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updated 1 month 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...

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

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updated 1 month 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, historicalF...

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updated 1 month 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 3 months 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 3 months ago

Drive the induction motor with minimum losses by KATHIM Alrifai

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

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updated 9 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 12 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 almost 3 years ago

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)

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updated 3 years ago

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, Night...

HedgeMinNightPeakBaseFunction(x, TotalPrice, BasePrice, P...

HedgeMinPeakBaseFunction(x, TotalPrice, BasePrice, PeakPr...

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updated 3 years ago

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)

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updated 3 years ago

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)

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updated 3 years ago

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

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updated 3 years ago

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)

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updated 3 years ago

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()

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updated 4 years ago

Analytical Target Cascading Example by James Allison

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

ATC_Demo1()

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