Quantitative Finance

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

Results for: 2025

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 >>

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