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updated 4 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 5 months ago

GPU sparse, accumarray, non-uniform grid by Stefano

performance gains above 1000x over matlab spmv can be observed with cuda compatible GPU. (sparse, gpu, spmv)

DD=KBdensity1(qq,tt,KB,nj,Ns)

P=op_accuamarray(indx,nmax)

[gnuradon,gnuiradon,qtXqxy,qxyXqt]=gnufft_init_spmv(Ns,qq...

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updated 5 months ago

MDCSTest by Daniel Herber

Flexible MATLAB benchmarking program for multiple workers, long jobs, and high memory tasks (bench, benchmark, testing)

MDCSTest(Aworkers,Bnumber,Csize)

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updated 5 months ago

GPUBench by Parallel Computing Team

Compare GPUs using standard numerical benchmarks in MATLAB. (gpu, performance, benchmark)

gpuBench()

gpuBenchApp()

gpuBenchReport( varargin )

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updated 6 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 7 months ago

Speeding Up Algorithms: When Parallel Computing and GPUs do and don't accelerate by Michael Weidman

Files and slides from the presentation of the same name. (finance, gpu, parallel)

calcProbRuin(EquitySAVal)

calcValuePayoutAndFees_GPU( ...

calcValuePayoutAndFees_VEC( ...

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updated 8 months ago

Improved Digital Image Correlation (DIC) by Elizabeth Jones

Calculate full-field displacements and strains from a set of images with a random speckle pattern. (digital image correla..., experimental mechanic..., noncontact)

...

...

...

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updated 8 months ago

ChunksProgress by Michael Litvin

Displays per-job (chunk) progress in parfor loops on the console. (progress, parfor)

ChunksProgress

testProgress.m

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updated 9 months ago

Machine Learning with MATLAB by Abhishek Gupta

These are the supporting MATLAB files for the MathWorks webinar of the same name. (blackbox modeling, nonparametric, partitional clusterin...)

ImportBankData(filename, startRow, endRow)

NNfun(X,Y)

bubbleplot(x, y, z, siz, col, shape, varargin)

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updated 9 months ago

GPU vs CPU speed test of finite difference equation by Mark Ward

Compares the speed of the parallel computing toolbox functions vs CPU for finite difference (gpu, diffusion, finite difference)

g1=heat_eqn_fdiff(centre,up,down,left,right)

test_gpu_array3.m

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updated 9 months ago

WTSI Mutational Signature Framework by Ludmil Alexandrov

Framework for deciphering signatures of mutational processes from a set of mutational catalogues (cancer genomics, mutagenesis, mutational signatures)

...

...

ThousandSep(in)

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updated 11 months ago

Navigating curves by sri

Developing Scenario Analysis Applications using Interest Rate Curve Objects in MATLAB (finance, interest rate curves, simulation)

getNewNelsonsiegelParams(oldParams, t)

getNewNelsonsiegelParamsN(oldParams, t,n)

getNewZeroRates( NSModel,params,PlottingDates )

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updated 1 year ago

Accelerating Heat Equation on the GPU by Simone Hämmerle

A GUI for comparing the performance of different implementations of the heat equation on CPU and GPU (gpu, speedup, demo)

heateqGUI(varargin)

heateq_cpu_filt(k, n, Ts, L, c,h)

heateq_cpu_ind(k, n, Ts, L, c,h)

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updated 1 year ago

MATLAB for CUDA Programmers by Daniel Armyr

This is the code used during the MATLAB for CUDA Programmers webinar (pct, gpu, image processing)

whitebalance(imageData)

whitebalance(imageData)

whitebalance(imageData)

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updated 1 year ago

Color-balance demo with GPU computing by Kye Taylor

Use GPU in MATLAB to perform white-balance operation to input image. (graphical processing ..., gpu, high performance comp...)

whitebalance(imageData)

whitebalance_cuda(imageData)

whitebalance_gpu(imageData)

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updated 1 year ago

3D trilinear interpolation using GPU by Jun Tan

3D trilinear interpolation using GPU. 20 times faster. (3d trilinear interpol..., interp3, interpolation)

interp3_gpu(x, y, z, v, xi, yi, zi)

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updated 1 year ago

MATLAB EXPO 2012 JAPAN A3 session by Ryuhei Funada

MATLAB code presented in MATLAB EXPO 2012 JAPAN A3 session (communications)

...

[nStartFlg,wrappedPctFlg,varChrCl]=...

[prmNameCl,prmValsCl,iStartReadline,iEndReadline]=...

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updated 1 year 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 1 year ago

2D and 3D Symmetric Registration using CUDA by Henry Davidge

Vanilla and Symmetric Non-Rigid Registration in 2D and 3D, parallelized using CUDA (registration, image processing, medical imaging)

register2(img1,img2,rho,lambda,maxIter,varargin)

register2Symmetric(img1,img2, rho, lambda, lambda2, maxIt...

register3(img1,img2,rho,lambda,maxIter,varargin)

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updated 2 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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