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updated 9 months ago

GARCH,EGARCH,NAGARCH,GJR models and implicit VIX by Luis Espejo

Estimate GARCH/EGARCH/NAGARCH/GJR parameters from a time series of prices , rates and VIX value. (garch, vix, calibration)

Futures

Models

egarchmodel

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updated 2 years 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

Demo Files for "Optimizing Lookup Tables" Seminar by Teja Muppirala

Demo Files for "Optimizing Lookup Tables" Seminar (presented at MATLAB Expo 2011) (optimization, lookup tables)

makeplot(x, optimValues, state)

model(x,y)

mokuteki.m

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updated almost 3 years ago

Improving MATLABĀ® performance when solving financial optimization problems by Jorge Paloschi

Jorge Paloschi,PHD and Sri Krishnamurthy,CFA May 2011, http://www.wilmott.com/magazine.cfm (optimization, finance, symbolic)

OptimizationWithSymbolicToolboxDemo()

vectorize(s)

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updated 3 years ago

Fitting with MATLAB: Statistics, Optimization, and Curve Fitting by Richard Willey

Demo code and data for the "Fitting with MATLAB" webinar (poisson regression, logistic regression, orthogonal regression)

evalTumorWeight(t , p)

objFcn(p , tObs, drug)

CensoredData.m

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updated 3 years ago

Mathematical Modeling with MATLAB Products - webinar demo files by Dan Doherty

Demo files from March 10, 2011 webinar titled 'Mathematical Modeling with MATLAB Products' (mupad, symbolic math, surface fitting)

animateCrane(sol)

combinedEffect(x, y, IC50A, IC50B, alpha, n)

createSurfaceFit(opioid, sedative, tetany)

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updated 4 years ago

Modeling Variable Annuities with MATLAB by Yi Wang

This demo shows how to price variable annuity product (Guaranteed Minimum Withdrawal Benefit) (va, variable annuities, variable annuity)

calcGMWB(tickers, holdings, startDate, endDate, aWRate, a...

createSurfaceFit(IGWBGrid, initSAGrid, costGrid)

getEquityData(Ticker, FromDate, ToDate, Period)

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updated almost 5 years ago

Optimizing breakpoints for Tables by Richard Willey

MATLAB code to support the "Generating Optimal Tables using MATLAB" webinar. (lookup table, table, optimization)

delta2xy(delta,M,Xrange,Yrange)

objFcn(delta,M,Xrange,Yrange,refFitObj,Xr,Yr)

plotCurrentFit(x, optimValues, state, refFitObj,Xrange,Yr...

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updated 8 years ago

Improving an Engine Cooling Fan Using Design for Six Sigma Technique by Stuart Kozola

Demo files from MATLAB Digest Article "Improving an Engine Cooling Fan Using Design for Six Sigma Te (statistics, probability, six sigma)

coded2real(z,bounds)

Improving an Engine Cooling Fan Using Design for Six Sigm...

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updated 11 years ago

TechTradeTool by Stephanos-George Papadamou-Stephanides

A toolbox for calculating and optimizing technical analysis trading systems. (finance, modeling, analysis)

[bestPerf, opt1, opt2, opt3, opt4]=optimizeSys2(menuIn, s...

[bestPerf, opt1, opt2]=optimizeSys(st, tsIn, lobIdays1, u...

[plRuin]=plotpruin(NT,MT,XWO,XPL,XRF,NR);

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