Quantitative Finance

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

Posts 11 - 20 of 20

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 >>

Climate Risk in Finance: Insights from Our Comprehensive Executive Panel Discussion 

The following blog was written by Arpit Narain from the MathWorks Finance team.

1. Introduction 
In today’s financial landscape, climate risk has taken center stage, demanding the attention of… 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 >>

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… 続きを読む >>

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… 続きを読む >>

Reinforcement Learning as your portfolio advisor

The following post is from Ian Chie, Bowen Fang, Botao Zhang and Yichen Yao from Columbia University.
Inspiration
Let’s say you want to invest and make money. Your goal is to maximize your… 続きを読む >>

Quantum Computing for Optimizing Investment Portfolios 1

The following post is from Sofia Ma, Senior Engineer for Finance
Quantum computing is a cutting-edge field of study that harnesses the principles of quantum mechanics to perform complex computations… 続きを読む >>

The evolution of Quantitative Finance in MATLAB (What’s New)

Hi Everyone,
I would like to welcome you to our new blog on Quantitative Finance. To kick things off, I’d like to give an overview of the main areas that we’ve been working on here at MathWorks in… 続きを読む >>

Posts 11 - 20 of 20

これらの投稿は著者に属するものであり、必ずしも MathWorks の見解を示すものではありません。