Nonlinear confidence bands help you quantify forecast uncertainty in DSGE models, but they can be slow to compute. At the MathWorks Finance Conference, Kadir Tanyeri (International Monetary Fund)… 続きを読む >>

Every MATLAB release opens the door to new capabilities, better performance, and tighter integration with the platforms your team already uses. With two major releases a year and over 800… 続きを読む >>

“It [MATLAB] was used in Dynare in order to promote the accuracy and the ease of generating this model.”— Allan Wright, Manager, Central Bank of the Bahamas

Watch the Full… 続きを読む >>

In this technical session, Valerio Sperandeo, Senior Application Engineer, demonstrated how MATLAB can support financial institutions in building robust, transparent, and scalable risk models aligned… 続きを読む >>

Dynamic Stochastic General Equilibrium (DSGE) models are essential tools for policy analysis and forecasting, but estimation runs often exceed 24 hours—particularly for large-scale models or Bayesian… 続きを読む >>

Summary
Nasdaq Private Market (NPM) used MATLAB® to prototype and scale physics‑informed neural networks (PINNs) that price Special Purpose Vehicles (SPVs) with embedded carried interest and… 続きを読む >>

The 2025 MathWorks Finance Conference brought together quants, economists, financial modelers and researchers to explore how MATLAB is shaping the future of finance. Across two days, speakers shared… 続きを読む >>

The following post is from Yuchen Dong, Senior Finance Application Engineer at MathWorks.
The example featured in the blog can be found on GitHub here.
Retrieval-Augmented Generation (RAG) has… 続きを読む >>

The Fundamental Review of the Trading Book (FRTB) is reshaping how banks measure and manage market risk. Beyond replacing Value at Risk (VaR) with Expected Shortfall (ES) to better capture tail risk… 続きを読む >>

If you work with macro, markets, or policy analysis, chances are you touch FRED®—the Federal Reserve Economic Data service. The Datafeed Toolbox gives you a first-class, native connector to FRED that… 続きを読む >>