Which OS/file system?
Even if it is allowed by the above combination, I would strongly advise against doing so; it'll just lead to more grief in dealing with the resulting directory than the enhanced cosmetics can possibly be worth.
But, if one is bound to create such misery for oneself, simply build the name as variable with the appropriate codepage char() value embedded in the variable. Of course, you'll have to have that kludge everytime you try to do anything with the result.
The MATLAB file handling/naming functions don't understand TeX so you can't use the TeX interpreter like with text; you have to embed the codepage symbol manually into the variable.
All in all, just abadidea™
Against my better judgement...
>> badideadirname=char(916);
>> mkdir(badideadirname)
>> dir *.
. .. Δ
>>
It can be done under Win10/NTFS; I still don't recommend doing so.
