One way, save all file as cell array elements as strings
data_file={'01/2001','02/2001','03/2001','12/2005'}; % Just an example
result=zeros(1,length(data_file));
for i=1:length(data_file)
data=sscanf(data_file{i},'%d/%d'); % This trick from @Walter Sir
data=strcat(num2str(data(2)),num2str(data(1)));
result(i)=str2double(data);
end
result'
There may be more easier solution
Result:
ans =
20011
20012
20013
200512
