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Quantitative Finance

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

Posts 1 - 10 of 11

다음에 대한 결과: Artificial Intelligence

Highlights from MathWorks Finance Conference 2025

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… 더 읽어보기 >>

Build a RAG Pipeline in MATLAB: From Document Ingestion to LLM-Driven Insights

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… 더 읽어보기 >>

Building a Neural Network for Time Series Forecasting – Low-Code Workflow

The following post is from Yuchen Dong, Senior Financial Application Engineer at MathWorks.
Financial institutions forecast GDP to set capital buffers and plan stress-testing scenarios. Using MATLAB®… 더 읽어보기 >>

Physics-Informed Neural Networks (PINNs) for Option Pricing 1

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… 더 읽어보기 >>

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… 더 읽어보기 >>

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… 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 >>

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

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 >>

MathWorks Finance Conference 2023

It’s my pleasure to give everyone a sneak peek into the upcoming MathWorks Finance 2023 conference, which will be held virtually over 2 days on October 11 and 12.
You will get a chance to hear how… 더 읽어보기 >>

Reinforcement Learning as your portfolio advisor

The following post is from Ian Chie, Bowen Fang, Botao Zhang and Yichen Yao from Columbia University.
Inspiration
Let’s say you want to invest and make money. Your goal is to maximize your… 더 읽어보기 >>

Posts 1 - 10 of 11