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...
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...
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...
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...
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...
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...
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...