A practical MATLAB walkthrough comparing tracking error and exact exposure approaches.
When you build a factor-based portfolio, the central design choice is how strictly to enforce your factor… 더 읽어보기 >>
Expert Contributor: Dr. Yuchen Dong
Yuchen is a Senior Application Engineer at MathWorks focusing on customers in the financial services industry. His focus areas are financial instruments,… 더 읽어보기 >>
Expert Contributor: Dr. Eduard Benet Cerdà
Edu is a Senior Application Engineer at MathWorks advising customers in the development and deployment of financial applications. His focus… 더 읽어보기 >>
R2026a covers a lot of ground for economists—Bayesian state-space estimation, macro-scale forecasting, climate and physical risk mapping, symbolic dynamics, and AI-assisted model review, among… 더 읽어보기 >>
Every MATLAB release opens the door to new capabilities, better performance, and tighter integration with the platforms your team already uses. With two major releases a year and over 800… 더 읽어보기 >>
In this technical session, Valerio Sperandeo, Senior Application Engineer, demonstrated how MATLAB can support financial institutions in building robust, transparent, and scalable risk models aligned… 더 읽어보기 >>
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 >>
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:… 더 읽어보기 >>
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 >>
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… 더 읽어보기 >>
