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updated 6 days 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 13 days ago

Yahoo Finance Time Series Analysis Tool by Christian Pass

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

Yahoo Finance Time Series Analysis Tool

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updated 13 days ago

Efficient Multidimensional Scaling (MDS) by Quan Wang

The is the source code of iterated Levenberg-Marquardt algorithm (ILMA) for solving MDS (mathematics, optimization, pattern recognition)

CM=confusion_matrix_reorder(CM)

[X, total_cost]=MDS_training(Dist,d,iter,strategy,display_f...

[X2]=MDS_encoding(X1,Dist,display_flag)

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updated 13 days ago

Monte Carlo example of the Multi-Factor coupled Commodity Forward curves Simulator by Ahmos Sansom

Implementation of the Multi-Factor multi commodity forward curve simulator (finance, mathematics, optimization)

GetCov(x, y)

LnTestofSims(mySims, LastFC, volFN, Factors)

MultiFactorForwardCurveSimulator(nSims, Seed, historicalFor...

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updated 15 days ago

Another Particle Swarm Toolbox by Sam

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

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updated 22 days ago

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)

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updated 1 month ago

Fit 2D Gaussian with Optimization Toolbox by Nathan Orloff

Fit a 2D rotated gaussian. http://en.wikipedia.org/wiki/Gaussian_function (image processing, optimization, signal processing)

fmgaussfit(xx,yy,zz)

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updated 1 month 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, m...

[obj, overall]=confMatPlot(confMat, opt)

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updated 1 month 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 1 month ago

Truss Design Optimization Based on Generative Algorithms by James Allison

Supplementary material for a WCSMO publication regarding truss design optimization. (structural design, aerospace, automotive)

D=TrussData(Coord, Con)

GAcon(x)

JacobianStresscal(D, Area)

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updated 1 month ago

Drive the induction motor with minimum losses by KATHIM Alrifai

Loss Minimization in Induction Motor Drives Using Genetic Algorithms (control design, optimization, mathematics)

Drive The Induction motor with Minimum Losses

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updated 1 month ago

MPCC Solution of Genetic Regulatory Circuit Design Problems by James Allison

Demonstration of a novel MPCC-based technique for solving gene circuit design problems. (optimization, simulation, biotech)

MPCC_con()

constraint(xd,p)

master_genecircuit()

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updated 1 month ago

CORE: Conceptual Optimization of Rotorcraft Environment by Sky Sartorius

Facilitates optimization and design space exploration in the conceptual design phase of rotorcraft. (helicopter, aerospace, rotorcraft)

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updated 1 month ago

RGDS_Practical_Guide by Ronald/Daniel

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

PK1IV1a

PK1IV1b

PK1IV1c

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updated 1 month ago

Building and Extending Portfolio Optimization Models with MATLAB by sri

Object-oriented implementations of the Portfo and the Black-Litterman approach (portfolio optimizatio..., finance, object oriented progr...)

View(varargin)

compareWeights( ExcessHistoricalReturns, ExcessImpliedRetur...

PortfolioBL

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updated 2 months ago

Trinomial tree calibration by Francesco Paolo Esposito

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

trintree_calswaption( Curve, V, Period, coin )

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updated 2 months ago

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

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updated 2 months ago

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(...

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updated 3 months ago

Broadcast_LP by Kaushik Das

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

Broadcast_LP.m

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updated 3 months ago

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

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updated 4 months ago

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)

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updated 4 months ago

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)

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updated 5 months ago

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

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updated 5 months ago

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)

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updated 5 months ago

DirLOT Toolbox by Shogo Muramatsu

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

Quick Start of DirLOT Toolbox

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...

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updated 5 months ago

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)

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updated 5 months ago

Black and Shcoles calculator by Hanan Kavitz

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

blscalculator(varargin)

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updated 6 months ago

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)

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updated 6 months 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,rho,...

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

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updated 7 months ago

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)

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updated 7 months ago

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)

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updated 7 months 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. (fmincon, gradient, patternsearch)

RunThermistorExample()

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

VEMap(x)

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updated 7 months 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. (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)

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updated 8 months ago

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)

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updated 8 months ago

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)

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updated 8 months ago

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)

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updated 9 months ago

Markowitz Efficient Frontier by Luca Beldi

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

EfficientFrontier( Assets , NumPoints, LongOnly)

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updated 9 months ago

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

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updated 9 months ago

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)

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updated 9 months ago

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,...

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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 10 months ago

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)

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updated 10 months ago

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

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updated 10 months ago

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...

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updated 10 months ago

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

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updated 11 months ago

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

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updated 11 months ago

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)

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updated 11 months ago

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)

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updated 11 months ago

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...

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updated 1 year ago

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)

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