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updated 2 days ago

Arbitrage-Free Smoothing of the Implied Volatility Surface by Philipp Rindler

Function to smooth call option prices and implied volatilities free of static arbitrage. (implied volatility, option pricing, finance)

evaluateSpline(u, tau, g, gamma, close, strike, ...

fitSpline(v, u, g, gamma)

Arbitrage-free Smoothing of the Implied Volatility Surface

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updated 4 days 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...)

createMatrix(X)

defaultoptions()

displayObj(h)

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updated 17 days ago

CO2gui - lab control and automation by Geoffrey Akien

Software used for controlling and data logging lab equipment. (serial, rs232, communications)

CO2gui1280x1024.m

CO2guiconfig(varargin)

KB

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updated 24 days ago

Dual quaternion toolbox by Guillaume Leclercq

This toolbox provides dual quaternion methods, focusing on 3D kinematics for points and lines. (quaternion, dual quaternion, geometric algebra)

AV2dquat(AV)

DQconj(dv,WHICHCONJ)

DQinv(dq)

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updated 24 days ago

EzyFit 2.42 by Frederic Moisy

A free curve fitting toolbox for Matlab (approximation, interpolation, curve)

Discover Ezyfit: A free curve fitting toolbox for Matlab

about_ef (Ezyfit Toolbox)

axis0 (Ezyfit Toolbox)

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updated 28 days ago

DimensionedVariable Class - units support for MATLAB by Sky Sartorius

A new variable type allowing use of real-world units and dimensions with enforced unit consistency. (units, dimensioned, aerospace)

u2num( varargin )

DimensionedVariable Class for MATLAB - notes and demos

unitsOf(in)

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updated 1 month ago

PIVsuite by Jiri

package for PIV analysis from a command line (piv, fluid flow, particle image veloci...)

Example 01 - Simple usage of PIVsuite

Example 02 - Standard usage of PIVsuite

Example 03 - Advanced usage of PIVsuite

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updated 1 month ago

Solving Inverse IVPs and BVPs by Matthew Harker, Paul O'Leary,

real-time solution of inverse problems for embedded systems (ivp, bvp, inverse problems)

Test A Speed: Solution of an IVP on Arbitrary Nodes Speed...

Test C: Demonstrate the New Methor of Solving ODEs with a...

eulerODE02(x,y)

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updated 1 month ago

SaivDr Package by Shogo Muramatsu

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

fcn_ksvdsdiclrn(params)

Quickstart of SaivDr Package

mytest(testCaseStr)

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updated 1 month ago

Parse JSON text by Joe Hicklin

Convert data from JSON format to a MATLAB-usable variable. (data import, json)

From Trendy to MATLAB

Reading in JSON Strings

JSON

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updated 1 month ago

Fractional differentiation and integration by George Papazafeiropoulos

The n-th order derivative or integral of a function is calculated through Fourier series expansion. (gauss, legendre, fractional)

[an,bn]=fourier(f,a,b,numFourier,numGauss)

diffintF=fourier_diffint(f,x,deg,numFourier,numGauss)

Cubic polynomial differintegral

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updated 1 month ago

minimize by Rody Oldenhuis

Minimize constrained functions with FMINSEARCH or FMINLBFGS, globally or locally (optimization, constrained optimizat..., derivativefree optimi...)

fminlbfgs(funfcn, x_init, optim)

fminlbfgs__doc.m

minimize_demo

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updated 1 month ago

Three variables multilevel design of experiment by Ivan Brezani

Custom DoE for evaluating effect of 3 variables in 41 runs. Including visualization in 4D space. (design of experiment, 4d, visualization)

DoE_GUI(varargin)

diagonal(dir,Xmg,Ymg,Zmg,Rmg)

line3(C1, C2, P1, P2, P3, P4)

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updated 1 month ago

Elastic Response Spectra by George Papazafeiropoulos

Fast calculation of elastic response spectra (elastic, response, spectrum)

ERS.m

Fast calculation of linear Elastic Response Spectra (ERS)

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updated 1 month ago

Arc-length method by George Papazafeiropoulos

Finds the roots of a function using the arc-length method (arc length method, nonlinear equation, aders)

[R,Q,K]=function1(t)

Arc-length control method (Crisfield, 1981 and Fafard Ma...

Arc-length control method (Ritto-Correa Camotim, 2008)

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updated 1 month ago

Expectation Maximization Algorithm with Gaussian Mixture Model by Shujaat Khan

Matlab Implementation of EM Algorithm with GMM (em algorithm, gaussian mixture mode..., gmm)

gauss_dist(x,meu,sigma )

Main

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updated 1 month ago

Dicom Operator - EsmeProcess by Jun Li

EsmeProcess functions dicom image operation including viewing, drawing, writing and statistic. (dicom, mask, header)

EsmeProcess Tutorial

[meanGL1, stdGL1, meanGL2, stdGL2, ...

addmenuitems.m

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updated 1 month ago

Discrete Orthogonal Polynomial Toolbox: DOPBox Version 1.8 by Matthew Harker, Paul O'Leary,

A toolbox for discrete orthogonal polynomials and their applications to fitting, ODEs etc. (discrete orthogonal p..., polynomial approximat..., fitting)

[R Q]=rq(A)

circulant( noPoints, coeffs, option);

dop( m, n )

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updated 1 month ago

polyfitZero by Mark Mikofski

Fit polynomial to data, forcing y-intercept to zero or arb. value and slope to zero or arb. value (mathematics, modeling, data exploration)

polyfitZero example

polyfitB(x,y,degree,b)

polyfitB0(x,y,degree,b)

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updated 1 month ago

Customizable Heat Maps by Ameya Deoras

Visualize data as a heatmap with many customizable options. (visualization, heat map, color map)

heatmap(mat, xlab, ylab, textmat, varargin)

Heatmap Examples

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updated 1 month ago

hpmixed by Viktor Witkovsky

REML based fitting of the linear mixed effects models with a simple variance covariance structure (statistics)

getFisherInfApprox(lmefit,options)

getFisherInfExact(lmefit,options)

getLambda(varNames,model,dataset,options)

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updated 2 months ago

Simulation of Random Walk by QiQin Zhan

Random walk model is made to explain the Brownian motion. (simulation, random walk, brown motion)

FittingFunCurve(beta)

Simulation of random walk

Simulation of random walk

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updated 2 months ago

Digraph Datatype with Vertex labels by Steve McClure

Compute/manipulate directed graph while retaining vertex labels (dijkstra, graph theory, digraph)

Manipulating digraphs with Vertex labels

digraph

digraphAPITest

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updated 3 months ago

Newton-Raphson solver by Mark Mikofski

Yet another solver that uses the backslash function to solve a set of non-linear equations. (mathematics, optimization, data exploration)

newtonraphson_example

newtonraphson(fun, x0, options)

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updated 3 months ago

Recursive directory listing - Enhanced RDIR by Thomas Vanaret

Files and directories listing, including recursive and other special features (dir, recursive, file)

RDIR Enhanced - Examples of use

rdir(rootdir,varargin)

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updated 3 months ago

Regularization Kaczmarz Tools Version 1.0 for Matlab by Andrey Ivanov

Regularization Column version of Kaczmarz algorithmfor solving ill-posed systems (iterative projection ..., incorrect problems, regularized solution)

columnkaczmarz(A,b,K,x0,options)

Convergence of the regularized form of the Column-Kaczmar...

randcolumnkaczmarz(A,b,K,x0,options)

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updated 3 months ago

Entropy triangle by Francisco José Valverde-Albacete

A set of visual entropy-based tools to assess the performance of multiclass classifiers. (machine learning, data mining, classifier assessment)

[H_Pxy, H_Px,H_Py, EMI_Pxy, I_Pxy, I_Px, I_Py, M_Pxy]=ent...

examplePrincipe

[cen,mcc]=cen_mcc(Am)

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updated 3 months ago

adodb_tools by Jaroslaw Tuszynski

Adodb_tools allow communication with different types of databases through ADO OLEDB component. (ado, blob, data export)

ado_connection=adodb_connect(connection_str, timeout)

adodb_query(ado_connection, sql, Pref)

adodb_update_blob (ado_connection, selectRecordSql, colum...

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updated 3 months ago

URL Filter by Ned Gulley

Scrape one or more numbers off of a web page (web, html, scrape)

Examples from the Trendy Tutorial

urlfilter(url, target, numNumbers, direction)

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updated 4 months ago

geod -- yet another geodetic toolbox by Felipe G. Nievinski

Vectorized manipulation of coordinates commonly used in geodesy. (geodesy, geomatics, surveying)

add_all (a, b)

Introduction to Functional Programming with Anonymous Fun...

compute_meridian_radius (lat, ell)

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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)

blsbtyval(SpotPrice, StrikePrice, RiskFreeRate, ...

blsmaincall2(Request)

Backtest Moving Average RSI Combo Strategy

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updated 4 months ago

Tabular Expression Toolbox by Colin Eles

A tool for creating tabular expressions in Matlab/Simulink integrating checking with PVS and CVC3. (simulink, formal methods, gui)

TTdiag(varargin)

TableBlock.delete_recursive( line_handle )

TableBlock.set_block_display(block_handle,checked)

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updated 4 months ago

Natural Gas Storage Optimization & Intrinsic Valuation by Ameya Deoras

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

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

Intrinsic Storage Optimization

monthDays(dates)

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updated 5 months ago

Treemap by Joe Hicklin

Treemaps display data using the relative areas of nested rectangles. (specialized, plotting, treemap)

outline(rectangles)

Using Treemaps

plotRectangles(rectangles,labels,colors)

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updated 6 months ago

HPF - a big decimal class by John D'Errico

High precision floating point arithmetic, a new class written in MATLAB (hpf, multiple precision, big decimal)

Demo script for my High Precision Floating point decimal

DefaultDecimalBase(DBaseNew)

DefaultNumberOfDigits(NDig,varargin)

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updated 6 months ago

MATLAB Support Package for Arduino (aka ArduinoIO Package) by MathWorks Classroom Resources Team

MATLAB class and Simulink blocks for communicating with an Arduino microcontroller board (support package, arduino, duemilanove)

arduinoCleanup(customData,arduinoVar)

getSetupBlockUserData(modelHandle, arduinoVar)

msfun_arduino_analogwrite(block)

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updated 6 months ago

Example files for "Programming with MATLAB" Webinar by Jiro Doke

Example files for "Programming with MATLAB" Webinar, first delivered October 3, 2013. (programming, mathworks, webinar)

Automated Wind Turbine Data Analysis

Wind Turbine Data Analysis

WindAnalysisFcn.m

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updated 6 months ago

Table class by David Legland

A class for handling data tables together with row and column labels (statistics, data table, data exploration)

Using the Table Class

Pca

Table

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updated 6 months ago

IAPWS_IF97 functional form with no slip by Mark Mikofski

Water and steam properties and derivatives based on the IAPWS IF97. Functional form. No slip. (control design, simulation, chemistry)

IAPWS_IF97 Example

IAPWS_IF97(fun,in1,in2)

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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)

Bloomberg EMSX API: Simple Examples

constructTradingSignal(Data,M,N)

executeTrades(c, equity, signal)

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updated 7 months ago

MSKCC CGDS Cancer Genomics Toolbox by Erik Larsson

Functions for retrieving data from the Cancer Genomics Data Server (CGDS) at MSKCC cBio. (biology, genomics, medical)

getcancerstudies(cgdsURL, varargin)

getcaselists(cgdsURL, cancerTypeId, varargin)

getclinicaldata(cgdsURL, caseListId, varargin)

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updated 7 months ago

Android Sensor support from MATLAB by MathWorks Mobile Sensor Connectivity Team

Use MATLAB to acquire sensor data from built-in sensors on your Android device. (android, mobile sensor, accelerometer)

Capturing Azimuth, Pitch, and Roll Example

MobileSensorExplorer(deviceType)

Capturing and Mapping GPS Example

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updated 7 months ago

iPhone and iPad Sensor support from MATLAB by MathWorks Mobile Sensor Connectivity Team

Use MATLAB to acquire sensor data from built-in sensors on your iPhone or iPad. (iphone, ipad, mobile sensor)

Capturing Azimuth, Pitch, and Roll Example

MobileSensorExplorer(deviceType)

Capturing and Mapping GPS Example

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updated 7 months ago

Commodities Trading with MATLAB by Anshuman Mishra

Demos from the 'Commodities Trading with MATLAB' webinar - July 25, 2013. (algorithmic trading, automated trading, trading)

ComputeCrossSectionalStrategy( CommodityTypes, mainContai...

Commodities Trading with MATLAB - Backtesting with varyin...

ComputeCrossSectionalMomentum(params)

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updated 7 months ago

KPIB: Kenny-Purpose Interface Bus by M. A. Hopcroft

KPIB operates laboratory instruments that are controlled by GPIB or serial port interfaces. (instrument control, measurement, keysight)

TCF_res(tools,temp_profile,boardnum,center,spans,verbose)

elt=etime2(date1,date2)

measure_res(tools,center,spans,average,avenum,verbose)

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updated 7 months ago

Objects/Faces Detection Toolbox by Sebastien PARIS

Objects/Faces detection using Local Binary Patterns and Haar features (faces detection, boosting, haar)

G=gauss(x,sigma)

auroc(tp, fp)

basicroc.m

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updated 7 months ago

Gaussian-log-Gaussian modelling of wavelets by Robert Jacobsen

Code related to paper on wavelet modelling. (wavelets, em algorithm)

EM_root( theta, w, direction, N, max_itr, noise_dev, conv...

Fit GLG and GFM models to image

Remove noise from image

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updated 7 months ago

cloudPlot by Daniel Armyr

A function to plot the distribution of 2-dimensional data. (plot, cloud, visualize)

cloudPlot( varargin)

demo

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updated 8 months ago

DirLOT Toolbox by Shogo Muramatsu

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

...

...

...

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updated 8 months ago

Hiding multiple Text pages into a Color image by Cherma Rajan A

This program can embed/hide maximum of six monochrome Text pages into a Color image without loss. (color, watermarking, text hiding)

altertxt(im_tx1,im_tx2)

extracttxt(im)

HIDING MULTIPLE TEXT PAGES INTO A COLOR IMAGE

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