Deep Learning in Quantitative Finance: Transformer Networks for Time Series Prediction
The following blog was written by Owen Lloyd , a Penn State graduate who recently join the MathWorks Engineering...
23 giorni fa
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...
circa un mese fa
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...
3 mesi fa
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...
4 mesi fa
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...
4 mesi fa
MathWorks Finance Conference 2023 preview (Oct 11 – 12)
It’s my pleasure to give everyone a sneak peek into the upcoming MathWorks Finance 2023 conference, which will be held...
5 mesi fa
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...
6 mesi fa
Quantum Computing for Optimizing Investment Portfolios
The following post is from Sofia Ma, Senior Engineer for Finance Quantum computing is a cutting-edge field of study that...
7 mesi fa
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...
9 mesi fa