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Quantitative Finance

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

搜索结果: Forecasting

Speeding Up Dynare Models: Practical Paths to Performance Gains

Dynamic Stochastic General Equilibrium (DSGE) models are essential tools for policy analysis and forecasting, but estimation runs often exceed 24 hours—particularly for large-scale models or Bayesian… 更多内容 >>

Pricing Special Purpose Vehicles with Physics‑Informed Neural Networks at Nasdaq Private Market

Summary
Nasdaq Private Market (NPM) used MATLAB® to prototype and scale physics‑informed neural networks (PINNs) that price Special Purpose Vehicles (SPVs) with embedded carried interest and… 更多内容 >>

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… 更多内容 >>

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®… 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 >>

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… 更多内容 >>