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MathWorks Quant Team

MathWorks

Con actividad desde 2017

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Asset-Liability Management using MATLAB (Code and App)
Learn how to use MATLAB to perform cash flow analysis, duration gap computation, and sensitivity analysis.

casi 4 años hace | 4 descargas |

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How to retrieve data from RavenPack Analytics (RPA)
This example aims to demonstrate how to retrieve news sentiment analysis data from RPA using MATLAB.

casi 4 años hace | 2 descargas |

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How to retrieve data from Barchart OnDemand using MATLAB
This example demonstrates the basic functionalities for retrieving data from Barchart OnDemand using MATLAB

casi 4 años hace | 1 descarga |

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Standardized Approach - Counterparty Credit Risk (SA-CCR)
This is a MATLAB example for calculating EAD based on example 1 in the annex 4a of BCBS 279

casi 4 años hace | 2 descargas |

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How to import data from Datastream Web Services using MATLAB
This example is for the video demo with the same title showing how to retrieve historical data from Datastream Web Services (DSW...

alrededor de 4 años hace | 2 descargas |

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Classifying Credit Card Default using Classification Learner
This file is to support the video demo titled "Classifying Credit Card Default using Classification Learner App"

más de 4 años hace | 6 descargas |

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Fraud Detection using Machine Learning
This file is to support a video demo titled "Fraud Detection using Machine Learning"

más de 4 años hace | 6 descargas |

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Forecasting Bitcoin Volatility using Regression Learner App
This file is for the video demo with the same title showing how to predict volatility using Regression Learner App

más de 4 años hace | 7 descargas |

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CVaR Portfolio Optimization
Conditional Value at Risk (CVaR) portfolio optimization with the PortfolioCVaR object

más de 4 años hace | 10 descargas |

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Stress Testing / Predicting Loss under Adverse Economic Conditions
Stress testing loan portfolio using economic scenarios (files for video demo)

más de 4 años hace | 5 descargas |

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Files for webinar titled "Classifying Trading Signals using Machine Learning and Deep Learning"
You will learn how to classify trading signals into "buy" or "sell" using machine/deep learning

casi 5 años hace | 4 descargas |

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Creating GARCH Models using Econometric Modeler App (File for video demo)
This is the file used in the video demo titled "Creating GARCH Models using Econometric Modeler App"

casi 5 años hace | 6 descargas |

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Files from webinar Machine Learning for Algo Trading
Demo files from (upcoming) webinar on Machine Learning for Algo Trading

alrededor de 5 años hace | 13 descargas |

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Walk-Forward Analysis (WFA) - Files for WFA webinar
The files are designed for walk-forward analysis of pair trading strategy using Bollinger Band

más de 5 años hace | 6 descargas |

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Backtesting Trading Strategies in Just 8 Lines of Code
This demo will show how to perform a strategy backtesting in just 8 lines of code.

más de 5 años hace | 6 descargas |

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Getting Started with Portfolio Optimization (Files for Video Demo)
Files for demonstrating how to perform portfolio optimization

más de 5 años hace | 13 descargas |

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Introduction to Risk Management (Files for Webinar)
The files consist of demos in consumer credit risk, corporate credit risk, and market risk.

más de 5 años hace | 3 descargas |

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How to Price Asian Option Efficiently Using MATLAB
In these files, you can learn how to speed up the simulation-based pricing like Asian options.

más de 5 años hace | 3 descargas |

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Pricing Interest Options with Negative Rates (for Video Demo)
The file is designed to demonstrate how to pricing interest rate options in negative rates

casi 6 años hace | 1 descarga |