Trinomial tree calibration by Francesco Paolo Esposito

This function calibrates the Hull-White trinomial tree. (finance)

trintree_calswaption( Curve, V, Period, coin )

Chaos test by Ahmed Ben Saïda

A test for chaotic dynamics of a noisy time series based on the Lyapunov exponent. (chaos, bifurcation, lyapunov exponent)

chaosfn(Theta, X, L, m, q, ActiveFN)

chaostest.m

Chebpack by Damian Trif

The MATLAB package Chebpack solves specific problems for differential or integral equations. (mathematics, differential equation..., integral equations)

A=fact(a,m)

B=Ex4_delay_main

D=deriv(n,dom)

Table Breakpoint Optimization by Tucker McClure

A set of tools for finding the best way to reduce the size of a table. (optimization, breakpoints, tables)

Table Optimizer

find_best_table_1d(x_0, z_0, ...

find_best_table_1de(...

Broadcast_LP by Kaushik Das

This is a code of "Broadcast Control Mechanisms for three agent". (aerospace, communications, control design)

Broadcast_LP.m

Risk-neutral density recovery via spectral analysis by Matthias

Implementation of Monnier (2013) "RND recovery via spectral analysis" (finance, statistics, risk neutral density)

spectralrecovery(X,bid,ask,F,r,tau,nopt)

spectralExample.m

RGDS_Practical_Guide by Ronald/Daniel

The location for programs linked to the book <title> that will be published 2013. (simulation, pharmaceutical)

concmod(regimenType, numSubjects)

Lognormal Perfusion Model by John Hudson

Fit disruption replenishment time-intensity data with the lognormal perfusion model (dynamic contrast enha..., dceus, ceus)

Wsinc(x,HW,Delay,Amp);

logperf_fit(signal_dat,t_dat,HW,guess,iterations,Fast);

logperf_model(A,mu,sigma,HW,Delay,t,Fast)

Simultaneous Plant and Control Design of an Active Automotive Suspension Using Direct Transcription by James Allison

A toolbox for using Direct Transcription to perform combined plant and control design. (aerospace, automotive, control design)

...

calc_state_constraints(t, xd, xu, stateCon)

calc_zdot(x, z, v)

Merton Structural Credit Model by Mark Whirdy

Calculates Firm Asset Value, Asset Volatility, Debt Value, Credit Spread, Default Prob, Exp-Recovery (credit, structural model, finance)

calcMertonModel(E_t,sig_E,K,t,T,r)

MertonSurfaceMovie-1.wmv

Cavendish Balance Experiment by Robert Kost

This function to used for the undergraduation Cavendish gravitational experiment. (cavendish, undergraduate physics..., cavendish data reduct...)

cavendish_ver_2

Filter Bank Design by Iman

This function can be used to design uniform and non-uniform filter banks. (filter bank, nonuniform filter ban..., uniform filter bank)

A=A_gerenator(x,Beta,Sigma_dictionary,M)

Beta=Beta_dictionary(M,nk)

M=Find_LCM(x)

DirLOT Toolbox by Shogo Muramatsu

MATLAB class definitions for directional lapped orthogonal transforms (boundary operation, system object, genlot)

Quick Start of DirLOT Toolbox

...

...

Using Analytical Tools to Gain Insight and Speed-up Num. Analysis in MATLAB & Symbolic Math Toolbox by Deepak

files from the webinar (symbolic, eigenvalues, poles)

JetThrust(t)

Mass(time, rocketStartTime, engineOffTime)

aerodynamicDrag(v)

Black and Shcoles calculator by Hanan Kavitz

Graphical Black and Shcoles calculator for visualizing different sensetives (black and shcoles, finance, gui)

blscalculator(varargin)

Mining Economics with MATLAB by David Willingham

Simulates a distribution of Net Present Values of a mine via a forecasting model for Iron Ore Prices (commodities, mining, economics)

FitNPV(NPV)

cashflow(data,NTrials,SYear)

discounting(data,capex,NTrials,sales,discFactorY,salesb)

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,rho,...

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

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

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)

Genetic Packman by Hanan Kavitz

A simple demonstration of Genetic Algorithm using all times favorite game. (optimization, global optimization, genetic algorithm)

[x,fval,exitFlag]=geneticPackman(cubeSize,numOfMoves,packma...

mutate_permutation(parents ,options,NVARS, ...

val=greedyPackman(field,numOfSteps)

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. (fmincon, globalsearch, optimization)

RunThermistorExample()

ThOptimPlotCircuit(options,state,flag,Tdata,VData,Res,ThVal...

VEMap(x)

Regime Switching Model with Time Varying Transition Probabilities by Zhuanxin Ding

Code for estimating a Markov Regime Switching Model with time varying transition probabilities. (econometrics and stat..., statistics)

[Simul_Out]=MS_Regress_Sim(nr,Coeff,k,distrib)

[Spec_Out]=param2spec_tvtp(param,Spec_Tag,constCoeff,typeCa...

[Spec_Output]=MS_Regress_Fit_tvtp(dep,indep,px,k,S,advOpt)

Matrix Decomposition by Aleksander

Positive definite correlation matrix based on spectral decomposition. Now both for .m, C and Mex (spectral decompositio..., cholesky decompositio..., correlation matrix)

SpectralDP(Correlation)

genfit by Andri M. Gretarsson

This is a data fitting program tailored for use in physics or other physical sciences. (data fitting, measurement, data exploration)

fitresult=genfit(X,Y,fhandle,params,varargin)

Image reconstruction by Hanan Kavitz

The purpose of this demo is to reconstruct a simple picture of several polygons. (image processing, image reconstruction, global optimization)

imageBuilding

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

mygaplotbestf(options,state,flag)

Markowitz Efficient Frontier by Luca Beldi

Calculates the Markowitz Efficient Frontier (efficient frontier, mean standard deviati..., finance)

EfficientFrontier( Assets , NumPoints, LongOnly)

Dig_Filter by Iman

This toolbox can be used to design a filter which satisfies prescribed specifications. (communication, digital filter, optimization)

Dig_Filter.m

N=N_Dig_Filter(wa,wp,eps_p,eps_a)

[a1 a2 b1 b2]=random_stable_initial_points

Uniform Filter Bank by Iman

This function can be used to design a uniform filter bank with M subbands. (optimization, signal processing, uniform filter bank)

P=P_NPR(M,m,m1)

PR_Nguyen.m

[c,ceq]=confun(h)

Surrogate Model Optimization Toolbox by Julie

Surrogate model optimization algorithm for computationally expensive global optimization problems (global optimization, surrogate model, derivativefree)

BumpinessMinSampling(Data, maxeval, Surrogate, lambda, gamm...

CandValue=PredictFunctionValues(Data,Surrogate,CandPoint,la...

CandidatePointSampling(Data,maxeval,Surrogate,lambda,gamma,...

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

Co-Blade: Software for Analysis and Design of Composite Blades by Danny Sale

Analysis and design of composite blades for wind and hydrokinetic turbines (wind turbine, composite blade, hydrokinetic turbine)

...

...

...

Fit distributions to censored data by Leonidas Bantis

Fits distributions to data when left and/or right and/or interval censoring is present (censoring, left censoring, lognormal)

evfitc.m

expfitc.m

gamfitc.m

Accelerated Failure Time (AFT) models by Leonidas Bantis

Fits accelerated failure time models in the presence of right and/or left censoring. (accelerated failure t..., aft, survival analysis)

[pars covpars SE CI Zscores pvalues gval exitflag hess fmin...

[pars covpars SE CI Zscores pvalues gval exitflag hess fmin...

[pars covpars SE CI Zscores pvalues gval exitflag hess fmin...

Efficient Frontier using different risk return measures by Saurabh Yadav

Code for finding optimal portfolios and plotting efficient frontier for diff. risk return measures (efficient frontier, portfolio optimizatio..., var)

Sharpe( weights )

mnvarratio( weights )

Efficient_frontiers.m

Sigma Delta Test Bench by Aravind VJ

A test bench to simulate and analyse Sigma Delta modulators (delta sigma, sigma delta, communications)

DAC_Test.m

DWA_Trial.m

Run_Me.m

SCOPE: interactively tabulate SEER excel variables by Rex Cheung

This takes SEER excel column data interactively, tabulate them, write back in table format. (data import, data export, optimization)

output=xls2tabulate2xls(xlsfilename)

Unbounded Resolution for Function Approximation by Alan Jennings

A continuous function is optimized for varying outputs and increasing parameterization dimension (functional, optimization, interpolation)

[Cost_out,CostGrad]=CostFunc_lwr_8(Pnt,Opt)

[Out_out,OutGrad]=OutputFunc_lwr_8(Pnt,Opt)

[PointsOut]=Fmin_ConditionNum(CovIn,N,Opt)

Vapor compression cycle component models by Muhammad Tauha Ali

Modeling of vapor compression cycle components (vapor compression cyc..., heat exchanger, fin tube heat exchang...)

[Tcout Pcondtubein balance1 xdesuper xcond econd Vair]=fint...

[Tevapout Pevapplatein Twaterout balance1 xevap eevap Vwate...

[Tevapout Pevaptubein balance1 xevap eevap Vair]=fintubeeva...

Estimation of Nelson-Siegel and Svensson Models by Kamil Kladivko

Estimation of zero yield curve from coupon bond prices by Nelson-Siegel or Svensson model. (interpolation, nelson siegel, yield curve)

NScurve(Params, Tau, Model)

NSerror.m

NSest(Bonds, ShortRates, Model, Optimization)

Numerically Design Power Complementary IIR(FIR) Filter by Shamail

One iir filter is given, design power (or magnitude) complementary filter numerically (filter, iir fir, power)

costFunctionIIR(coeff1, coeff2, freqPoints)

mainIIR.m

Demo: Finding an Optimal Path Using MATLAB and Optimization Toolbox by Teja Muppirala

Solve the path planning problem of going through a vector field of wind in the least possible time. (path planning, flight path, gui)

PathOptimizationDemo.m

WayPoints_To_Path(p,METHOD,sizeX,sizeY,fineness)

calculateTimeIntermediate(x,W_x,W_y,x0,y0,AirSpeed,sizeX,si...

Function for global minimization of a concave function by Kammoun

Program for global minimization of a concave function. (global minimization, concave function, branch and bound)

[x_c,LB,UB,iter]=min_concave(f,h,gradient_h,S,n,p,epsilon,t...

fibonacciNumber(n)

fibonacciSearch(functionToMinimise, a, b, tolerance)

Optimization in MATLAB: An Introduction to Quadratic Programming by Seth DeLand

Files used in "An Introduction to Quadratic Programming" Webinar (fmincon, nonlinear programming, nonlinear optimizatio...)

Hess(in1)

calculateValue(s0,price,inFlow,turbFlow,spillFlow,C2A,n)

createPlots(turbFlow,spillFlow,inFlow,price,s0,C2A,n)

Optimal Component Selection Using the Mixed-Integer Genetic Algorithm by Seth DeLand

Use the mixed-integer genetic algorithm to solve an engineering design problem. (genetic algorithm, mixed integer, optimization)

ThOptimPlot(options,state,flag,Tdata,VData,Res,ThVal,ThBeta...

objectiveFunction(x,StdRes, StdTherm_Val, StdTherm_Beta,Tda...

tempCompCurve(x,Tdata)

Knapsack problem by Hanan Kavitz

A well known combinatorial problem (knapsack problem, optimization, linear programming)

knapsackGA

Solution of n and k for two layers by Alex

The purpose of this function file is to create a function to pass to fsolve. (fsolve, optimization toolbox)

two_layer_nk_1d_gen(p)

SLM - Shape Language Modeling by John D'Errico

Least squares spline modeling using shape primitives (hermite, slm, cubic)

slm_tutorial

hermite2slm(harray)

plotslm(slm)

Chebyshev Center and Radius by Tim Benham

Computes the Chebyshev center and Chebyshev radius of a polytope. (polytope, polyhedron, chebyshev center)

chebycenter(A,b)

OptimPID: an optimal PID controller design interface by Dingyu Xue

OptimPID is a MATLAB based interface and it can be used to optimize PID parameters (pid controller, optimum pid, optimal control)

multi_step.m

optimpid(varargin)

mod_1R2009b

Rosin-Rammler Diagram plot function by Ivan Brezani

Function which plots Rosin-Rammler Diagram of size distribution specified and calculates parameters. (rrsb, size distribution, rosinrammler)

RRD(d, Rd)