Building and Extending Portfolio Optimization Models with MATLAB by sri

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

BLScript.m

View(varargin)

compareWeights( ExcessHistoricalReturns, ExcessImpliedRetur...

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

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