ISO 8601 Date String to Serial Date Number by Stephen Cobeldick

Convert an ISO 8601 Date String to a Serial Date Number. Auto-detect or select timestamp style. (calendar date, date, datenum)

datenum8601(str,tok)

Linear regression with statistics for multiple category data by Soumya Banerjee

This function does linear regression with statistics for multiple category data (OLS and RMA) (aerospace, automotive, biotech)

regress_plot_twocategories

Unprotect Excel sheet by rasam aliazizi

unprotecting a password protected sheet in excel, function requires a password to do that. (finance, gui, signal processing)

ProtecStatus2(Excel, password)

test1()

Speeding Up Optimization Problems with Parallel Computing by Stuart Kozola

Files from the webinar: Speeding up optimization problems with parallel computing (aerospace, automotive, demo)

Electron Problem Optimization

First Order Reliability Method using a Simulink Flutter Mod...

computebestportfolioPCT(expRet,expCov,portSize,targetRet)

Plots a surface coloring by layers (using contour curves) by Rafael Palacios

Creates a surface and applies color by layers. Different elevation levels are clearly identified. (surface coloring, elevation, contour)

[s m]=surflayers(X,Y,Z,layers)

Heston Option Pricer by Rodolphe Sitter

Compute European call option price using the Heston model and a conditional Monte-Carlo method (heston, blackscholes, call)

Heston(S0, r, V0, eta, theta, kappa, strike, T, M, N)

Cheque Number Reader by Niraj Meegama

The program will read the scanned image of the bank cheque and read the cheque number (image processing, matrix, finance)

cutCheque.m

Steepest descent method by Bapi Chatterjee

It solves an optimization problem by steepest descent method. (steepest descent, convex, minimization)

steepestdescent.m

convexchecker by Bapi Chatterjee

It checks real valued multidimensional function, whether it is convex. (optimization, finance, convex)

convexchecker.m

Plot Some Paths by Rodolphe Sitter

This application allows you to generate and visualize some random paths (brownian, finance, generate)

PlotPaths(varargin)

Bimatrix Game by Bapi Chatterjee

The bimat.m solves a bimatrix game represented by two matrices M and N . (bimatrix, matrix, optimization)

[A,B,a,b,iterations,err,ms]=bimat(M,N)

Kernel Regression Toolbox 1.0 by Tim Gebbie

Implementation of kernel regression. (finance, modeling, analysis)

Contents.m

kr_test_001.m

krexample.m