MATLAB for Financial Applications
- Offered byMATLAB
MATLAB for Financial Applications at MATLAB Overview
Duration | 3 days |
Mode of learning | Online |
Credential | Certificate |
MATLAB for Financial Applications at MATLAB Highlights
- Working with the MATLAB user interface
- Entering commands and creating variables
- Importing and organizing data from spreadsheets and other data sources
- Working with financial data in MATLAB
- Working with dates and times
- Visualizing data
- Filtering datasets based on logical criteria
- Automating commands with scripts
- Writing programs with branching and loops
- Writing functions
- Performing data analysis, modeling, and simulation
- Optimizing mean-variance portfolios
MATLAB for Financial Applications at MATLAB Course details
- Become familiar with the main features of the MATLAB integrated design environment and its user interfaces.
- Import time-based data as a MATLAB timetable. Use variables to represent and manipulate dates and time durations.
- Analyze subsets of data that satisfy given criteria.
- Create flexible code that can interact with the user, make decisions, and adapt to different situations.
- Use MATLAB development tools to find and correct problems with code.
- Use standard mean-variance metrics and a small set of portfolio constraints to define and analyze a set of feasible portfolio constraints to define and analyze a set of feasible portfolios.
- This three-day course provides a comprehensive introduction to the MATLAB® technical computing environment for financial professionals.
- The course is intended for beginning users and those looking for a review. No prior programming experience or knowledge of MATLAB is assumed
- Themes of data analysis, visualization, modeling, and programming are explored throughout the course, with an emphasis on practical application to finance, such as time-series analysis, Monte Carlo simulation, portfolio management, and empirical modeling
MATLAB for Financial Applications at MATLAB Curriculum
Working with the MATLAB User Interface
Reading data from files
Saving and loading variables
Plotting data interactively
Customizing plots
Exporting graphics for use in other applications
Variables and Commands
Entering commands
Creating numeric and text variables
Making and annotating plots
Getting help
Creating and running live scripts
Formatting and sharing live scripts
Working with Time Series
Storing data in timetables
Operating on timetables
Creating vector variables
Accessing and manipulating data
Performing calculations with dates and durations
Data Analysis
Performing calculations on data
Interpreting matrix data
Using matrices for analysis
Visualizing matrix data
Conditional Data Selection
Logical operations and variables
Finding and counting
Logical indexing
Managing discrete variables using categorical arrays
Increasing Automation with Programming Constructs
Programming constructs
User interaction
Retrieving data from datafeeds
Decision branching
Loops
Increasing Automation with Functions
Creating functions
Calling functions
Setting the MATLAB path
Debugging
Using breakpoints
Fitting Models to Empirical Data
Dealing with missing data
Fitting linear regression models
Fitting probability distributions
Simulating from distribution fits
Portfolio Creation
The portfolio data type
Defining a universe of assets
Defining investment constraints
Estimating and visualizing an efficient frontier
MATLAB for Financial Applications at MATLAB Entry Requirements
- Undergraduate-level mathematics and experience with basic computer operations
- Not mentioned
Student Forum
Anything you would want to ask experts?