Quantitative Finance

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

Posts 1 - 10 of 19

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… 続きを読む >>

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… 続きを読む >>

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

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… 続きを読む >>

Trading Analysis in MATLAB using Python DataFrames

The following blog was written by Sara Galante, Senior Finance Application Engineer at Mathworks.
The GitHub documentation and MATLAB files are available here.

This blog demonstrates how MATLAB® and… 続きを読む >>

Modeling Carbon Emissions: An Econometric Approach

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

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 >>

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… 続きを読む >>

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… 続きを読む >>

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… 続きを読む >>

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… 続きを読む >>

Posts 1 - 10 of 19

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