David Willingham
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Contribute at least one answer each month for 12 consecutive months
Awarded to David Willingham on 02 Sep 2022
Accept 2 answers given by other contributors
Awarded to David Willingham on 15 Feb 2022
20 of your answers have been accepted
Awarded to David Willingham on 19 Oct 2021
Answer 3 questions that were unanswered for more than 30 days
Awarded to David Willingham on 30 Sep 2020
Provide your first answer ever to someone else's question
Awarded to David Willingham on 19 Aug 2020
Your submissions were downloaded 250 or more times in a month
Awarded to David Willingham on 01 May 2020
Have 3 submissions connected to GitHub
Awarded to David Willingham on 20 Mar 2020
Your submissions received 25 five star ratings
Awarded to David Willingham on 22 Jan 2020
Publish your first review
Awarded to David Willingham on 09 Oct 2019
Publish your first submission
Awarded to David Willingham on 09 Oct 2019
Feeds
公開済み
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...
2ヶ月 前
公開済み
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...
4ヶ月 前
公開済み
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...
5ヶ月 前
公開済み
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...
5ヶ月 前
公開済み
Model Monitoring and Drift Detection with Modelscape
MathWorks recently hosted a webinar on Model Monitoring and Drift Detection, where Paul Peeling presented strategies for...
5ヶ月 前
公開済み
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...
6ヶ月 前
公開済み
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...
6ヶ月 前
公開済み
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...
9ヶ月 前
公開済み
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...
9ヶ月 前
公開済み
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...
9ヶ月 前
公開済み
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...
10ヶ月 前
公開済み
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...
11ヶ月 前
公開済み
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...
約1年 前
公開済み
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...
約1年 前
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