Accelerating the pace of engineering and science

Build a Portfolio Analysis Production Application in MATLAB using Object-Oriented Programming Techniques

Patric Schenk, MathWorks

Learn how you can use MATLAB to analyze, construct and optimize portfolios interactively, and build robust graphical point-and-click portfolio analysis applications that you can deploy throughout your organization.

Specific topics include:

  • Importing data
  • Constructing and optimizing portfolios
  • Calculating risk metrics
  • Using object-oriented programming in MATLAB to construct maintainable, robust applications.
  • Building user interfaces
  • Generating a formatted single-page report
  • Deploying standalone applications

About the Presenter: Patric Schenk received his degree in Electrical Engineering from the Berner Fachhochschule für Technik und Architektur in Burgdorf, and a degree in Software Engineering NDS/FH from the Software Schule Schweiz SWS in Bern. He has been with MathWorks since 2004 in the areas of Computational Finance, Technical Computing, Application Development and Model-Based Design.

Product Focus

  • Database Toolbox
  • Datafeed Toolbox
  • Statistics and Machine Learning Toolbox
  • Optimization Toolbox
  • MATLAB Compiler

Recorded: 2 Mar 2011