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updated 12 days ago

Lynx MATLAB Toolbox by Simone

A toolbox for the design of complex machine learning experiments (machine learning, neural networks, support vector machin...)

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updated 29 days ago

Machine Learning for Mining & Metals by David Willingham

2 examples for Machine Learning for Mining, Regression & Classification (machine learning, metals, mining)



Rsquared(Y, YHat )

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updated 1 month 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 1 month ago

Automated Trading with MATLAB - 2012 by Stuart Kozola

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



dsample(HLC, factor)

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updated 5 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)


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

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updated 1 year 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)


blsbtyval(SpotPrice, StrikePrice, RiskFreeRate, ...


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updated 1 year ago

Algorithmic Trading with Bloomberg EMSX and MATLAB by Nicole Wilson

Files used in the webinar which can be viewed at (finance, demo, webinar)


executeTrades(c, equity, signal)

generateSpacedInts(lb, ub, number)

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updated 1 year 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)


calcValuePayoutAndFees_GPU( ...

calcValuePayoutAndFees_VEC( ...

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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)


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updated 3 years ago

Approaches to implementing Monte Carlo methods in MATLAB by sri

Code for the article in the September 2011 article (wilmott, monte carlo, parallel computing)




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updated almost 5 years ago

Modeling Variable Annuities with MATLAB by Yi Wang

Pricing Guaranteed Minimum Withdrawal Benefit (pricing, gmwb, variable annuities)

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

createSurfaceFit(IGWBGrid, initSAGrid, costGrid)

getEquityData(Ticker, FromDate, ToDate, Period)

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