Quantitative Finance

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

Posts 1 - 10 of 24

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… 続きを読む >>

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… 続きを読む >>

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:… 続きを読む >>

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… 続きを読む >>

MathWorks Secures Silver in Chartis RiskTech AI 50 and Excels in Key Categories

We are proud to announce that MathWorks has been ranked second overall in the inaugural Chartis RiskTech AI 50, an independent and highly respected evaluation of the top 50 providers of AI-driven… 続きを読む >>

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 3

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 >>

Posts 1 - 10 of 24

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