David Willingham

Last seen: 13 jours il y a | Actif depuis 2016

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Navigating FRTB: Standardized vs Internal Models – and the Role of Scriptable Risk Engines
The Fundamental Review of the Trading Book (FRTB) is reshaping how banks measure and manage market risk. Beyond replacing...

3 mois il y a

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The FRED Connector in Datafeed Toolbox
If you work with macro, markets, or policy analysis, chances are you touch FRED®—the Federal Reserve Economic Data service....

3 mois il y a

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Analyzing the Financial Risks of Wildfires
We recently hosted a technical webinar focused on analyzing the financial risks of wildfires. Akshay Paul and Yuchen Dong...

4 mois il y a

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Building a Neural Network for Time Series Forecasting – Low-Code Workflow
The following post is from Yuchen Dong, Senior Financial Application Engineer at MathWorks. Financial institutions forecast...

5 mois il y a

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GDP Nowcasting with MATLAB
What is GDP Nowcasting? Imagine trying to drive a car while only getting speed updates every three months. That’s kind of...

6 mois il y a

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Modeling Physical Climate Risk Across Financial Portfolios
Financial institutions are reassessing long-term risk models as physical climate events like hurricanes, floods, and...

6 mois il y a

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Accelerating Asset Management with ModelOps: From Model Building to Monitoring
Asset management quants face complex data environments, tight timelines, and the constant pressure to translate models into...

8 mois il y a

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2nd Biennial Macroeconometric Caribbean Conference
MathWorks was recently invited to the 2nd Biennial Macroeconometric Caribbean Conference in Nassau, Bahamas, organized by...

9 mois il y a

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The Economic Effects of Tariff Changes
The following post is from Yuchen Dong, Senior Financial Application Engineer. The code presented in this blog can be found...

9 mois il y a

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Modeling Exchange Rate Volatility
The following post is from William Mueller, Software Developer on the Econometrics Toolbox Team. Forecasting currency...

10 mois il y a

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Assessing Climate Impacts on Credit Risk
We recently hosted a technical webinar focused on climate transition risk, specifically assessing climate impacts on credit...

10 mois il y a

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Simplifying Econometric Modeling with MATLAB
Econometric modeling is essential for analyzing economic data, making forecasts, and informing policy decisions, however,...

10 mois il y a

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Celebrating 30 Years of Dynare and Its Global Impact with MATLAB
As we celebrate the 30th anniversary of Dynare, we at MathWorks would like to take a moment to reflect on its influence on...

10 mois il y a

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Custom Portfolio Optimization: Balancing Objectives, Constraints, and Efficiency
The following blog was written by Marshall Alphonso Principal Engineer and Sara Galante, Senior Finance Application...

11 mois il y a

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Physics-Informed Neural Networks (PINNs) for Option Pricing
The following post is from Jue Liu from Columbia University and Yuchen Dong from MathWorks. The example featured in the...

12 mois il y a

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MathWorks Secures Silver in Chartis RiskTech AI 50 and Excels in Key Categories
We are proud to announce that MathWorks has been ranked second overall in the inaugural Chartis RiskTech AI 50, an...

environ un an il y a

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Accelerating Model Deployment in Financial Institutions with Automation
Today’s topic is one that’s really making waves in the financial world these days: speeding up the deployment of models...

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Highlights from the MathWorks Finance Conference 2024
The 2024 MathWorks Finance Conference brought together industry leaders to explore the evolving landscape of finance...

environ un an il y a

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A MATLAB Implementation of the DICE-2023 Model for Climate-Economic Analysis
The DICE (Dynamic Integrated model of Climate and the Economy) model has been a cornerstone for understanding the intricate...

environ un an il y a

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Trading Analysis in MATLAB using Python DataFrames
The following blog was written by Sara Galante, Senior Finance Application Engineer at Mathworks. The GitHub documentation...

environ un an il y a

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Modeling Carbon Emissions: An Econometric Approach
In a recent webinar hosted by MathWorks, we were joined by Andy Cates, a senior economist at Haver Analytics, one of our...

environ un an il y a

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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...

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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...

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MATLAB Deep Learning Model Hub
Discover pretrained models for deep learning in MATLAB

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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...

presque 2 ans il y a

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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...

presque 2 ans il y a

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Model Monitoring and Drift Detection with Modelscape
MathWorks recently hosted a webinar on Model Monitoring and Drift Detection, where Paul Peeling presented strategies for...

presque 2 ans il y a

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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...

presque 2 ans il y a

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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...

presque 2 ans il y a

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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...

environ 2 ans il y a

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