Quantitative Finance

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

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Modeling Carbon Emissions: An Econometric Approach

著者 Akshay Paul,

In a recent webinar hosted by MathWorks, we were joined by Andy Cates, a senior economist at Haver Analytics, one of our Data Provider Partners. Sofia Ma, a senior engineer from MathWorks, and Andy… 続きを読む >>

Deep Learning in Quantitative Finance: Multiagent Reinforcement Learning for Financial Trading

著者 David Willingham,

The following blog was written by Adam Peters, Software Engineer at Mathworks.
Download the code for this example from Github here
Overview:
Financial trading optimization involves developing a… 続きを読む >>

カテゴリ: 
Artificial Intelligence,
Asset Management,
New Features,
Reinforcement Learning

Key Insights from our Executive Panel Discussion: Addressing Climate Risk through effective Stress Testing, Reporting, and Governance

著者 Akshay Paul,

Background
In the rapidly evolving landscape of financial risk management, addressing climate risk has emerged as a critical imperative. MathWorks, in collaboration with Marcus Evans, recently… 続きを読む >>

カテゴリ: 
Climate Finance

MATLAB Portfolio Backtesting – A new app now on GitHub!

著者 David Willingham,

The following blog was written by Sara Galante, Senior Finance Application Engineer at Mathworks. 
MathWorks has a new application to implement backtesting strategies available on GitHub. This custom… 続きを読む >>

カテゴリ: 
Asset Management,
Back Testing,
New Features

Top MATLAB Quantitative Finance Resources now on GitHub

著者 David Willingham,

The following blog was written by Sara Galante, Senior Finance Application Engineer at Mathworks. 
MathWorks now has a curated selection of quant finance resources using MATLAB . Whether you’re… 続きを読む >>

カテゴリ: 
Artificial Intelligence,
Asset Management,
Data Management,
Econometrics,
New Features,
Options and Derivatives,
Risk Management

Model Monitoring and Drift Detection with Modelscape

著者 Akshay Paul,

MathWorks recently hosted a webinar on Model Monitoring and Drift Detection, where Paul Peeling presented strategies for maintaining the health and fairness of deployed models using the MathWorks… 続きを読む >>

カテゴリ: 
ModelOps,
New Features

Deep Learning in Quantitative Finance: Transformer Networks for Time Series Prediction 2

著者 David Willingham,

The following blog was written by Owen Lloyd , a Penn State graduate who recently join the MathWorks Engineering Development program.
The code used to develop this example can be found on GitHub… 続きを読む >>

カテゴリ: 
Artificial Intelligence,
Deep Learning,
Forecasting,
New Features,
Time Series

Climate Risk in Finance: Insights from Our Comprehensive Executive Panel Discussion 

著者 David Willingham,

The following blog was written by Arpit Narain from the MathWorks Finance team.

1. Introduction 
In today’s financial landscape, climate risk has taken center stage, demanding the attention of… 続きを読む >>

カテゴリ: 
Climate Finance

Managing and Fine-Tuning Portfolio Optimization Workflows with Experiment Manager

著者 David Willingham,

The following blog was written by Sara Galante, Senior Finance Application Engineer at Mathworks. 
The code used to develop this example can be found on GitHub here: Managing Asset Allocation with… 続きを読む >>

カテゴリ: 
Asset Management,
New Features

The Path to Carbon Neutrality: A Time Series Approach

著者 David Willingham,

The following blog was written by Leslie Zhang, a Northeastern graduate who recently joined MathWorks Engineering Development program. This post aims to highlight the collaboration opportunities… 続きを読む >>

カテゴリ: 
Climate Finance,
New Features
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これらの投稿は著者に属するものであり、必ずしも MathWorks の見解を示すものではありません。