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updated 21 hours ago

bond pricer by mono

mono

compute the yield curve and price zero coupon bond (yield curve, zero coupon bond, pricing)

CIR_CompoundRate_Kalman_fmincon(input_data)

CIR_SpotRate_LSM_fmincon(input_data)

CIR_pricing(input_data,flag,r0,tau)

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updated 8 days ago

Optometrika by Yury

Yury

Fast ray tracing across lenses, prisms, and human eye (optics, optical modeling, ray tracing)

coslens( y, z, args, flag )

ellipse_draw( x0, cv, ax, angle, nvert, color )

ellipse_fill( X, Y, x0, cv, ax, angle, hard )

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updated 10 days ago

Markov Decision Processes (MDP) Toolbox by Marie-Josee Cros

Marie-Josee Cros

Functions related to the resolution of discrete-time Markov Decision Processes. (control design, toolbox, markov decision proce...)

mdp_LP(P, R, discount)

mdp_Q_learning(P, R, discount, N)

mdp_bellman_operator(P, PR, discount, Vprev)

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updated 14 days ago

PROMPT by Gaik Tamazian

Gaik Tamazian

PRotein cOnformational Motion PredicTion toolbox. (computational biology, conformational change, proteomics)

atomicmass(atomicSymbols)

circdist(X, Y)

circinterp(X, Y, nValues, shortArc)

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updated 17 days ago

GIBBON: The Geometry and Image-Based Bioengineering add-On for MATLAB by Kevin Moerman

Kevin Moerman

GIBBON: The Geometry and Image-Based Bioengineering add-On for MATLAB (bioengineering, finite element, meshing)

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updated 1 month ago

SaivDr Package by Shogo Muramatsu

Shogo Muramatsu

System object definitions for sparsity-aware image and volume data restoration (image processing, nsolt, ista)

fcn_ksvdsdiclrn(params)

mytest(testCaseStr)

saivdr.dictionary.nsolt.mexsrcs.fcn_AtomConcatenationHori...

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updated 2 months ago

Dynamic Copula Toolbox 3.0 by Manthos Vogiatzoglou

Manthos Vogiatzoglou

Functions to estimate copula GARCH and copula Vine models. (copulas, toolbox, dependence)

ARMAeq(theta, data, spec)

CalcStErrors(MyFunc, theta, data, grad, hessian, spec, so...

CopulaGARCHLogL(theta,data,spec,solver)

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updated 2 months ago

deprecated -- Light Field Toolbox v0.2 -- v0.3 now available by Donald Dansereau

Donald Dansereau

A set of tools for working with light field (aka plenoptic) imagery in Matlab (toolbox, light field, plenoptic)

compute_extrinsic_init.m

compute_extrinsic_refine.m

LFBuildLenseletGridModel( WhiteImg, GridModelOptions )

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updated 2 months ago

GPLVM-WPHM by James Barrett

James Barrett

Dimensionality reduction tool for survival (time-to-event) data. (survival analysis, gplvm, dimensionality reduct...)

gw_hyp(p, initial_x, b_wc, model)

gw_initialise(gw_options, t, E, varargin)

gw_multiple_train(gw_options_multiple, q, t, E, varargin)

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updated 2 months ago

Gaussian process regression for survival data with competing risks by James Barrett

James Barrett

Flexible non-parametric regression tool for survival data (including competing risks) (survival analysis, time to event data, gaussian process regr...)

gpcr_f_objective(f,par,model,invK,logdet)

gpcr_hyp_objective(gpcr_options,par, model)

gpcr_initialise(X,tau,E,kernel,indepR)

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updated 2 months ago

Light Field Toolbox v0.3 by Donald Dansereau

Donald Dansereau

A set of tools for working with light field (aka plenoptic) imagery in Matlab (light field, plenoptic, lytro)

compute_extrinsic_refine.m

compute_extrinsic_init.m

LFBuildLensletGridModel( WhiteImg, GridModelOptions, Debu...

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updated 2 months ago

Fitting complex analytic laws to data by means of Genetic Algorithms by Lorenzo Luini

Lorenzo Luini

The script allows to easily fit predefined complex analytical laws using Genetic Algorithms (analytical laws, fit, genetic algorithms)

FitLaw_GA(X,y,fh,Int,LB,UB)

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updated 2 months ago

Binary Genetic Algorithm Feature Selection.zip by Oluleye Babatunde

Oluleye Babatunde

Genetic Algorithm for Feature Selection (genetic algorithm, feature selection, zernike moments)

Binary_Genetic_Algorithm_Hezy_2013

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updated 3 months ago

Automated Trading with MATLAB - 2012 by Stuart Kozola

Stuart Kozola

Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. (x_trader, algorithmic trading, genetic programming)

createMSMQ()

crossover(parents,options,GenomeLength,FitnessFcn,unused,...

dsample(HLC, factor)

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updated 3 months ago

Data based modeling of nonlinear dynamic systems using System Identification Toolbox by Rajiv Singh

Rajiv Singh

Perspectives on nonlinear identification using a throttle valve modeling example. (toolbox, system identification, narmax)

throttleODE(t, x, F, c, k, K, b, varargin)

throttledemo.m

dataprep.m

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updated 3 months ago

Visual Hyper Sudoku by Alan Weiss

Alan Weiss

Solve Sudoku puzzles or Hyper Sudoku puzzles (integer programming, binary integer progra..., sudoku)

hypersudokuEngine(B,ishyper)

visualHyperSudoku()

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updated 4 months ago

Worst-Case Propagation of Uncertainty by Brad Ridder

Brad Ridder

Estimates the propagated uncertainty for a function, at a given point, with given uncertainties. (error, uncertainty, propagation)

colebrook_solve(x)

worstcase(f,x,uncertainties)

worstcase_colebrook_example

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updated 4 months ago

genfit by Andri M. Gretarsson

Andri M. Gretarsson

This is a data fitting program tailored for use in physics or other physical sciences. (data fitting, measurement, data exploration)

[fpoly3_lin,fpoly3_nonlin,fsinh_nonlin]=genfit_example1

fitresult=genfit(X,Y,fhandle,params,varargin)

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updated 4 months ago

normalMLE.m by Tyler Ransom

Tyler Ransom

Estimates heteroskedastic normal linear regression model via MLE (optimization, regression, analysis)

[like,grad]=normalMLE(b,restrMat,Y,X,W,d)

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updated 4 months ago

Chaos test by Ahmed Ben Saïda

Ahmed Ben Saïda

A test for chaotic dynamics of a noisy time series based on the Lyapunov exponent. (chaos, lyapunov exponent, bifurcation)

chaostest.m

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updated 5 months ago

Preclinical PKPD modeling by Peter Gennemark

Peter Gennemark

Classes for fundamental PKPD modeling in drug discovery (no support for a NLME modeling). (biotech, simulation, medical)

example_fit_ev_iv()

example_fit_inf()

example_readExcel_PKPD_writePowerPoint()

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updated 5 months ago

fminsdp by Carl-Johan Thore

Carl-Johan Thore

A code for solving non-linear optimization problems with matrix inequality constraints. (constrained optimizat..., matrix inequalities, nonlinear optimizatio...)

...

...

...

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updated 6 months ago

ExMS-CL peptide analysis by Matthew Sochor

Matthew Sochor

Script to analyze output from ExMS-CL (xray footprinting, oxidation rates)

XF_peptide_anaylsis

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updated 6 months ago

Solving Optimal Control Problems using Simscape Models for State Derivatives by Daniel Herber

Daniel Herber

This code replicates the results found in a tech report by the same name (brysondenham, design, control)

BrysonDenhamDerivative(t,y,u,p)

BrysonDenhamMain()

BrysonDenhamPlot(uMat,sMat,p)

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updated 7 months ago

Chebpack by Damian Trif

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

Boussinesq.m

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updated 9 months ago

RGDS_Practical_Guide by Daniel/Ronald

Daniel/Ronald

MATLAB routines for the book: "Development of Innovative Drugs via Modeling with MATLAB". (simulation, pharmaceutical, simulink)

AUC

CTSbasics.m

DDEconst

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updated 10 months ago

IBimp by Mario G.C.A. Cimino

Mario G.C.A. Cimino

An interval-based approach for business process simulation based on genetic algorithms and the BPMN (bpmn, business process opti..., business process simu...)

...

createMatrix(X)

defaultoptions()

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updated 11 months ago

Visual Sudoku by Alan Weiss

Alan Weiss

Solve Sudoku puzzles (integer linear progra..., binary integer progra..., sudoku)

visualSudoku()

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updated 1 year ago

Deconvolution Mordenite Zeolite by Nikolay Cherkasov

Nikolay Cherkasov

The program deconvolutes IR spectra of mordenites (voigt, ftir, ir)

[fittingError areaBands plots]=deconvolute3Vt(x,y,nIterat...

complexErrorFunction.m

deconvolute3VtGUI()

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updated 1 year ago

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

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 1 year ago

MATLAB for R Users in Computational Finance by Ameya Deoras

Ameya Deoras

Learn how to use MATLAB and R together to tackle your computational needs (r, rstudio, time series)

blsapp()

blsbtyval(SpotPrice, StrikePrice, RiskFreeRate, ...

blsmaincall2(Request)

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updated 1 year ago

Optimization in MATLAB: An Introduction to Quadratic Programming by Seth DeLand

Seth DeLand

Files used in "An Introduction to Quadratic Programming" Webinar (optimization, quadratic programming, nonlinear optimizatio...)

Hess(in1)

calculateValue(s0,price,inFlow,turbFlow,spillFlow,C2A,n)

createPlots(turbFlow,spillFlow,inFlow,price,s0,C2A,n)

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updated 1 year ago

Algorithmic Trading | Moving Average Crossover Strategy with WFAToolbox by WFAToolbox

WFAToolbox

The classical technical analysis strategy for an advanced algorithmic trading GUI - WFAToolbox (finance, gui, trading)

MAcross_strategy(x,price)

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updated 1 year ago

Chen correlation wall temperature calculation by Danyal Mohaddes Khorassani

Calculation of pipe wall temperature using the 1963 Chen correlation for subcooled boiling flow (heat mass, thermodynamics, chen correlation)

WallTempCalc(A,B,C,Pin,guessPwall)

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updated 1 year ago

Algorithmic Trading with Bloomberg EMSX and MATLAB by Nicole Wilson

Nicole Wilson

Files used in the webinar which can be viewed at http://www.optinum.co.za/webinars/contact_main.php (finance, demo, webinar)

constructTradingSignal(Data,M,N)

executeTrades(c, equity, signal)

generateSpacedInts(lb, ub, number)

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updated 1 year ago

DirLOT Toolbox by Shogo Muramatsu

Shogo Muramatsu

MATLAB class definitions for directional lapped orthogonal transforms (optimization, image processing, genlot)

...

...

...

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updated 1 year ago

SpinEchoMLE by Lee Potter

Lee Potter

Maximum likelihood estimator for spin echo time decay constant. (signal processing, chemistry, physics)

SpinEchoMLE(Y,two_tau,Avg,x,opt)

SpinEchoPeakEst(Y,loc,two_tau,opt)

ExampleSpinEchoMLE.m

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updated 1 year ago

Efficient Multidimensional Scaling (MDS) by Quan Wang

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 year ago

Truss Design Optimization Based on Generative Algorithms by James Allison

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 1 year ago

MPCC Solution of Genetic Regulatory Circuit Design Problems by James Allison

James Allison

Demonstration of a novel MPCC-based technique for solving gene circuit design problems. (optimization, simulation, biotech)

MPCC_con()

constraint(xd,p)

master_genecircuit()

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updated 1 year ago

Building and Extending Portfolio Optimization Models with MATLAB by sri

sri

Object-oriented implementations of the Portfo and the Black-Litterman approach (portfolio optimizatio..., finance, object oriented progr...)

View(varargin)

compareWeights( ExcessHistoricalReturns, ExcessImpliedRet...

PortfolioBL

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updated 1 year ago

Trinomial tree calibration by Francesco Paolo Esposito

This function calibrates the Hull-White trinomial tree. (finance)

trintree_calswaption( Curve, V, Period, coin )

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updated almost 2 years ago

Lognormal Perfusion Model by John Hudson

John Hudson

Fit disruption replenishment time-intensity data with the lognormal perfusion model (dynamic contrast enha..., dceus, ceus)

Wsinc(x,HW,Delay,Amp);

logperf_fit(signal_dat,t_dat,HW,guess,iterations,Fast);

logperf_model(A,mu,sigma,HW,Delay,t,Fast)

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updated almost 2 years ago

Simultaneous Plant and Control Design of an Active Automotive Suspension Using Direct Transcription by James Allison

James Allison

A toolbox for using Direct Transcription to perform combined plant and control design. (aerospace, automotive, control design)

...

calc_state_constraints(t, xd, xu, stateCon)

calc_zdot(x, z, v)

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updated almost 2 years ago

Cavendish Balance Experiment by Robert Kost

Robert Kost

This function to used for the undergraduation Cavendish gravitational experiment. (cavendish, undergraduate physics..., cavendish data reduct...)

cavendish_ver_2

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updated 2 years ago

Black and Shcoles calculator by Hanan Kavitz

Hanan Kavitz

Graphical Black and Shcoles calculator for visualizing different sensetives (bls, black and shcoles, gui)

blscalculator(varargin)

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updated 2 years ago

Mining Economics with MATLAB by David Willingham

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)

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updated 2 years ago

Optimal Control Using Control Vector Parameterization by Chang Duan

Chang Duan

An example of using control vector parameterization to solve an optimal control problem (optimal control, direct sequential met..., control vector parame...)

[topt,xopt,uopt,thetaopt]=plotopt1( x0,N,ts,dvarO,beta,rh...

[topt,xopt,uopt,thetaopt]=plotopt2( x0,N,ts,dvarO,beta,rh...

animateopt( topt,xopt,uopt,thetaopt,beta,N,rho )

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updated 2 years ago

Analyzing Investment Strategies with CVaR Portfolio Optimization by Bob Taylor

Bob Taylor

Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox. (finance, portfolio, optimization)

covered_engine(X, T, mu, sigma, ...

gbm_calibration(t0, X, t)

gbm_call_price(X0, K, r0, T, sigma)

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updated 2 years ago

Genetic Packman by Hanan Kavitz

Hanan Kavitz

A simple demonstration of Genetic Algorithm using all times favorite game. (optimization, global optimization, genetic algorithm)

[x,fval,exitFlag]=geneticPackman(cubeSize,numOfMoves,pack...

mutate_permutation(parents ,options,NVARS, ...

val=greedyPackman(field,numOfSteps)

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