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Navigating FRTB: Standardized vs Internal Models – and the Role of Scriptable Risk Engines
The Fundamental Review of the Trading Book (FRTB) is reshaping how banks measure and manage market risk. Beyond replacing...
29 días hace
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The FRED Connector in Datafeed Toolbox
If you work with macro, markets, or policy analysis, chances are you touch FRED®—the Federal Reserve Economic Data service....
alrededor de 1 mes hace
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Analyzing the Financial Risks of Wildfires
We recently hosted a technical webinar focused on analyzing the financial risks of wildfires. Akshay Paul and Yuchen Dong...
alrededor de 1 mes hace
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Building a Neural Network for Time Series Forecasting – Low-Code Workflow
The following post is from Yuchen Dong, Senior Financial Application Engineer at MathWorks. Financial institutions forecast...
3 meses hace
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GDP Nowcasting with MATLAB
What is GDP Nowcasting? Imagine trying to drive a car while only getting speed updates every three months. That’s kind of...
4 meses hace
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Modeling Physical Climate Risk Across Financial Portfolios
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4 meses hace
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Accelerating Asset Management with ModelOps: From Model Building to Monitoring
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6 meses hace
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2nd Biennial Macroeconometric Caribbean Conference
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7 meses hace
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The Economic Effects of Tariff Changes
The following post is from Yuchen Dong, Senior Financial Application Engineer. The code presented in this blog can be found...
7 meses hace
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Modeling Exchange Rate Volatility
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8 meses hace
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Assessing Climate Impacts on Credit Risk
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Simplifying Econometric Modeling with MATLAB
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8 meses hace
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Celebrating 30 Years of Dynare and Its Global Impact with MATLAB
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Custom Portfolio Optimization: Balancing Objectives, Constraints, and Efficiency
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Physics-Informed Neural Networks (PINNs) for Option Pricing
The following post is from Jue Liu from Columbia University and Yuchen Dong from MathWorks. The example featured in the...
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MathWorks Secures Silver in Chartis RiskTech AI 50 and Excels in Key Categories
We are proud to announce that MathWorks has been ranked second overall in the inaugural Chartis RiskTech AI 50, an...
11 meses hace
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Accelerating Model Deployment in Financial Institutions with Automation
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Highlights from the MathWorks Finance Conference 2024
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A MATLAB Implementation of the DICE-2023 Model for Climate-Economic Analysis
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12 meses hace
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Trading Analysis in MATLAB using Python DataFrames
The following blog was written by Sara Galante, Senior Finance Application Engineer at Mathworks. The GitHub documentation...
alrededor de 1 año hace
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Modeling Carbon Emissions: An Econometric Approach
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alrededor de 1 año hace
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Deep Learning in Quantitative Finance: Multiagent Reinforcement Learning for Financial Trading
The following blog was written by Adam Peters, Software Engineer at Mathworks. Download the code for this example from...
más de 1 año hace
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Key Insights from our Executive Panel Discussion: Addressing Climate Risk through effective Stress Testing, Reporting, and Governance
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MATLAB Deep Learning Model Hub
Discover pretrained models for deep learning in MATLAB
más de 1 año hace | 5 descargas |
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MATLAB Portfolio Backtesting – A new app now on GitHub!
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Top MATLAB Quantitative Finance Resources now on GitHub
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Model Monitoring and Drift Detection with Modelscape
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Climate Risk in Finance: Insights from Our Comprehensive Executive Panel Discussion
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casi 2 años hace
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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...
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