Alex Roumi

MathWorks

Last seen: 3 meses hace | Con actividad desde 2019

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Responding to SR 26-2: From Strategic Interpretation to Practical Evidence | Part 2 of 4
Where SR 26-2 Creates Flexibility—and Where It Does Not The opportunity is real, but it is narrower, more conditional, and...

1 día hace

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Responding to SR 26-2: From Strategic Interpretation to Practical Evidence | Part 1 of 4
SR 26-2 Did Not Lighten the Load. It Moved the Burden of Proof. The real change is not the shorter guidance. It is the...

9 días hace

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Version Control for Economic Models
A Practical Guide to Git in MATLAB   The Problem You Already Have You know the folder. Somewhere on your machine there...

alrededor de 1 mes hace

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From EViews to MATLAB in One Line: Reading Workfiles Directly
Economists often keep years of work in EViews workfiles: macroeconomic series, model estimates, and curated panel data. The...

alrededor de 2 meses hace

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Portfolio Optimization with Target Factor Exposures
A practical MATLAB walkthrough comparing tracking error and exact exposure approaches. When you build a factor-based...

3 meses hace

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Prototype Time-Series Forecasts with Deep Learning—Without Writing Code
Expert Contributor: Dr. Yuchen Dong Yuchen is a Senior Application Engineer at MathWorks focusing on customers in the...

3 meses hace

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Run Dynare at Scale on Databricks with Interactive MATLAB
Expert Contributor: Dr. Eduard Benet Cerdà Edu is a Senior Application Engineer at MathWorks advising customers in the...

4 meses hace

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What’s New in MATLAB R2026a for Economists
R2026a covers a lot of ground for economists—Bayesian state-space estimation, macro-scale forecasting, climate and physical...

4 meses hace

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CRISK: A Market‑Based Framework for Quantifying Climate Risk in Banking
Effective risk management increasingly requires understanding how climate‑related factors can influence market valuations...

5 meses hace

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Systemic Risk Modeling with MATLAB: Tools and Techniques for Central Banks
Systemic risk modeling is essential for central banks as financial systems grow more interconnected and vulnerable to...

5 meses hace

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Refining Macroeconomic Forecasting with MATLAB Techniques
Nonlinear confidence bands help you quantify forecast uncertainty in DSGE models, but they can be slow to compute. At the...

5 meses hace

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Upgrading MATLAB: What You Gain and How to Get There
Every MATLAB release opens the door to new capabilities, better performance, and tighter integration with the platforms...

5 meses hace

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Central Bank of The Bahamas Uses MATLAB and Dynare to Model Climate and Tourism Shocks
“It [MATLAB] was used in Dynare in order to promote the accuracy and the ease of generating this model.”— Allan Wright,...

6 meses hace

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Credit and Market Risk Management: From Risk Modeling to Regulatory Compliance
In this technical session, Valerio Sperandeo, Senior Application Engineer, demonstrated how MATLAB can support financial...

8 meses hace

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Speeding Up Dynare Models: Practical Paths to Performance Gains
Dynamic Stochastic General Equilibrium (DSGE) models are essential tools for policy analysis and forecasting, but...

8 meses hace

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Pricing Special Purpose Vehicles with Physics‑Informed Neural Networks at Nasdaq Private Market
Summary Nasdaq Private Market (NPM) used MATLAB® to prototype and scale physics‑informed neural networks (PINNs) that price...

9 meses hace

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Highlights from MathWorks Finance Conference 2025
The 2025 MathWorks Finance Conference brought together quants, economists, financial modelers and researchers to explore...

9 meses hace

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Build a RAG Pipeline in MATLAB: From Document Ingestion to LLM-Driven Insights
The following post is from Yuchen Dong, Senior Finance Application Engineer at MathWorks. The example featured in the...

10 meses hace

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Navigating FRTB: Standardized vs Internal Models – and the Role of Scriptable Risk Engines
The Fundamental Review of the Trading Book (FRTB) is reshaping how banks measure and manage market risk. Beyond replacing...

10 meses hace

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The FRED Connector in Datafeed Toolbox
If you work with macro, markets, or policy analysis, chances are you touch FRED®—the Federal Reserve Economic Data service....

11 meses hace

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Analyzing the Financial Risks of Wildfires
We recently hosted a technical webinar focused on analyzing the financial risks of wildfires. Akshay Paul and Yuchen Dong...

11 meses hace

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Building a Neural Network for Time Series Forecasting – Low-Code Workflow
The following post is from Yuchen Dong, Senior Financial Application Engineer at MathWorks. Financial institutions forecast...

alrededor de 1 año hace

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GDP Nowcasting with MATLAB
What is GDP Nowcasting? Imagine trying to drive a car while only getting speed updates every three months. That’s kind of...

alrededor de 1 año hace

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Modeling Physical Climate Risk Across Financial Portfolios
Financial institutions are reassessing long-term risk models as physical climate events like hurricanes, floods, and...

alrededor de 1 año hace

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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...

más de 1 año hace

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2nd Biennial Macroeconometric Caribbean Conference
MathWorks was recently invited to the 2nd Biennial Macroeconometric Caribbean Conference in Nassau, Bahamas, organized by...

más de 1 año hace

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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...

más de 1 año hace

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Modeling Exchange Rate Volatility
The following post is from William Mueller, Software Developer on the Econometrics Toolbox Team. Forecasting currency...

más de 1 año 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...

más de 1 año 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,...

más de 1 año hace

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