Demo Stations

Macro-Stress Testing

Learn about the concepts of scenario generation and stress testing with MATLAB®. In this demonstration, see the ease of data import, macroeconomic and econometric modelling, and application of shocks and stresses. You’ll also learn about using object-oriented programming to support a modular stress testing framework and how you can make the methods available to those who need them with MATLAB Production Server™.

Technology Focus: Computational finance, risk management, econometrics

Key Products: MATLAB, Database Toolbox™, Datafeed Toolbox™, Econometrics Toolbox™, Parallel Computing Toolbox™, MATLAB Production Server


Prototyping a Robo-Advisor Application

In this demonstration, you’ll learn how to develop a prototype web-deployed robo-advisor application through the capture of incoming relevant customer risk appetites and construction of pertinent portfolios with lifetime simulation, all facilitated in a simple peer-to-peer web platform. You will also explore ways to make the robo-advisor application production-scale.

Technology Focus: Computational finance, fintech
Key Products: MATLAB, Financial Toolbox™, MATLAB Production Server


Machine Learning and Deep Learning for Algorithmic Trading

Machine Learning is invigorating trading and portfolio management, offering new opportunities in strategy development, factor analysis and identification, and, so many would have us believe, better prediction. However, machine learning also comes with the interrelated risks of overfitting, increased model complexity, risk management challenges, and poor model performance. See how easy it is to explore machine and deep learning directly with your datasets, for example with the Classification Learner app; how you can avoid overfitting and incorporate trained models into your back-test frameworks; and how you can implement them into live trading.

Technology Focus: Computational finance, trading, machine learning, deep learning
Key Products: Statistics and Machine Learning Toolbox™, Neural Network Toolbox™, Parallel Computing Toolbox


IFRS9 and CECL Point-in-Time Default Modelling

IFRS9 and CECL take lifetime credit risk calculations directly into the balance sheet. True and useful results require the calculation of default models (e.g. point-in-time) and instrument-level measures alongside economic scenarios. In this example, see how MATLAB can calculate lifetime expected credit loss and how MATLAB can scale into a transparent, cost-effective calculation and reporting solution.

Technology Focus: Computational finance, risk management, econometrics
Key Products: Risk Management Toolbox™, Statistics and Machine Learning Toolbox, Econometrics Toolbox, Parallel Computing Toolbox, MATLAB Report Generator™


Alpha and “Smart” Beta Modelling and Stock Selection

Are you modelling alpha or (smart) beta, or applying stock selection methodologies that draw on factor modelling? Through this series of demos, learn how you can build factor-based models in MATLAB, focusing on the  efficient optimization capabilities in MATLAB that improve strategy performance.

Technology Focus: Portfolio management, factor analysis
Key Products: MATLAB, Optimization Toolbox™, Financial Toolbox™


Incorporate Sentiment and News into Your Portfolio and Trading Strategies

See several methods for incorporating sentiment analysis into MATLAB based strategies. In this demonstration, you will learn how you can perform sentiment scoring of tweets with word embedding and machine learning techniques to analyse tech stocks. You will also learn about using  RavenPack News Analytics with MATLAB, incorporating earnings announcements and news sentiment to inform historical price analysis and real-time monitoring.

Technology Focus: Computational finance, sentiment analysis, machine learning
Key Products: MATLAB, Datafeed Toolbox, Text Analytics Toolbox™


Automate Financial Report Generation

All financial research desks provide reports, but efficient desks automate interactive report creation. These reports are populated with plots, profiles, tables, and your cutting-edge findings, saving time and increasing productivity. See how you can use MATLAB to build and deploy production-quality reports, immediately

Technology Focus: Computational finance, report generation
Key Products: MATLAB Report Generator


Explore Risk Contagion Using Graph Theory and Markov Chains

Recent financial crises have heightened awareness of risk contagion and systemic risk. Financial professionals are increasingly constructing models and network visualizations to assess the impacts of risks and their dependencies on investments, portfolios, and business operations. In this demo, learn how to use graph theory and Markov Chain Monte Carlo capabilities in MATLAB to quantify dependent relationships, visualize and forecast them over time, and embed graphs and networks into the 2D plane.

Technology Focus: Computational finance, data science
Key Products: MATLAB, Statistics and Machine Learning Toolbox


Python Interoperability

MATLAB provides bi-directional interoperability with and deployment to Python, calling Python libraries from MATLAB, calling MATLAB from Python, and packing MATLAB programs for scalable deployment to Python, for example the Django web framework. In this example, learn how to use Python to scrape data from the web, build and run the model in MATLAB, and compile for use in an html and Python front-end calling both Python and MATLAB.

Technology Focus: Data science, computational finance, integration
Key Products: MATLAB, MATLAB Production Server, MATLAB Compiler SDK™


Key Features You May Have Missed

MathWorks has 2500 developers, building and maintaining increasingly powerful, fast, and useful features, many of which you may not know about if you’re working with older versions. Get insights into new features relevant to technical computing, big data, optimization, statistics, and computational finance, such as table, timetable, tall table, live script, database explorer, data binning, Bayesian optimization, mixed integer optimization, toolbox packaging, App Designer, GitHub integration, unit testing, and much more.

Technology Focus: Technical computing, computational finance, data science
Key Products: MATLAB, Statistics and Machine Learning Toolbox, Optimization Toolbox, Risk Management Toolbox, Database Toolbox


The Econometrics Modeler App

The Econometrics Modeler app simplifies common workflows for time-series modelling: statistical analysis, visualization, and parameter estimation for various econometrics models.

Technology Focus: Computational finance
Key Products: Econometrics Toolbox


Ramsey-Cass-Koopmans Economic Growth Model: Simulating and Visualizing a System of Ordinary Differential Equations (ODEs)

Many economic and financial models, such as those for resource allocation or optimal growth, involve systems of differential equations with no explicit analytical solution. Solving these systems numerically and visualizing results are important tasks for economists and other financial analysts.

Using the fundamental Ramsey-Cass-Koopmans (RCK) model as an example, this demo describes two workflows for creating, simulating, and visualizing a system of ordinary differential equations (ODEs). One approach is based on MATLAB, the other on Simulink. The MATLAB approach uses programming techniques familiar to financial professionals who work in a technical computing environment. The Simulink approach offers a visual modeling environment and graphical representation of the system.

Key Products: MATLAB, Simulink, Parallel Computing Toolbox, Symbolic Math Toolbox™