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)

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...

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)

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)

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

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)

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)

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)

UK Power Value Neutral hedge by Ahmos Sansom

Example of a value neutral hedge for the UK power (electricity) markets. (optimization, mathematics, finance)

HedgeMinNightBaseFunction(x, TotalPrice, BasePrice, NightPr...

HedgeMinNightPeakBaseFunction(x, TotalPrice, BasePrice, Pea...

HedgeMinPeakBaseFunction(x, TotalPrice, BasePrice, PeakPric...

Term Structure of Volatility Calibration by Ahmos Sansom

Derives term structure parameters used in Commodity pricing (mathematics, finance, optimization)

ReturnsLFMin(x,returns,t,TermType)

TermFunMin(x,t,LocalVol,TermType)

sigma=TermFun(x,t,TermType)

Solving non-linear and linear simultaneous equations with fsolve by Bruce Raine

solvesimul.m solves non-linear and linear simultaneous equations. (fsolve, optimization, mathematics)

solvesimul(a,b,a1,b1,A,B)

Salvaging a Linear Correlation Matrix by Ahmos Sansom

Finds the nearest correlation Matrix using the Hypershere or Spectral decomposition methods (finance, mathematics)

HypersphereDecomp(InMat, Tol, minOption)

SpectralDecomp(InMat)

CorrelationExample.m

Nonlinear Finite Difference Method by Ernesto Momox Beristain

The Finite Difference Method is employed for solving a nonlinear boundary value problem. (finitedifference, nonlinear, boundaryvalue)

f(x,y,yp)

nonlinearBVP_FDM(a,b,alpha,beta)

systemNxN(w,x,h,alpha,beta)

Analytical Target Cascading Example With Coupling Variables by James Allison

A simple optimization problem is used to illustrate ATC with coupling variables. (aerospace, automotive, demo)

ATC_Demo2()

Analytical Target Cascading Example by James Allison

A simple optimization problem is used to illustrate Analytical Target Cascading. (optimization, aerospace, automotive)

ATC_Demo1()