David Willingham
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Feeds
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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...
5일 전
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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...
10일 전
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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...
17일 전
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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...
대략 1개월 전
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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...
대략 2개월 전
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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...
6개월 전
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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...
8개월 전
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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...
9개월 전
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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...
9개월 전
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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...
9개월 전
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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...
10개월 전
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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...
10개월 전
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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...
대략 1년 전
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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...
대략 1년 전
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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...
대략 1년 전
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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...
대략 1년 전
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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...
1년 초과 전
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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...
1년 초과 전
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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...
1년 초과 전
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