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updated 2 months ago

Natural Gas Storage Valuation by Ameya Deoras

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

Import Analyze Natural Gas Futures Options Historical P...

Natural Gas Storage Valuation: 2. Intrinsic Spread-Optio...

Natural Gas Storage Valuation: 3. Model Calibration and V...

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updated 3 months ago

Customizable Heat Maps by Ameya Deoras

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

Heatmap Examples

heatmap(mat, xlab, ylab, textmat, 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)

Backtest Moving Average RSI Combo Strategy

Optimizing Market Risk using Copula Simulation

blsapp()

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updated 1 year ago

Natural Gas Storage Optimization & Intrinsic Valuation by Ameya Deoras

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

Intrinsic Storage Optimization

Natural Gas Storage Optimization & Intrinsic Valuation

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

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updated 2 years ago

Real-Time Stock Viewer by Ameya Deoras

Plot and analyze live market data from Bloomberg or Yahoo. (finance, modeling, analysis)

Real-Time Stock Viewer

RTviewer(varargin)

bloomRT(obj,event,Conn,ticker)

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updated 2 years ago

Graphically explore the Black-Scholes-Merton Option Pricing Model by Ameya Deoras

Visualize option price & gradient surfaces (black scholes, option, gui)

Black-Scholes-Merton Option Pricing

priceOption(S0,K,r,T,sigma)

blsOptionPricer

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updated 3 years ago

Credit Risk Modeling with MATLAB by 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

Process Control by Infernal Rage

Analysis of 1st & 2ndOrder systems using P,I,D,PI,PD,PID controllers through Step & Impulse response (control design, gui)

ProcessControl(varargin)

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updated 3 years ago

Electricity Load and Price Forecasting Webinar Case Study by Ameya Deoras

Slides and MATLAB® code for the day-ahead system load and price forecasting case study. (electricity, energy trading, model)

Electricity Load Forecasting using Neural Networks

Electricity Price Forecasting with Neural Networks

Load Forecasting using Bagged Regression Trees

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updated almost 4 years ago

Intelligent Dynamic Date Ticks by Ameya Deoras

Create plots with date-friendly data cursors and smart date ticks that scale with zooming & panning. (dates, plot, date ticks)

dynamicDateTicks(axH, link, mdformat)

setDateAxes(varargin)

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updated almost 4 years ago

Neural Network (MLP) Robot Localization by George Brindeiro

Simulation of neural robot localization using a Multi-Layer Perceptron Network. (simulation, gui, neural)

kksim(varargin)

localization_gui(varargin)

plotArrow(h,x,y,theta)

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updated almost 4 years ago

Energy Trading & Risk Management with MATLAB Webinar Case Study by Ameya Deoras

MATLAB code for the generation asset risk analysis case study (energy trading, risk, market risk)

Calibrating Simulating Natural Gas Spot Prices

Modeling Simulating Hourly Electricity

Modeling Simulating Hourly Temperature

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updated 4 years ago

Efficient Frontier GUI by 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

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

Write a cell array to a text file by Ameya Deoras

Write formatted data from a cell array to a text file (data import, data export, utilities)

fwritecell(filename, format, data)

fwritecell_example.m

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updated 4 years ago

Compare Nested Cell & Struct Arrays Recursively by Ameya Deoras

Compare two cell or struct arrays and find exactly where they differ (utility, struct, cell)

celleq(cell1, cell2, funh2string, ignorenan)

structeq(struct1, struct2, funh2string, ignorenan)

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updated 5 years ago

ASK, OOK, FSK, QPSK. Digital Modulations and demodulations in SIMULINK. by Diego Barragán

ASK, OOK, FSK, QPSK modulators and demodulators. (ask, ook, fsk)

QPSK_RX_StopFcn.m

ASK.mdl

BPSK.mdl

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updated 5 years ago

An Introduction to Dataset Arrays by Ameya Deoras

A private webinar that shows some features of dataset arrays. (dataset)

datenan(x)

generate_heatmap(data)

myScript.m

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updated 5 years ago

Algorithmic Trading with MATLAB - 2009 update by Ameya Deoras

M-file scripts and Simulink models from webinar on 28 May 2009 (algorithmic trading, high frequency, market making)

callnnpiter

ema(x,N)

emstd(X,N)

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updated 5 years ago

clickableLegend by Ameya Deoras

A legend with clickable strings that let you hide and show objects in a plot. (annotation, customization, hide)

clickableLegend(varargin)

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updated 5 years ago

Progress Meter for Execution of Tasks/Loops by Ameya Deoras

Include simple calls to PROGMETER in your code to display its progress in the command window. (waitbar, progress bar, progress text)

progmeter(x, message)

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updated 6 years ago

Simple option pricing GUI by Ameya Deoras

A GUI that presents the results of a Black-Scholes and a Monte Carlo European option pricer (finance, modeling, analysis)

optPriceVal(type, Price, Strike, Rate, Time, Vol, Yield, ...

optionpricegui2(varargin)

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updated 6 years ago

True Random Integer Generator by Ameya Deoras

Download true (not pseudo-) random numbers from random.org's generator (mathematics, general, random integer)

truerand(varargin)

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