Truss Design Optimization Based on Generative Algorithms by James Allison

Supplementary material for a WCSMO publication regarding truss design optimization. (structural design, aerospace, automotive)

GA.m

D=TrussData(Coord, Con)

GAcon(x)

CORE: Conceptual Optimization of Rotorcraft Environment by Sky Sartorius

Facilitates optimization and design space exploration in the conceptual design phase of rotorcraft. (helicopter, aerospace, rotorcraft)

COREmainmenu.m

PAblade_elements.m

PointAnalysisMOM_assumptions.m

RGDS_Practical_Guide by Ronald/Daniel

The location for programs linked to the book <title> that will be published 2013. (simulation, pharmaceutical)

0_List_of_programs.m

PK1IV1a

PK1IV1b

Building and Extending Portfolio Optimization Models with MATLAB by Sri Krishnamurthy

Object-oriented implementations of the Portfo and the Black-Litterman approach (portfolio optimizatio..., finance, object oriented progr...)

BLScript.m

View(varargin)

compareWeights( ExcessHistoricalReturns, ExcessImpliedRetur...

Chaos test by Ahmed Ben Saïda

A test for chaotic dynamics of a noisy time series based on the Lyapunov exponent. (chaos, bifurcation, lyapunov exponent)

chaostest.m

chaosfn(Theta, X, L, m, q, ActiveFN)

Chebpack by Damian Trif

The MATLAB package Chebpack solves specific problems for differential or integral equations. (mathematics, differential equation..., integral equations)

Ex1pant.m

Ex2_delay.m

Ex2pant.m

Table Breakpoint Optimization by Tucker McClure

A set of tools for finding the best way to reduce the size of a table. (optimization, breakpoints, tables)

find_best_table_demo.m

Table Optimizer

find_best_table_1d(x_0, z_0, ...

Broadcast_LP by Kaushik Das

This is a code of "Broadcast Control Mechanisms for three agent". (aerospace, communications, control design)

Broadcast_LP.m

Risk-neutral density recovery via spectral analysis by Matthias

Implementation of Monnier (2013) "RND recovery via spectral analysis" (finance, statistics, risk neutral density)

spectralExample.m

spectralrecovery(X,bid,ask,F,r,tau,nopt)

Lognormal Perfusion Model by John Hudson

Fit disruption replenishment time-intensity data with the lognormal perfusion model (dynamic contrast enha..., dceus, ceus)

Run_logperf_fit.m

Wsinc(x,HW,Delay,Amp);

logperf_fit(signal_dat,t_dat,HW,guess,iterations,Fast);

Simultaneous Plant and Control Design of an Active Automotive Suspension Using Direct Transcription by James Allison

A toolbox for using Direct Transcription to perform combined plant and control design. (aerospace, automotive, control design)

demo_qcar_dt.m

demo_qcar_sequential.m

run_comparison.m

DirLOT Toolbox by Shogo Muramatsu

MATLAB class definitions for directional lapped orthogonal transforms (boundary operation, system object, genlot)

Contents.m

Contents.m

Contents.m

Using Analytical Tools to Gain Insight and Speed-up Num. Analysis in MATLAB & Symbolic Math Toolbox by Deepak

files from the webinar (symbolic, eigenvalues, poles)

MLDoubleLink_ImportSymbolicIK.m

MLInverseKinematics.m

beginREADME_AllExamples.m

Mining Economics with MATLAB by David Willingham

Simulates a distribution of Net Present Values of a mine via a forecasting model for Iron Ore Prices (commodities, mining, economics)

NPV_Analysis.m

cashflow_script.m

discounting_script.m

Optimal Control Using Control Vector Parameterization by Chang Duan

An example of using control vector parameterization to solve an optimal control problem (optimal control, direct sequential met..., control vector parame...)

main_multistart.m

Optimal Control Using Control Vector Parameterization

[topt,xopt,uopt,thetaopt]=plotopt1( x0,N,ts,dvarO,beta,rho,...

Lithium Battery Model, Simscape Language and Simulink Design Optimization by Robyn Jackey

Multi-temperature lithium battery model using Simscape language and Simulink Design Optimization (lithium, battery, demo)

plot_estim_results.m

plot_estim_results.m

plot_estim_results.m

Analyzing Investment Strategies with CVaR Portfolio Optimization by Bob Taylor

Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox. (finance, portfolio, optimization)

cvarwebinar.m

cvarwebinar_calibration.m

cvarwebinar_normality.m

Files for the 2012 Webinar "Tips and Tricks - Getting Started Using Optimization with MATLAB" by Seth DeLand

These are the files that were used for the demonstrations in the webinar. (fmincon, patternsearch, globalsearch)

GlobalOptimScript.m

VEOptimization.m

compareApproaches.m

Regime Switching Model with Time Varying Transition Probabilities by Zhuanxin Ding

Code for estimating a Markov Regime Switching Model with time varying transition probabilities. (econometrics and stat..., statistics)

Example_MS_Regress_Fit_MSVAR_tvtp.m

Example_MS_Regress_Fit_MultiVar_tvtp.m

Example_MS_Regress_Fit_t_Dist_tvtp.m

CVaR Portfolio Optimization by Seth DeLand

Conditional Value at Risk (CVaR) portfolio optimization with the PortfolioCVaR object (portfolio optimizatio..., cvar, conditional value at ...)

CVaRPortfolioOptimizationExample.m

Co-Blade: Software for Analysis and Design of Composite Blades by Danny Sale

Analysis and design of composite blades for wind and hydrokinetic turbines (wind turbine, composite blade, hydrokinetic turbine)

CoBlade.m

...

...

Fit distributions to censored data by Leonidas Bantis

Fits distributions to data when left and/or right and/or interval censoring is present (censoring, left censoring, lognormal)

examples.m

evfitc.m

expfitc.m

Accelerated Failure Time (AFT) models by Leonidas Bantis

Fits accelerated failure time models in the presence of right and/or left censoring. (accelerated failure t..., aft, survival analysis)

examples.m

[pars covpars SE CI Zscores pvalues gval exitflag hess fmin...

[pars covpars SE CI Zscores pvalues gval exitflag hess fmin...

Efficient Frontier using different risk return measures by Saurabh Yadav

Code for finding optimal portfolios and plotting efficient frontier for diff. risk return measures (efficient frontier, portfolio optimizatio..., var)

Efficient_frontiers.m

Sharpe( weights )

mnvarratio( weights )

Sigma Delta Test Bench by Aravind VJ

A test bench to simulate and analyse Sigma Delta modulators (delta sigma, sigma delta, communications)

DAC_Test.m

DWA_Trial.m

Run_Me.m

Unbounded Resolution for Function Approximation by Alan Jennings

A continuous function is optimized for varying outputs and increasing parameterization dimension (functional, optimization, interpolation)

DimIncreaseSearchOptimal_fmin_Hist_9.m

[Cost_out,CostGrad]=CostFunc_lwr_8(Pnt,Opt)

[Out_out,OutGrad]=OutputFunc_lwr_8(Pnt,Opt)

Vapor compression cycle component models by Muhammad Tauha Ali

Modeling of vapor compression cycle components (vapor compression cyc..., heat exchanger, fin tube heat exchang...)

modeltest.m

[Tcout Pcondtubein balance1 xdesuper xcond econd Vair]=fint...

[Tevapout Pevapplatein Twaterout balance1 xevap eevap Vwate...

Estimation of Nelson-Siegel and Svensson Models by Kamil Kladivko

Estimation of zero yield curve from coupon bond prices by Nelson-Siegel or Svensson model. (interpolation, nelson siegel, yield curve)

RunEstimation.m

NScurve(Params, Tau, Model)

NSerror.m

Numerically Design Power Complementary IIR(FIR) Filter by Shamail

One iir filter is given, design power (or magnitude) complementary filter numerically (filter, iir fir, power)

mainIIR.m

costFunctionIIR(coeff1, coeff2, freqPoints)

Demo: Finding an Optimal Path Using MATLAB and Optimization Toolbox by Teja Muppirala

Solve the path planning problem of going through a vector field of wind in the least possible time. (path planning, flight path, gui)

PathOptimizationScript.m

TimeDependentPathOpt.m

PathOptimizationDemo.m

Function for global minimization of a concave function by Kammoun

Program for global minimization of a concave function. (global minimization, concave function, branch and bound)

min_concave_test.m

min_concave_test_2.m

min_concave_test_3.m

Optimization in MATLAB: An Introduction to Quadratic Programming by Seth DeLand

Files used in "An Introduction to Quadratic Programming" Webinar (fmincon, nonlinear programming, nonlinear optimizatio...)

DefineConstraints.m

HydroelectricDamOptimization.m

HydroelectricDamOptimization_largeScale.m

Optimal Component Selection Using the Mixed-Integer Genetic Algorithm by Seth DeLand

Use the mixed-integer genetic algorithm to solve an engineering design problem. (genetic algorithm, mixed integer, optimization)

RunThermistorExample.m

ThOptimPlot(options,state,flag,Tdata,VData,Res,ThVal,ThBeta...

objectiveFunction(x,StdRes, StdTherm_Val, StdTherm_Beta,Tda...

ARMAX-GARCH-K Toolbox (Estimation, Forecasting, Simulation and Value-at-Risk Applications) by Alexandros Gabrielsen

ARMAX-GARCH-K Toolbox (agarch, statistics, apgarch)

readme.m

readme_armax_garch.m

readme_armax_garch_applications.m

Credit Risk Modeling with MATLAB by Ameya Deoras

These are the supporting MATLAB files for the MathWorks webinar of the same name. (treebagger, bond, var)

Credit_Rating.m

Credit_VaR.m

TransitionProbabilities.m

Demo Files for "Optimizing Lookup Tables" Seminar by Teja Muppirala

Demo Files for "Optimizing Lookup Tables" Seminar (presented at MATLAB Expo 2011) (optimization, lookup tables)

twodlut_ex.m

makeplot(x, optimValues, state)

model(x,y)

Improving the convergence of Nelder-Mead (and so fminsearch) by Emile Simon

This highlights a (common) trick to improve the convergence of NM, and a problem within fminsearch. (optimization, neldermead, restart)

BenchmarkXSquared.m

nmsmax(fun, x, stopit, savit, varargin)

Minimum settling time control design through direct search optimization methods by Emile Simon

New approach for designing controllers explicitely minimizing the settling time of a time response. (optimization, control design, settling time)

MainResults.m

MultiTests.m

ClosedLoop(Sol2,Ap,B1,B2,C1,C2,D11,D12,D21)

Copula-Marginal Algorithm (CMA) by Attilio Meucci

Copula-Marginal Algorithm, to generate and manipulate rich copulas for risk and portfolio management (portfolio management, risk management, quantitative finance)

S_PanicCopula.m

EntropyProg(p,A,b,Aeq,beq)

X=CMAcombination(x,u,U)

Toolkit on Econometrics and Economics Teaching by Hang Qian

Many MATLAB routines related to econometrics, statistics and introductory economics teaching. (econometrics, bayesian statistics, economic diagrams)

AUTARKY.m

AUTARKY.m

CEIL.m

Optimization Tips and Tricks by John D'Errico

Tips and tricks for use of the optimization toolbox, linear and nonlinear regression. (confidence intervals, tutorial, examples)

ReadMe.m

optimtips

[x,fval,exitflag,output]=fminsearchbnd(fun,x0,LB,UB,options...

Managing Diversification by Attilio Meucci

Entropy-based mean-diversification efficient frontier (portfolio management, financial engineering, optimization)

S_MAIN.m

GenFirstEigVect(S,A)

MaxEntropy(G,w_b,w_0,Constr)

Fully Flexible Extreme Views by Attilio Meucci

Entropy Pooling for extreme views on CVaR (finance, statistics, portfolio management)

S_CVaR_Recursion.m

S_Case_Study.m

S_Grid_vs_MonteCarlo.m

Review of Dynamic Allocation Strategies by Attilio Meucci

Convex versus Concave Management, CPPI, OBPI, portfolio insurance, etc. (finance, statistics, portfolio management)

S_Main.m

D=Delta(Time_to_Maturity,Stock_Value,Stock_Volatility,Strik...

K=Solve4Strike(Strike,Time_to_Maturity,Stock_Value,Stock_Vo...

Fully Flexible Views and Stress-testing by Attilio Meucci

Full generalization of Black-Litterman and related techniques via entropy pooling (blacklitterman, analysis, finance)

S_MAIN.m

S_MAIN.m

S_MAIN.m

Using MATLAB to Optimize Portfolios with Financial Toolbox by Bob Taylor

Scripts and data to demonstrate the new Portfolio object in Financial Toolbox. (backtesting, analysis, finance)

part1_intro.m

part2_strategy.m

part3_costs.m

Fitting with MATLAB: Statistics, Optimization, and Curve Fitting by Richard Willey

Demo code and data for the "Fitting with MATLAB" webinar (outlier detection, censored data, deming regression)

CensoredData.m

Detect_Outliers.m

Feature_Selection_Demo.m

Hybrid Genetic Optimizer for Grey-box Model Identification by Jie Hu

Matlab code of a hybrid genetic optimizer for Grey-box Model Identification. (optimization, modeling, system identification)

Buss_Sym.m

Interp1_n6030.m

MainScript_PAex.m

Mathematical Modeling with MATLAB Products - webinar demo files by Dan Doherty

Demo files from March 10, 2011 webinar titled 'Mathematical Modeling with MATLAB Products' (surface fitting, global optimization, mupad)

drugModeling.m

swingOptim.m

animateCrane(sol)

Mixture property calculations using PR, RK and SRK EoS. by Antonio

The file prsrk.m calculates major thermodynamic properties using any of PR, RK or SRK EoS. (eos, thermodynamic calcula..., distillation)

main_dist.m

model_dist.m

parameters_dist.m