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Quantitative Finance

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

Posts 1 - 10 of 14

結果: Econometrics

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… 続きを読む >>

The FRED Connector in Datafeed Toolbox

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 >>

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®… 続きを読む >>

GDP Nowcasting with MATLAB

What is GDP Nowcasting?
Imagine trying to drive a car while only getting speed updates every three months. That’s kind of what it’s like for central banks relying solely on quarterly GDP data to make… 続きを読む >>

The Economic Effects of Tariff Changes

The following post is from Yuchen Dong, Senior Financial Application Engineer.
The code presented in this blog can be found here.

This example demonstrates a practical tool for modeling the… 続きを読む >>

Modeling Exchange Rate Volatility

The following post is from William Mueller, Software Developer on the Econometrics Toolbox Team.

Forecasting currency exchange rates is essential to international business management. Doing so… 続きを読む >>

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 >>

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 4

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 >>

Posts 1 - 10 of 14