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Matlab Finance Code

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Energy Trading & Risk Management with MATLAB Webinar Case Study

Posted on | January 8, 2015 | No Comments

MATLAB code for the generation asset risk analysis case study

Fitting with MATLAB: Statistics, Optimization, and Curve Fitting

Posted on | January 8, 2015 | No Comments

Demo code and data for the “Fitting with MATLAB” webinar

Data Driven Fitting with MATLAB

Posted on | January 8, 2015 | No Comments

Demostration code and data sets for the “Data Driven Fitting with MATLAB” webinar.

Improving MATLAB® performance when solving financial optimization problems

Posted on | January 8, 2015 | No Comments

Optimization algorithms are commonly used in the financial industry with examples including Markowitz portfolio optimization, Asset-Liability management, credit-risk management, volatility surface estimation etc. Many optimization problems involve nonlinear objective functions and constraints. These problems can be computationally expensive, especially with numerically estimated gradients. We have seen many cases where optimizations were sped up by incorporating pre-computed analytical derivatives.

2D Rotated Gaussian Fit

Posted on | January 8, 2015 | No Comments

Function will fit a 2D gaussian function. It will also find the rotation angle for the 2D gaussian.

Langmuir probe data analysis code

Posted on | January 8, 2015 | No Comments

four parameters fitting of Langmuir I-V probe data

Three parameters logistic regression – There and back again

Posted on | January 8, 2015 | No Comments

Fit data points with a three points logistic regression or interpolate data.

Five parameters logistic regression – There and back again

Posted on | January 8, 2015 | No Comments

Fit data points with a five points logistic regression or interpolate data.

Four parameters logistic regression – There and back again

Posted on | January 8, 2015 | No Comments

Fit data points with a four points logistic regression or interpolate data.

Lognormal Helpers

Posted on | January 8, 2015 | No Comments

Fitting for lognormal distributions

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