Quantitative Finance

Investment Management, Risk Management, Algorithmic Trading, Econometric Modeling, Pricing and Insurance

Posts 1 - 10 of 26

Modeling Exchange Rate Volatility

The following post is from William Mueller, Software Developer on the Econometrics Toolbox Team.

Forecasting currency exchange rates is essential to international business management. Doing so… read more >>

Assessing Climate Impacts on Credit Risk

We recently hosted a technical webinar focused on climate transition risk, specifically assessing climate impacts on credit risk. Elre Oldewage and Sara Galante, both application engineers at… read more >>

Simplifying Econometric Modeling with MATLAB

Econometric modeling is essential for analyzing economic data, making forecasts, and informing policy decisions, however, traditional approaches often require extensive coding expertise, making them… read more >>

Celebrating 30 Years of Dynare and Its Global Impact with MATLAB 1

As we celebrate the 30th anniversary of Dynare, we at MathWorks would like to take a moment to reflect on its influence on the global economics community. Developed by Michel Juillard, Dynare has… read more >>

Custom Portfolio Optimization: Balancing Objectives, Constraints, and Efficiency

The following blog was written by Marshall Alphonso Principal Engineer and Sara Galante, Senior Finance Application Engineer at MathWorks 
Watch the full webinar Custom Portfolio Optimization:… read more >>

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 blog can be found on GitHub here.
View the Physics-Informed Neural Networks… read more >>

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 independent and highly respected evaluation of the top 50 providers of AI-driven… read more >>

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 using automation. This blog post summarizes a white paper that we… read more >>

Highlights from the MathWorks Finance Conference 2024

The 2024 MathWorks Finance Conference brought together industry leaders to explore the evolving landscape of finance technology, with a focus on MATLAB applications. Across two days, participants… read more >>

A MATLAB Implementation of the DICE-2023 Model for Climate-Economic Analysis 3

The DICE (Dynamic Integrated model of Climate and the Economy) model has been a cornerstone for understanding the intricate interplay between economic activity and climate change. A recent… read more >>

Posts 1 - 10 of 26

These postings are the author's and don't necessarily represent the opinions of MathWorks.

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