Quantitative Finance

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

Posts 1 - 10 of 14

結果: New Features

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 >>

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 >>

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… 続きを読む >>

MATLAB Portfolio Backtesting – A new app now on GitHub!

The following blog was written by Sara Galante, Senior Finance Application Engineer at Mathworks. 
MathWorks has a new application to implement backtesting strategies available on GitHub. This custom… 続きを読む >>

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… 続きを読む >>

Model Monitoring and Drift Detection with Modelscape

MathWorks recently hosted a webinar on Model Monitoring and Drift Detection, where Paul Peeling presented strategies for maintaining the health and fairness of deployed models using the MathWorks… 続きを読む >>

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… 続きを読む >>

Managing and Fine-Tuning Portfolio Optimization Workflows with Experiment Manager

The following blog was written by Sara Galante, Senior Finance Application Engineer at Mathworks. 
The code used to develop this example can be found on GitHub here: Managing Asset Allocation with… 続きを読む >>

The Path to Carbon Neutrality: A Time Series Approach

The following blog was written by Leslie Zhang, a Northeastern graduate who recently joined MathWorks Engineering Development program. This post aims to highlight the collaboration opportunities… 続きを読む >>

Posts 1 - 10 of 14

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