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Accelerating Asset Management with ModelOps: From Model Building to Monitoring
Asset management quants face complex data environments, tight timelines, and the constant pressure to translate models into...
1 día hace
Publicado
2nd Biennial Macroeconometric Caribbean Conference
MathWorks was recently invited to the 2nd Biennial Macroeconometric Caribbean Conference in Nassau, Bahamas, organized by...
21 días hace
Publicado
The Economic Effects of Tariff Changes
The following post is from Yuchen Dong, Senior Financial Application Engineer. The code presented in this blog can be found...
alrededor de 1 mes hace
Publicado
Modeling Exchange Rate Volatility
The following post is from William Mueller, Software Developer on the Econometrics Toolbox Team. Forecasting currency...
alrededor de 2 meses hace
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Assessing Climate Impacts on Credit Risk
We recently hosted a technical webinar focused on climate transition risk, specifically assessing climate impacts on credit...
alrededor de 2 meses hace
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Simplifying Econometric Modeling with MATLAB
Econometric modeling is essential for analyzing economic data, making forecasts, and informing policy decisions, however,...
alrededor de 2 meses hace
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Celebrating 30 Years of Dynare and Its Global Impact with MATLAB
As we celebrate the 30th anniversary of Dynare, we at MathWorks would like to take a moment to reflect on its influence on...
2 meses hace
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Custom Portfolio Optimization: Balancing Objectives, Constraints, and Efficiency
The following blog was written by Marshall Alphonso Principal Engineer and Sara Galante, Senior Finance Application...
3 meses hace
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Physics-Informed Neural Networks (PINNs) for Option Pricing
The following post is from Jue Liu from Columbia University and Yuchen Dong from MathWorks. The example featured in the...
4 meses hace
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MathWorks Secures Silver in Chartis RiskTech AI 50 and Excels in Key Categories
We are proud to announce that MathWorks has been ranked second overall in the inaugural Chartis RiskTech AI 50, an...
5 meses hace
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Accelerating Model Deployment in Financial Institutions with Automation
Today’s topic is one that’s really making waves in the financial world these days: speeding up the deployment of models...
5 meses hace
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Highlights from the MathWorks Finance Conference 2024
The 2024 MathWorks Finance Conference brought together industry leaders to explore the evolving landscape of finance...
5 meses hace
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A MATLAB Implementation of the DICE-2023 Model for Climate-Economic Analysis
The DICE (Dynamic Integrated model of Climate and the Economy) model has been a cornerstone for understanding the intricate...
6 meses hace
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Trading Analysis in MATLAB using Python DataFrames
The following blog was written by Sara Galante, Senior Finance Application Engineer at Mathworks. The GitHub documentation...
6 meses hace
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Modeling Carbon Emissions: An Econometric Approach
In a recent webinar hosted by MathWorks, we were joined by Andy Cates, a senior economist at Haver Analytics, one of our...
7 meses hace
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Deep Learning in Quantitative Finance: Multiagent Reinforcement Learning for Financial Trading
The following blog was written by Adam Peters, Software Engineer at Mathworks. Download the code for this example from...
11 meses hace
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Key Insights from our Executive Panel Discussion: Addressing Climate Risk through effective Stress Testing, Reporting, and Governance
Background In the rapidly evolving landscape of financial risk management, addressing climate risk has emerged as a...
alrededor de 1 año hace
Enviada
MATLAB Deep Learning Model Hub
Discover pretrained models for deep learning in MATLAB
alrededor de 1 año hace | 5 descargas |
Publicado
MATLAB Portfolio Backtesting – A new app now on GitHub!
The following blog was written by Sara Galante, Senior Finance Application Engineer at Mathworks. MathWorks has a new...
alrededor de 1 año hace
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Top MATLAB Quantitative Finance Resources now on GitHub
The following blog was written by Sara Galante, Senior Finance Application Engineer at Mathworks. MathWorks now has a...
alrededor de 1 año hace
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Model Monitoring and Drift Detection with Modelscape
MathWorks recently hosted a webinar on Model Monitoring and Drift Detection, where Paul Peeling presented strategies for...
alrededor de 1 año hace
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Deep Learning in Quantitative Finance: Transformer Networks for Time Series Prediction
The following blog was written by Owen Lloyd , a Penn State graduate who recently join the MathWorks Engineering...
alrededor de 1 año hace
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Climate Risk in Finance: Insights from Our Comprehensive Executive Panel Discussion
The following blog was written by Arpit Narain from the MathWorks Finance team. 1. Introduction In today’s financial...
más de 1 año hace
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Managing and Fine-Tuning Portfolio Optimization Workflows with Experiment Manager
The following blog was written by Sara Galante, Senior Finance Application Engineer at Mathworks. The code used to develop...
más de 1 año hace
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The Path to Carbon Neutrality: A Time Series Approach
The following blog was written by Leslie Zhang, a Northeastern graduate who recently joined MathWorks Engineering...
más de 1 año hace
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Time Series Analysis of Trends in Global Carbon Emissions from Fossil Fuels
The following post is from Hang Qian, Software Developer on the Econometrics Toolbox Team. Global carbon emissions have...
más de 1 año hace
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MathWorks Finance Conference 2023
It’s my pleasure to give everyone a sneak peek into the upcoming MathWorks Finance 2023 conference, which will be held...
más de 1 año hace
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Reinforcement Learning as your portfolio advisor
The following post is from Ian Chie, Bowen Fang, Botao Zhang and Yichen Yao from Columbia University. Inspiration Let’s say...
más de 1 año hace
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Quantum Computing for Optimizing Investment Portfolios
The following post is from Sofia Ma, Senior Engineer for Finance Quantum computing is a cutting-edge field of study that...
casi 2 años hace
Publicado
The evolution of Quantitative Finance in MATLAB (What’s New)
Hi Everyone, I would like to welcome you to our new blog on Quantitative Finance. To kick things off, I’d like to give an...
casi 2 años hace
