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Quantitative Finance

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

Posts 1 - 10 of 11

搜索结果: Econometrics

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… 更多内容 >>

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… 更多内容 >>

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… 更多内容 >>

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… 更多内容 >>

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… 更多内容 >>

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… 更多内容 >>

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… 更多内容 >>

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… 更多内容 >>

Time Series Analysis of Trends in Global Carbon Emissions from Fossil Fuels

The following post is from Hang Qian, Software Developer on the Econometrics Toolbox Team.
Global carbon emissions have increased dramatically since 1901. However, the annual growth rates were… 更多内容 >>

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… 更多内容 >>

Posts 1 - 10 of 11