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updated 7 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 12 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 15 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 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

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

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 4 months ago

Natural Gas Storage Valuation by Ameya Deoras

Ameya Deoras

Demos and files from the webinar (energy trading, energy risk, commodities)

plot2svg.m

plot2svgstring.m

getLocalDateFormat.m

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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 8 months ago

Markov_Copula_code.zip by Osvaldo Silva Filho

Osvaldo Silva Filho

Markov Switching Copula Model (markov switching, copulas, dependence dynamics)

Clayton_tvp1_CL(theta,data,kappabar)

bivt_tvp1_CL(theta,Zdata,rhobar)

markovclayton_LLF(kappa,data,thetabar)

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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 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

Natural Gas Storage Optimization & Intrinsic Valuation by Ameya Deoras

Ameya Deoras

Calculate optimal injection/withdrawal schedules for gas storage facility (energy trading)

createConstraints(facility, N, daysInMonth, startVol, end...

monthDays(dates)

plotResults(solution, facility, startVol, endVol)

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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

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

Content Based Image Retrieval by Chez

Chez

Simple content based image retrieval for demonstration purposes. Either using knn or classification (image retrieval, content based image r..., classification)

L1(numOfReturnedImages, queryImageFeatureVector, dataset)

L2(numOfReturnedImages, queryImageFeatureVector, dataset,...

[obj, overall]=confMatPlot(confMat, opt)

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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 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

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

Regime Switching Model with Time Varying Transition Probabilities by Zhuanxin Ding

Zhuanxin Ding

  • 1 file
  • 112 downloads
  • 4.66667

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 2 years ago

Matrix Decomposition by Aleksander

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 2 years ago

Surrogate Model Optimization Toolbox by Julie

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 2 years ago

Fit distributions to censored data by Leonidas Bantis

Leonidas Bantis

Fits distributions to data when left and/or right and/or interval censoring is present (distribution, fit, censoring)

evfitc.m

expfitc.m

gamfitc.m

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updated 2 years ago

Accelerated Failure Time (AFT) models by Leonidas Bantis

Leonidas Bantis

Fits accelerated failure time models in the presence of right and/or left censoring. (accelerated failure t..., aft, survival analysis)

[pars covpars SE CI Zscores pvalues gval exitflag hess fm...

[pars covpars SE CI Zscores pvalues gval exitflag hess fm...

[pars covpars SE CI Zscores pvalues gval exitflag hess fm...

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updated 2 years ago

SCOPE: interactively tabulate SEER excel variables by Rex Cheung

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 3 years ago

Credit Risk Modeling with MATLAB by Ameya Deoras

Ameya Deoras

These are the supporting MATLAB files for the MathWorks webinar of the same name. (credit risk, transition matrices, var)

...

Credit_Rating(newData)

GetMigrationFtsCell(id,date,numRating)

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updated 3 years ago

Toolkit on Econometrics and Economics Teaching by Hang Qian

Hang Qian

Many MATLAB routines related to econometrics, statistics and introductory economics teaching. (econometrics, bayesian statistics, economic diagrams)

ADAPT_REJECT_SAMPLE.m

AGGREGATE_GIBBS1.m

AGGREGATE_ML1.m

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updated 3 years ago

Using MATLAB to Optimize Portfolios with Financial Toolbox by Bob Taylor

Bob Taylor

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

part1_plot(varargin)

PortfolioDemo

part1_intro.m

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updated almost 4 years ago

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

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 4 years ago

Portfolio Optimizer Tool by Patric Schenk

Patric Schenk

Portfolio Optimizer Tool (data import, finance, gui)

portfoliotool(varargin)

ExcelReport

Portfolio

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updated 4 years ago

LinStats by Michael Boedigheimer

Michael Boedigheimer

Statistical analysis (ANOVA,…) and plotting of fixed and mixed effects models using modern methods (statistics, gui, optimization)

blkrepmat( type, c, q )

center(X, V, dim)

coeff2eqn( coeffs, var_names, skipzeros, parens )

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updated 4 years ago

Algorithmic Trading with MATLAB - 2010 by Stuart Kozola

Stuart Kozola

Files from the November 18, 2010 webinar. (algorithmic trading, trading, moving average)

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

fitness(pop,indicator,price,scaling,cost)

importfile(fileToRead1)

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updated 4 years ago

Efficient Frontier GUI by Ameya Deoras

Ameya Deoras

Efficient frontier from Yahoo or database data. (finance, modeling, analysis)

dfdb_port_opt(varargin)

cleanMe.m

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updated 4 years ago

Financial Seminar Demos by Ameya Deoras

Ameya Deoras

Demos commonly used at The MathWorks financial modeling seminars. (finance, modeling, analysis)

PortVaRmc(nsim)

blsimpv(so,x,r,t,call,maxiter,q,tol)

blsvis(varargin)

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updated 4 years ago

Pricing Derivatives Securities using MATLAB by Mayeda Reyes-Kattar

Mayeda Reyes-Kattar

Examples of pricing derivatives securities using MATLAB (finance, modeling, analysis)

optionvanilla(S,E,r,T,sigma,divYield,nSims,nSteps,type, s...

portbrowser(varargin)

treedemonew(Command, Trees,Port,RS)

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updated almost 5 years ago

Desenvolvimento de Aplicacoes com MATLAB by Elia Matsumoto

Elia Matsumoto

Slides and demo files from the webinar "Desenvolvimento de Aplicacoes com MATLAB" (matlab, portuguese, live webinar)

ButterflyValue=Butterflyval(OptionProps)

Butterflysurf(OptionProps)

CelltowerGUI()

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updated almost 5 years ago

Modeling Variable Annuities with MATLAB by Yi Wang

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 5 years ago

Non-linear regression GUI by Pablo Marín

Pablo Marín

This GUI solves model-based non-linear regression problems of the univariate and multivariate form. (statistics, optimization)

nlinreg(varargin)

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updated 5 years ago

Dynamic Copula Toolbox 2.0 by Manthos Vogiatzoglou

Manthos Vogiatzoglou

functions to estimates various copula models via MLE (copula garch, copula vines, gaussian copula graph...)

CopulaSpec=setCopulaLLinputs(dimension)

CopulaSpec=setCopulaVineLLinputs(dimension)

CopulaToolboxTutorial

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updated 5 years ago

Automated Failure Boundary Mapping by Stuart Kozola

Stuart Kozola

Demo files from July 21, 2009 webinar (statistics, optimization, clustering)

boundaryArea(Y,X,lb,ub,limitFunction)

boundarySearch(X0,lb,ub,limitFunction, varargin)

findPeak(t,y)

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updated 5 years ago

Using MATLAB(R) and the Statistics ToolboxTM for Design for Six Sigma (DFSS) by Dan Doherty

Dan Doherty

M-files used in the webinar held on November 2, 2005 (statistics, probability, design for six sigma)

x=coded2real(z,bounds)

Fandemo.m

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updated 5 years ago

Dynamic Copula Toolbox version 1 by Manthos Vogiatzoglou

Manthos Vogiatzoglou

Estimation and simulation of Copula - GARCH and Copula Vines (copulas, vines, dynamic dependence)

CompositeLLNCopula(theta,data,corrspec,optimizer,method)

CompositeLLTCopula(theta,data,corrspec,optimizer,method)

LTriangmat2vec=vecl(x)

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updated almost 6 years ago

MATLAB no Desenvolvimento de Modelos para Financas by Elia Matsumoto

Elia Matsumoto

Slides and demo files using Brazilian market data. (webinar, matlab, financial modeling)

GP(varargin)

GP_Aversao( )

GP_Inic( )

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updated almost 6 years ago

Risk and Asset Allocation by Attilio Meucci

Attilio Meucci

Software for quantitative portfolio and risk management (finance, modeling, analysis)

...

Addition(x,y);

Adendotd(dense, d, sparAd, Ablk, blkstart)

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updated 6 years ago

Developing a Financial Market Index Tracker using MATLAB OOP and Genetic Algorithms by Mark Hoyle

Mark Hoyle

Files used in the webinar of the same name (finance, modeling, analysis)

CreateIndex(NumDays,NumStocks,TotalNumStocks,L,K,s,t)

GetGAData(Wts,Stocks,Dates,StartDate)

InitialiseSession

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updated 6 years ago

Sampling from multivariate correlated binary and poisson random variables by Philipp Berens

Philipp Berens

These Matlab functions can be used to generate multivariate correlated binary variables, and correl

DGAnyMarginal(pmfs,Sigma,supports,Nsamples)

EstimateDiscreteJoint(A)

PoissonMarginals(means,acc)

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