Akshay

MathWorks

Last seen: 17 giorni fa | Attivo dal 2011

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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...

4 mesi fa

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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...

5 mesi fa

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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...

7 mesi fa

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Modeling Physical Climate Risk Across Financial Portfolios
Financial institutions are reassessing long-term risk models as physical climate events like hurricanes, floods, and...

7 mesi fa

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Accelerating Asset Management with ModelOps: From Model Building to Monitoring
Asset management quants face complex data environments, tight timelines, and the constant pressure to translate models into...

9 mesi fa

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2nd Biennial Macroeconometric Caribbean Conference
MathWorks was recently invited to the 2nd Biennial Macroeconometric Caribbean Conference in Nassau, Bahamas, organized by...

9 mesi fa

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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...

10 mesi fa

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Modeling Exchange Rate Volatility
The following post is from William Mueller, Software Developer on the Econometrics Toolbox Team. Forecasting currency...

10 mesi fa

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Assessing Climate Impacts on Credit Risk
We recently hosted a technical webinar focused on climate transition risk, specifically assessing climate impacts on credit...

10 mesi fa

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Simplifying Econometric Modeling with MATLAB
Econometric modeling is essential for analyzing economic data, making forecasts, and informing policy decisions, however,...

10 mesi fa

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Celebrating 30 Years of Dynare and Its Global Impact with MATLAB
As we celebrate the 30th anniversary of Dynare, we at MathWorks would like to take a moment to reflect on its influence on...

11 mesi fa

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Custom Portfolio Optimization: Balancing Objectives, Constraints, and Efficiency
The following blog was written by Marshall Alphonso Principal Engineer and Sara Galante, Senior Finance Application...

11 mesi fa

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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...

12 mesi fa

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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...

circa un anno fa

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Accelerating Model Deployment in Financial Institutions with Automation
Today’s topic is one that’s really making waves in the financial world these days: speeding up the deployment of models...

circa un anno fa

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Highlights from the MathWorks Finance Conference 2024
The 2024 MathWorks Finance Conference brought together industry leaders to explore the evolving landscape of finance...

circa un anno fa

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A MATLAB Implementation of the DICE-2023 Model for Climate-Economic Analysis
The DICE (Dynamic Integrated model of Climate and the Economy) model has been a cornerstone for understanding the intricate...

circa un anno fa

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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...

circa un anno fa

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Modeling Carbon Emissions: An Econometric Approach
In a recent webinar hosted by MathWorks, we were joined by Andy Cates, a senior economist at Haver Analytics, one of our...

oltre un anno fa

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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...

oltre un anno fa

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Key Insights from our Executive Panel Discussion: Addressing Climate Risk through effective Stress Testing, Reporting, and Governance
Background In the rapidly evolving landscape of financial risk management, addressing climate risk has emerged as a...

quasi 2 anni fa

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MATLAB Portfolio Backtesting – A new app now on GitHub!
The following blog was written by Sara Galante, Senior Finance Application Engineer at Mathworks. MathWorks has a new...

quasi 2 anni fa

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Top MATLAB Quantitative Finance Resources now on GitHub
The following blog was written by Sara Galante, Senior Finance Application Engineer at Mathworks. MathWorks now has a...

quasi 2 anni fa

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Model Monitoring and Drift Detection with Modelscape
MathWorks recently hosted a webinar on Model Monitoring and Drift Detection, where Paul Peeling presented strategies for...

quasi 2 anni fa

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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...

quasi 2 anni fa

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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...

quasi 2 anni fa

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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...

circa 2 anni fa

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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...

circa 2 anni fa

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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...

circa 2 anni fa

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MathWorks Finance Conference 2023
It’s my pleasure to give everyone a sneak peek into the upcoming MathWorks Finance 2023 conference, which will be held...

oltre 2 anni fa

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