Course Content
Fundamentals for Financial Applications
- Working with the MATLAB user interface
- Entering commands and creating variables
- Analyzing vectors and matrices
- Visualizing vector and matrix data
- Working with data files
- Working with data types
- Automating commands with scripts
- Writing programs with logic and flow control
- Writing functions
Portfolio Optimization
- Importing data from a database
- Importing data from a database
- Importing data from a datafeed
- Visualization and statistical analysis of data
- Minimizing portfolio volatility
- Generating the Efficient Frontier
- Backtesting of portfolios
- Maximum drawdown as a measure of risk
- Genetic algorithms and multi-objective optimization
Building Graphical User Interfaces
- Handle Graphics®
- User interface controls
- Callback functions
- Graphical user interface development environment (GUIDE)
- GUI deployment
Deploying MATLAB Based Applications - Java Edition
- Deployment options
- MATLAB Compiler
- Integrating MATLAB code with Java applications
- Java components with inputs and outputs
- Java component interface considerations
- Web deployment
Deploying MATLAB Based Applications - .NET Edition
- Deployment options
- MATLAB Compiler
- Integrating MATLAB code with .NET applications
- .NET components with inputs and outputs
- .NET component interface considerations
- Web deployment
MATLAB Based Optimization Techniques
- Optimization Fundamentals
- Writing Objective Functions
- Expressing Constraints
- Selecting Solvers and Options
- Global Optimization
Parallel Computing with MATLAB
- Working with a MATLAB pool
- Speeding up computations
- Task-parallel programming
- Working with large data sets
- Data-parallel programming
- Increasing scale with multiple systems
MATLAB Programming Techniques
- Programming for correctness
- Structuring data
- Structuring code
- Classes and objects
Statistical Methods in MATLAB
- Managing data
- Calculating summary statistics
- Visualizing data
- Fitting distributions
- Performing tests of significance
- Performing analysis of variance
- Fitting regression models
- Reducing data sets
- Generating random numbers and performing simulations
MATLAB for Data Processing and Visualization
- Importing data
- Organizing data
- Visualizing data
