David Willingham

Last seen: 11 jours il y a | Actif depuis 2016

Followers: 7 Following: 0

Message

Statistiques

All

Afficher les badges

Feeds

Publié le

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...

2 jours il y a

Publié le

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

22 jours il y a

Publié le

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...

environ un mois il y a

Publié le

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

environ 2 mois il y a

Publié le

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

environ 2 mois il y a

Publié le

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

environ 2 mois il y a

Publié le

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...

2 mois il y a

Publié le

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

3 mois il y a

Publié le

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...

4 mois il y a

Publié le

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...

5 mois il y a

Publié le

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...

5 mois il y a

Publié le

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

5 mois il y a

Publié le

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...

6 mois il y a

Publié le

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

6 mois il y a

Publié le

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...

7 mois il y a

Publié le

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...

11 mois il y a

Publié le

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...

environ un an il y a

Publié le

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...

environ un an il y a

Publié le

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...

environ un an il y a

Publié le

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

environ un an il y a

Publié le

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...

environ un an il y a

Publié le

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...

plus d'un an il y a

Publié le

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...

plus d'un an il y a

Publié le

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...

plus d'un an il y a

Publié le

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...

plus d'un an il y a

Publié le

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...

plus d'un an il y a

Publié le

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...

plus d'un an il y a

Publié le

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...

presque 2 ans il y a

Publié le

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...

presque 2 ans il y a