
0 Comments 16 Downloads (30 Days) |
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Another Particle Swarm Toolbox Implementation of a PSO algorithm with the same syntax as the Genetic Algorithm Toolbox. |
97 Comments 314 Downloads (30 Days) |
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Lithium Battery Model, Simscape Language and Simulink Design Optimization Multi-temperature lithium battery model using Simscape language and Simulink Design Optimization |
8 Comments 155 Downloads (30 Days) |
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Yahoo Finance Time Series Analysis Tool Performs various time series analysis operations |
0 Comments 115 Downloads (30 Days) |
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Efficient Multidimensional Scaling (MDS) The is the source code of iterated Levenberg-Marquardt algorithm (ILMA) for solving MDS CM=confusion_matrix_reorder(CM) [X, total_cost]=MDS_training(Dist,d,iter,strategy,display... |
0 Comments 10 Downloads (30 Days) |
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Monte Carlo example of the Multi-Factor coupled Commodity Forward curves Simulator Implementation of the Multi-Factor multi commodity forward curve simulator LnTestofSims(mySims, LastFC, volFN, Factors) MultiFactorForwardCurveSimulator(nSims, Seed, historicalF... |
0 Comments 16 Downloads (30 Days) |
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The MATLAB package Chebpack solves specific problems for differential or integral equations. |
0 Comments 10 Downloads (30 Days) |
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Fit 2D Gaussian with Optimization Toolbox Fit a 2D rotated gaussian. http://en.wikipedia.org/wiki/Gaussian_function |
1 Comment 34 Downloads (30 Days) |
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Simple content based image retrieval for demonstration purposes. Either using knn or classification L1(numOfReturnedImages, queryImageFeatureVector, dataset) L2(numOfReturnedImages, queryImageFeatureVector, dataset,... |
0 Comments 115 Downloads (30 Days) |
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A set of tools for working with light field (aka plenoptic) imagery in Matlab |
0 Comments 67 Downloads (30 Days) |
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Truss Design Optimization Based on Generative Algorithms Supplementary material for a WCSMO publication regarding truss design optimization. |
0 Comments 17 Downloads (30 Days) |
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Drive the induction motor with minimum losses Loss Minimization in Induction Motor Drives Using Genetic Algorithms |
2 Comments 54 Downloads (30 Days) |
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MPCC Solution of Genetic Regulatory Circuit Design Problems Demonstration of a novel MPCC-based technique for solving gene circuit design problems. |
0 Comments 2 Downloads (30 Days) |
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CORE: Conceptual Optimization of Rotorcraft Environment Facilitates optimization and design space exploration in the conceptual design phase of rotorcraft. |
1 Comment 9 Downloads (30 Days) |
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Building and Extending Portfolio Optimization Models with MATLAB Object-oriented implementations of the Portfo and the Black-Litterman approach compareWeights( ExcessHistoricalReturns, ExcessImpliedRet... |
0 Comments 21 Downloads (30 Days) |
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This function calibrates the Hull-White trinomial tree. |
0 Comments 5 Downloads (30 Days) |
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A test for chaotic dynamics of a noisy time series based on the Lyapunov exponent. |
0 Comments 36 Downloads (30 Days) |
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A set of tools for finding the best way to reduce the size of a table. |
0 Comments 28 Downloads (30 Days) |
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This is a code of "Broadcast Control Mechanisms for three agent". |
0 Comments 1 Download (30 Days) |
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Risk-neutral density recovery via spectral analysis Implementation of Monnier (2013) "RND recovery via spectral analysis" |
0 Comments 6 Downloads (30 Days) |
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Fit disruption replenishment time-intensity data with the lognormal perfusion model |
0 Comments 9 Downloads (30 Days) |
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Simultaneous Plant and Control Design of an Active Automotive Suspension Using Direct Transcription A toolbox for using Direct Transcription to perform combined plant and control design. |
0 Comments 13 Downloads (30 Days) |
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This function to used for the undergraduation Cavendish gravitational experiment. |
0 Comments 1 Download (30 Days) |
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This function can be used to design uniform and non-uniform filter banks. |
0 Comments 34 Downloads (30 Days) |
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MATLAB class definitions for directional lapped orthogonal transforms |
0 Comments 19 Downloads (30 Days) |
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Using Analytical Tools to Gain Insight and Speed-up Num. Analysis in MATLAB & Symbolic Math Toolbox files from the webinar |
0 Comments 13 Downloads (30 Days) |
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Graphical Black and Shcoles calculator for visualizing different sensetives |
2 Comments 15 Downloads (30 Days) |
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Simulates a distribution of Net Present Values of a mine via a forecasting model for Iron Ore Prices |
0 Comments 26 Downloads (30 Days) |
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Optimal Control Using Control Vector Parameterization An example of using control vector parameterization to solve an optimal control problem 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... |
0 Comments 14 Downloads (30 Days) |
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Analyzing Investment Strategies with CVaR Portfolio Optimization Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox. |
2 Comments 30 Downloads (30 Days) |
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A simple demonstration of Genetic Algorithm using all times favorite game. [x,fval,exitFlag]=geneticPackman(cubeSize,numOfMoves,pack... |
0 Comments 4 Downloads (30 Days) |
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Files for the 2012 Webinar "Tips and Tricks - Getting Started Using Optimization with MATLAB" These are the files that were used for the demonstrations in the webinar. ThOptimPlotCircuit(options,state,flag,Tdata,VData,Res,ThV... |
0 Comments 34 Downloads (30 Days) |
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Regime Switching Model with Time Varying Transition Probabilities Code for estimating a Markov Regime Switching Model with time varying transition probabilities. [Simul_Out]=MS_Regress_Sim(nr,Coeff,k,distrib) [Spec_Out]=param2spec_tvtp(param,Spec_Tag,constCoeff,type... |
1 Comment 108 Downloads (30 Days) |
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Positive definite correlation matrix based on spectral decomposition. Now both for .m, C and Mex |
3 Comments 5 Downloads (30 Days) |
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This is a data fitting program tailored for use in physics or other physical sciences. |
0 Comments 13 Downloads (30 Days) |
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The purpose of this demo is to reconstruct a simple picture of several polygons. [state,options,optchanged]=drawBestSolution(options,state... |
0 Comments 2 Downloads (30 Days) |
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Calculates the Markowitz Efficient Frontier |
0 Comments 9 Downloads (30 Days) |
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This toolbox can be used to design a filter which satisfies prescribed specifications. |
0 Comments 14 Downloads (30 Days) |
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This function can be used to design a uniform filter bank with M subbands. |
1 Comment 19 Downloads (30 Days) |
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Surrogate Model Optimization Toolbox Surrogate model optimization algorithm for computationally expensive global optimization problems BumpinessMinSampling(Data, maxeval, Surrogate, lambda, ga... CandValue=PredictFunctionValues(Data,Surrogate,CandPoint,... CandidatePointSampling(Data,maxeval,Surrogate,lambda,gamm... |
3 Comments 47 Downloads (30 Days) |
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Conditional Value at Risk (CVaR) portfolio optimization with the PortfolioCVaR object |
1 Comment 27 Downloads (30 Days) |
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Co-Blade: Software for Analysis and Design of Composite Blades Analysis and design of composite blades for wind and hydrokinetic turbines |
1 Comment 32 Downloads (30 Days) |
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Fit distributions to censored data Fits distributions to data when left and/or right and/or interval censoring is present |
0 Comments 14 Downloads (30 Days) |
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Accelerated Failure Time (AFT) models Fits accelerated failure time models in the presence of right and/or left censoring. [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... |
0 Comments 8 Downloads (30 Days) |
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Efficient Frontier using different risk return measures Code for finding optimal portfolios and plotting efficient frontier for diff. risk return measures |
2 Comments 11 Downloads (30 Days) |
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A test bench to simulate and analyse Sigma Delta modulators |
0 Comments 34 Downloads (30 Days) |