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updated 8 days ago

fminsdp by 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 24 days ago

Preclinical PKPD modeling by 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 1 month ago

ExMS-CL peptide analysis by Matthew Sochor

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

XF_peptide_anaylsis

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updated 1 month ago

Solving Optimal Control Problems using Simscape Models for State Derivatives by 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 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

Boussinesq.m

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updated 3 months ago

Tests On Simplified Vine Copulas (TOSVC) by Malte Kurz

A MATLAB toolbox for testing on simplified vine copulas (copulas, vine copulas, paircopula constructi...)

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updated 4 months ago

SaivDr Package by 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 4 months ago

RGDS_Practical_Guide by 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 5 months ago

IBimp by 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...)

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createMatrix(X)

defaultoptions()

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updated 6 months ago

Visual Sudoku by Alan Weiss

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

visualSudoku()

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updated 6 months ago

Visual Hyper Sudoku by Alan Weiss

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

hypersudokuEngine(B,ishyper)

visualHyperSudoku()

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updated 7 months ago

Chaos test by Ahmed Ben Saïda

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

chaosfn(Theta, X, L, m, q, ActiveFN)

chaostest.m

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updated 7 months ago

Deconvolution Mordenite Zeolite by 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 8 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 8 months ago

MATLAB for R Users in Computational Finance by 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 9 months ago

Optimization in MATLAB: An Introduction to Quadratic Programming by 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 9 months ago

Algorithmic Trading | Moving Average Crossover Strategy with WFAToolbox by 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 10 months 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 11 months ago

Algorithmic Trading with Bloomberg EMSX and MATLAB by 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 12 months ago

DirLOT Toolbox by 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

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

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

Light Field Toolbox v0.2 by Donald Dansereau

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

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updated 1 year 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 1 year ago

MPCC Solution of Genetic Regulatory Circuit Design Problems by 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

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 1 year ago

Lognormal Perfusion Model by 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 1 year ago

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

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

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calc_state_constraints(t, xd, xu, stateCon)

calc_zdot(x, z, v)

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updated 1 year ago

Cavendish Balance Experiment by 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 1 year ago

Black and Shcoles calculator by Hanan Kavitz

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

blscalculator(varargin)

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updated 1 year ago

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)

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updated 1 year ago

Optimal Control Using Control Vector Parameterization by 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 1 year ago

Analyzing Investment Strategies with CVaR Portfolio Optimization by 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 almost 2 years ago

Genetic Packman by 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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updated almost 2 years ago

Files for the 2012 Webinar "Tips and Tricks - Getting Started Using Optimization with MATLAB" by Seth DeLand

These are the files that were used for the demonstrations in the webinar. (optimization, global optimization, fmincon)

RunThermistorExample()

ThOptimPlotCircuit(options,state,flag,Tdata,VData,Res,ThV...

VEMap(x)

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updated almost 2 years ago

Regime Switching Model with Time Varying Transition Probabilities by Zhuanxin Ding

Code for estimating a Markov Regime Switching Model with time varying transition probabilities. (statistics, econometrics and stat...)

[Simul_Out]=MS_Regress_Sim(nr,Coeff,k,distrib)

[Spec_Out]=param2spec_tvtp(param,Spec_Tag,constCoeff,type...

[Spec_Output]=MS_Regress_Fit_tvtp(dep,indep,px,k,S,advOpt)

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updated almost 2 years ago

Matrix Decomposition by Aleksander

Positive definite correlation matrix based on spectral decomposition. Now both for .m, C and Mex (cholesky, decomposition, correlation matrix)

SpectralDP(Correlation)

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updated almost 2 years ago

genfit by Andri M. Gretarsson

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

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

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updated almost 2 years ago

Image reconstruction by Hanan Kavitz

The purpose of this demo is to reconstruct a simple picture of several polygons. (genetic algorithm, global optimization, image reconstruction)

[state,options,optchanged]=drawBestSolution(options,state...

mygaplotbestf(options,state,flag)

pop=create_func(NVARS,~,options)

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updated almost 2 years ago

Markowitz Efficient Frontier by Luca Beldi

Calculates the Markowitz Efficient Frontier (efficient frontier, mean standard deviati..., finance)

EfficientFrontier( Assets , NumPoints, LongOnly)

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updated almost 2 years ago

Uniform Filter Bank by Iman

This function can be used to design a uniform filter bank with M subbands. (optimization, signal processing, uniform filter bank)

P=P_NPR(M,m,m1)

PR_Nguyen.m

[c,ceq]=confun(h)

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updated almost 2 years ago

Surrogate Model Optimization Toolbox by Julie

Surrogate model optimization algorithm for computationally expensive global optimization problems (global optimization, surrogate model, derivativefree)

BumpinessMinSampling(Data, maxeval, Surrogate, lambda, ga...

CandValue=PredictFunctionValues(Data,Surrogate,CandPoint,...

CandidatePointSampling(Data,maxeval,Surrogate,lambda,gamm...

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updated almost 2 years ago

Co-Blade: Software for Analysis and Design of Composite Blades by Danny Sale

Analysis and design of composite blades for wind and hydrokinetic turbines (wind turbine, hydrokinetic turbine, composite blade)

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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 2 years ago

Unbounded Resolution for Function Approximation by Alan Jennings

A continuous function is optimized for varying outputs and increasing parameterization dimension (functional, optimization, interpolation)

[Cost_out,CostGrad]=CostFunc_lwr_8(Pnt,Opt)

[Out_out,OutGrad]=OutputFunc_lwr_8(Pnt,Opt)

[PointsOut]=Fmin_ConditionNum(CovIn,N,Opt)

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updated 2 years ago

Estimation of Nelson-Siegel and Svensson Models by Kamil Kladivko

Estimation of zero yield curve from coupon bond prices by Nelson-Siegel or Svensson model. (finance, nelson siegel, svensson)

NScurve(Params, Tau, Model)

NSerror.m

NSest(Bonds, ShortRates, Model, Optimization)

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updated 2 years ago

Demo: Finding an Optimal Path Using MATLAB and Optimization Toolbox by Teja Muppirala

Solve the path planning problem of going through a vector field of wind in the least possible time. (optimization, path planning, flight path)

PathOptimizationDemo.m

WayPoints_To_Path(p,METHOD,sizeX,sizeY,fineness)

calculateTimeIntermediate(x,W_x,W_y,x0,y0,AirSpeed,sizeX,...

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updated 2 years ago

Optimal Component Selection Using the Mixed-Integer Genetic Algorithm by Seth DeLand

Use the mixed-integer genetic algorithm to solve an engineering design problem. (optimization, mixed integer, genetic algorithm)

ThOptimPlot(options,state,flag,Tdata,VData,Res,ThVal,ThBe...

objectiveFunction(x,StdRes, StdTherm_Val, StdTherm_Beta,T...

tempCompCurve(x,Tdata)

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updated 2 years ago

Knapsack problem by Hanan Kavitz

A well known combinatorial problem (knapsack problem, optimization, linear programming)

knapsackGA

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