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)

Temperature forecasting by Peyman

Next 24 h temperature prediction; for each 15 minutes. (data exploration, data export, data import)

Final.m

ARMAX-GARCH-K Toolbox (Estimation, Forecasting, Simulation and Value-at-Risk Applications) by Alexandros Gabrielsen

ARMAX-GARCH-K Toolbox (agarch, statistics, apgarch)

[mu h]=egarchcore(parameters, data, ar, ma, x, p, q, y, m, ...

agarchcore(parameters, data, ar, ma, x, p, q, y, m, z, v, T...

apgarchcore(parameters, data, ar, ma, x, p, q, y, m, z, v, ...

Thomas-Fiering model for hydrology analysis by Imron Rosyadi

Thomas-Fiering model is one of some approaches of stochastic modeling. (forecasting, simulation, water)

D=buangnan(matriks)

Z=foreanfis(n_data,n_day)

Z=foreanfis2(n_data,n_day)

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)

Cointegration and Pairs Trading with Econometrics Toolbox by Stuart Kozola

Demo files from the webinar of same title. (cointegration, pairs trading, forecasting)

Demo 1: Cointegration

Intraday Pairs trading

README.M

Demo files for "MATLAB for Excel Users" webinar by Jiro Doke

This is the demo used in March 22, 2011 webinar "MATLAB for Excel Users". (excel, curve fitting, webinar)

Energy Forecast Demo

ForecastGUI(varargin)

createSurfaceFit(thisHour, thisTemp, thisPower)

Local Regression 2D by Arnout Tilgenkamp

Local Regression for 2D Data with plot/figure (finance, regression, local regression)

[y0]=MLR(X,y,span,X0,robuust)

Fan chart by Marco B.

Fan chart (fan chart, density forecasts, forecasting)

[]=FanChart(fore,hist,datefinal,datestep)

dv=createdatevec(rdate,p,indic)

Illustrate_FanChart.m

Using MATLAB to Develop Macroeconomic Models by Bob Taylor

Analyze a stylized version of the Smets-Wouters model for the United States economy. (econometrics, forecasting, econometrics toolbox)

Mackey-Glass Time Series Forecasting using Method 2 Single Stage Fuzzy Forecaster by Satvir Singh

For Mackey-Glass Time Series Forecasting : Method 2 Fuzzy Forecaster (system identification, mackeyglass, fuzzy)

fsloc(x);

mgts(n);

st1(mydata, np)

Mackey-Glass Time Series Forecasting using Method 1 Single Stage Fuzzy Forecaster by Satvir Singh

For Mackey-Glass Time Series Forecasting : Method 1 Fuzzy Forecaster (forecasting, mackeyglass, fuzzy)

mgts(nm);

st1(mydata, n)

ttsf(mydata) % Test Time Series Forecasting

Magic 8 Ball by Scott Copeland

70's novelty (70s novelty, games, prediction)

magic8ball(n)