Quantitative Finance

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

Posts 1 - 10 of 14

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

The following blog was written by Adam Peters, Senior Finance Application Engineer at Mathworks.
Download the code for this example from Github here
Overview:
Financial trading optimization involves… 더 읽어보기 >>

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

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… 더 읽어보기 >>

MATLAB Portfolio Backtesting – A new app now on GitHub!

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… 더 읽어보기 >>

Top MATLAB Quantitative Finance Resources now on GitHub

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… 더 읽어보기 >>

Model Monitoring and Drift Detection with Modelscape

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… 더 읽어보기 >>

Deep Learning in Quantitative Finance: Transformer Networks for Time Series Prediction 1

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… 더 읽어보기 >>

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

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… 더 읽어보기 >>

Managing and Fine-Tuning Portfolio Optimization Workflows with Experiment Manager

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… 더 읽어보기 >>

The Path to Carbon Neutrality: A Time Series Approach

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… 더 읽어보기 >>

Time Series Analysis of Trends in Global Carbon Emissions from Fossil Fuels

The following post is from Hang Qian, Software Developer on the Econometrics Toolbox Team.
Global carbon emissions have increased dramatically since 1901. However, the annual growth rates were… 더 읽어보기 >>

Posts 1 - 10 of 14

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