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...

Loading MIMIC II data using windows, matlab and postgre SQL by Shuang Wang

Loading MIMIC II data using matlab and postgre SQL (mimic ii, database, postgre sql)

import_mimicII_data.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

Automated Trading with MATLAB - 2012 by Stuart Kozola

Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. (algorithmic trading, x_trader, genetic programming)

helloWorldNET.m

Algorithmic Trading with MATLAB: Intraday trading

Algorithmic Trading with MATLAB: Moving Average Rule

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

Electricity Load and Price Forecasting Webinar Case Study by Ameya Deoras

Slides and MATLAB® code for the day-ahead system load and price forecasting case study. (artificial intelligen..., electricity load, electricity)

TreesInDetail.m

importData.m

Electricity Load Forecasting using Neural Networks

Efficient Frontier GUI by Ameya Deoras

Efficient frontier from Yahoo or database data. (finance, analysis, modeling)

cleanMe.m

dfdb_port_opt(varargin)

Financial Seminar Demos by Ameya Deoras

Demos commonly used at The MathWorks financial modeling seminars. (finance, modeling, portfolio var risk ma...)

PortVaRreturns.m

ProcessInst.m

ProcessInstBDT.m

MATLAB no Desenvolvimento de Modelos para Financas by Elia Matsumoto

Slides and demo files using Brazilian market data. (webinar, matlab, financial modeling)

WB1_Grafico.m

WB2_Tratamento_Dados.m

WB3_Estimacao_de_Parametros.m