Technical Indicators by Nate Jensen

A single function that calculates 25 different technical indicators (technical indicators, modeling, analysis)

indicators(vin,mode,varargin)

Technical Analysis Tool by Phil Goddard

GUI for viewing various simple technical analysis indicators of a time series (analysis, modeling, finance)

axislocations_set(obj)

axislocations_store(obj)

bollingerul(data,period,nstd)

Real-Time Stock Viewer by Ameya Deoras

Plot and analyze live market data from Bloomberg or Yahoo. (datafeed, finance, bloomberg)

RTviewer(varargin)

bloomRT(obj,event,Conn,ticker)

randomRT(obj,event,ticker)

All Purpose Mortgage Calculator including mortgage schedule by S B

This calculator gives you all the information you need to know while shopping for a mortgage Loan (different interest ra..., 30 year mortgage loan..., finance)

ALLMORTGAGEF(varargin)

All Purpose Mortgage Calculator including mortgage schedule

Connected Component Analysis on an Undirected Graph by Tristan Ursell

Connected component analysis on undirected graphs, with thresholding and connectivity constraints. (graph, theory, undirected)

[groups,orphans]=graph_analysis(W,varargin)

Vector Field TB by Francesco Visentin

A group of class to perform vector field (DPIV) data analysis and visualization (vector field, visualization, analysis)

(nn(:,1)<1)|(nn(:,1)>n)|(nn(:,2)<1)|(nn(:,2)>m); nn(L,:)...

conver_vortex_data(vx_data, sf_obj, varargin)

convert_vortex_data(vx_data, sf_obj, varargin)

Corresponding Points through MDL by Dirk-Jan Kroon

Minimum Description Length optimization of PCA model for 2D/3D ASM model building (mdl, minimum description l..., pca)

A=imresize3d(V,scale,tsize,ntype,npad)

AffineGradient2D( UpdateAffine,mappingdata,options)

Alpha=UniformLine(nLandmarks)

MLE by zhiguang cao

Estimate parameters and standard errors using maximium likelihood estimation (finance, modeling, analysis)

[para,standard_deviation,fv]=my_mle(fun,para0,varargin)

Using MATLAB for Bearing Fault Analysis by Roni Peer

Ball Bearings can have several faults, which result in different signals. This program shows this. (system response, frequency, fault)

[K1, K2, K3]=kurtpar(Y,t)

bearing(P, t)

bearingAnalysis(varargin)

Live audio stream analyser and voice coach by Steve Lawrence

A program that uses 'analoginput' to create a live audio stream, which is analyzed in real-time. (singing, coach, signal processing)

liveon.m

Candlesticks by Nate Jensen

Calculates the end indices of 90 different candlestick patterns (finance, analysis, modeling)

candlesticks(Open,High,Low,Close)

Framing Routines by Kamil Wojcicki

Functions for division of a vector into overlapped frames and its reconstruction back from frames. (signal processing, frames, framing)

frames2vec( frames, Ns, direction, window, synthesis )

vec2frames( vec, Nw, Ns, direction, window, padding )

demo.m

Dynamic Pooled Forecasting by Semin Ibisevic

Dynamic combined forecasting and dynamic principal component regression frameworks. (dynamic, pooled, forecasting)

combinefc(y, Yiv, type, theta, q0)

indivfc(X, y, m, rol, lag, distr)

pcafc(X, y, m, J, Zbin, rol, lag, distr)

Estimation of Structured t-Copulas by Attilio Meucci

Recursive routine to estimate structured correlation matrix and degrees of freedom (finance, modeling, analysis)

LogLik(x,Nu,Sigma)

MleRecursionForT(x,Nu,K,Tolerance)

[Nu,C]=StrucTMLE(X,K,Tolerance)

Fully Flexible Views and Stress-testing by Attilio Meucci

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

CVaR=ComputeCVaR(Units,Scenarios,Conf)

Constr=SetUpConstraints(Securities);

EfficientFrontier(X,p, Options);

Using MATLAB to Optimize Portfolios with Financial Toolbox by Bob Taylor

Scripts and data to demonstrate the new Portfolio object in Financial Toolbox. (backtesting, analysis, finance)

part1_plot(varargin)

PortfolioDemo

part1_intro.m

Parabolic SAR by Martin Kolar

calculates Parabolic SAR given high and low (indicator, technical, finance)

sar(high, low)

Analysis Modification Synthesis by Kamil Wojcicki

Short-time Fourier analysis-modification-synthesis (AMS) framework for speech processing. (signal processing, speech processing, analysis modification...)

ams(s, fs, Tw, Ts, stype)

myspectrogram(s, fs, T, w, nfft, Slim, alpha, cmap, cbar, t...

test_ams.m

frap_analysis by Peter Jönsson

Analyzes fluorescence recovery after photobleaching (FRAP) data using the Hankel transform method. (analysis, mobility, frap)

[Ir,r,R,rmax]=I_radial(N,x_cm,y_cm,Xx,Yy,I,rmax)

[dy,y_fit]=fkn_dbl_exp_fit(p,t,Fr,k)

[dy,y_fit]=fkn_dbl_exp_fit_k(p,t,Fr,k)

Efficient Frontier GUI by Ameya Deoras

Efficient frontier from Yahoo or database data. (finance, analysis, modeling)

dfdb_port_opt(varargin)

cleanMe.m

Financial Seminar Demos by Ameya Deoras

Demos commonly used at The MathWorks financial modeling seminars. (finance, modeling, portfolio var risk ma...)

PortVaRmc(nsim)

blsimpv(so,x,r,t,call,maxiter,q,tol)

blsvis(varargin)

Black-Scholes Option Value Web Application - Java/Tomcat by Sachin Nikumbh

This example code demonstrates how to access Java components generated by MATLAB Builder for Java fr (finance, modeling, analysis)

optionvalue(SpotPrice, StrikePrice, RiskFreeRate,TimeExpiry...

webvizroutine(SpotPrice, StrikePrice, RiskFreeRate,TimeExpi...

mcc_command.m

Pricing Derivatives Securities using MATLAB by Mayeda Reyes-Kattar

Examples of pricing derivatives securities using MATLAB (webinar, derivatives securitie..., finance)

optionvanilla(S,E,r,T,sigma,divYield,nSims,nSteps,type, sho...

portbrowser(varargin)

treedemonew(Command, Trees,Port,RS)

STXM Spectromicroscopy Particle Analysis Routines by Ryan Moffet

Spectromicroscopic analysis of atmospheric nanoparticles (aerosols) (chemistry, physics, nexafs)

Diffmaps(S,varargin)

InToCarbRatio=InorgMap1(S,Thresh,Mask)

LabelMat=ConstThresh(ImIn,Thresh)

Estimated time analysis by Stratis Gavves

A function that estimates the remaining and the total time inside loops. (estimated, time, analysis)

eta(cur, tot, printIt)

fSGolayFilt by Jan Simon

Fast Savitzky Golay filter as multi-threaded C-Mex (filter, analysis, smoothing)

TestfSGolayFilt(doSpeed)

fSGolayFilt(X, K, F, W, Dim)

Speech Snipper by Alan Tan

This is a GUI that manages DSP analysis functions for wav-files (e.g., speech signals). (analysis, signal processing, dsp)

pitchwatch(x,Ts)

plotps(x,Ts,N)

spect(x,Ts,wn,N)

Plot Stock Prices by Malcolm Wood

Retrieves and plots historical stock prices (prices, stocks, datafeed)

plot_prices(symbol,num_days)

chart_example.m

Harmonic Reconstruction by Ikaro Silva

Reconstruction of a signal through its estimated harmonic components. (harmonics, fundamental, periodic)

[varargout]=harmonic_est(x,varargin)

[varargout]=harmonic_recon(varargin)

Matrix Structural Analysis by Hossein Rahami

A simple function for the analysis of two- and three- dimensional frame structures (planar frame, finite element, truss)

[Q,V,R]=MSA(D)

Baseline Fit by Mirko Hrovat

A baseline fit is interpolated from selected points and then applied to the data. (baseline, analysis, peak)

bf(y,varargin)

MATLAB in Physics - Data Analysis by Matt McDonnell

The second lecture in a series on using MATLAB in undergraduate physics courses. (demo, lecture, physics)

[binEdges,N]=decayHistogram(decayTimes,varargin)

generateDecayData(sampleTime,sampleCount,halfLife,relativeA...

pendulumDE(tVals,omega0,startAngle)

PortVaR by Flavio Bazzana

VaR for portfolio stocks (value at risk, portvar, analysis)

(1./sqrt(2*pi)).*exp(-0.5.*x.^2);

-2/sqrt(2)*erfinv(1-2*p);

-sdvp(fix(l-l*p));

Newton-Raphson Loadflow by PRAVI

These matlab m files are used to calculate bus voltages and angles using Newton Raphson iterative me (analysis, newton raphson loadfl..., powerflow)

busdatas(num)

linedatas(num)

loadflow(nb,V,del,BMva)

Risk and Asset Allocation by Attilio Meucci

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

...

Addition(x,y);

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

Bar- and candle style graph for stocks by Jelle Veraa

Plots a bar graph of stock OHLC values, o (analysis, finance, bar chart)

barChartPlot(varargin)

cndlV2(varargin)

CDS pricer by Rogier Swierstra

This short routine calculates the mark-to-market price of a credit default swap. (bloomberg, analysis, finance)

cds_price(initDate, endDate, initSpread, curSpreads, discou...

Regression Analysis by Gerhard Nieuwenhuiys

Do regression analysis (curve fitting) on 2D, 3D graphs and Differential equations. (nonlinear, reaction, linear)

dregres(fstring,v,xexp,yexp,nstep,zfix);

mregres(fstring,v,xexp,yexp,zexp);

regres(fstring,v,xexp,yexp);

Developing a Financial Market Index Tracker using MATLAB OOP and Genetic Algorithms by Mark Hoyle

Files used in the webinar of the same name (finance, modeling, analysis)

CreateIndex(NumDays,NumStocks,TotalNumStocks,L,K,s,t)

GetGAData(Wts,Stocks,Dates,StartDate)

InitialiseSession

Power System Loadflow Analysis with STATCOM by PRAVI

Power System Loadflow Analysis with STATCOM. (statcom, loadflow, analysis)

bbusppg() % Returns B-bus..

busdata30()

linedata30()

GenerateAllan by Larry Stimac

Generates array of Allan Variance data with correlation times evenly distributed in log space. (cluster analysis, allan variance, script)

GenerateAllan(samp_data, log0, logM, delt_log,...

6 bar mechanism simulation and analysis by morteza ahmadi

This program simulate and analyze the 6 bar mechanism (mechanics, simulation, 6 bar)

dinamicm

dinsolve.m

Fill corners of rotated image by Vlad Atanasiu

Rotate image without making black edges. (geometric transformat..., image registration, image analysis)

imregrotate(varargin)

High resolution spectrographic routines by Sean Fulop

Files for computing the reassigned power spectrum and spectrogram, going beyond Fourier analysis (reassigned spectrogra..., power spectrum, spectral analysis)

Nelsonpower(signal, Fs, low, high)

Nelsonpower(signal, Fs, low, high)

Nelsonspec(signal, Fs, window, overlap, fftn, low, high, cl...

Simple option pricing GUI by Ameya Deoras

A GUI that presents the results of a Black-Scholes and a Monte Carlo European option pricer (blackscholes, pricing, analysis)

optPriceVal(type, Price, Strike, Rate, Time, Vol, Yield, St...

optionpricegui2(varargin)

Finding a similar valid correlation matrix by Erlend Ringstad

The function transforms a suggested matrix to a valid correlation matrix (finance, modeling, analysis)

C=validcorr(A)

Real-Time Datafeed from Yahoo! by Eric Johnson

Extension of Datafeed Toolbox's Yahoo object, allowing real-time data to be fetched (yahoo, datafeed, analysis)

builduniverse(y,s,d1,d2,p)

close(c)

display(c)

Pricing Basket Option by Abhishek Bharadwaj

Functions for pricing of a basket option (finance, modeling, analysis)

asianbasket(basketstruct,OptSpec,ExerciseDates,Settle,N,n,r...

basketset(SPrice, Sigma, Corr, Num)

basketsim(basketstruct,T,N,n,r)

CVaR optimization by Manthos Vogiatzoglou

The file provides scripts and functions to estimate the optimal portfolio by minimizing CVaR (analysis, conditional value at ..., market risk)

[fval,w]=CVaROptimization(ScenRets, R0, VaR0, beta, UB, LB...

CVaR_fmincon.m

CVaR_fmincon_variousR0.m

Typical Control System Analyst by Jie Deng

A GUI analysis tool for typical control system. (control, pid, gui)

about_ddqre(varargin)