Feeds
已发布
From EViews to MATLAB in One Line: Reading Workfiles Directly
Economists often keep years of work in EViews workfiles: macroeconomic series, model estimates, and curated panel data. The...
6 days 前
已发布
Portfolio Optimization with Target Factor Exposures
A practical MATLAB walkthrough comparing tracking error and exact exposure approaches. When you build a factor-based...
28 days 前
已发布
Prototype Time-Series Forecasts with Deep Learning—Without Writing Code
Expert Contributor: Dr. Yuchen Dong Yuchen is a Senior Application Engineer at MathWorks focusing on customers in the...
1 month 前
已发布
Run Dynare at Scale on Databricks with Interactive MATLAB
Expert Contributor: Dr. Eduard Benet Cerdà Edu is a Senior Application Engineer at MathWorks advising customers in the...
2 months 前
已发布
What’s New in MATLAB R2026a for Economists
R2026a covers a lot of ground for economists—Bayesian state-space estimation, macro-scale forecasting, climate and physical...
2 months 前
已发布
CRISK: A Market‑Based Framework for Quantifying Climate Risk in Banking
Effective risk management increasingly requires understanding how climate‑related factors can influence market valuations...
3 months 前
已发布
Systemic Risk Modeling with MATLAB: Tools and Techniques for Central Banks
Systemic risk modeling is essential for central banks as financial systems grow more interconnected and vulnerable to...
3 months 前
已发布
Refining Macroeconomic Forecasting with MATLAB Techniques
Nonlinear confidence bands help you quantify forecast uncertainty in DSGE models, but they can be slow to compute. At the...
4 months 前
已发布
Upgrading MATLAB: What You Gain and How to Get There
Every MATLAB release opens the door to new capabilities, better performance, and tighter integration with the platforms...
4 months 前
已发布
Central Bank of The Bahamas Uses MATLAB and Dynare to Model Climate and Tourism Shocks
“It [MATLAB] was used in Dynare in order to promote the accuracy and the ease of generating this model.”— Allan Wright,...
5 months 前
已发布
Credit and Market Risk Management: From Risk Modeling to Regulatory Compliance
In this technical session, Valerio Sperandeo, Senior Application Engineer, demonstrated how MATLAB can support financial...
6 months 前
已发布
Speeding Up Dynare Models: Practical Paths to Performance Gains
Dynamic Stochastic General Equilibrium (DSGE) models are essential tools for policy analysis and forecasting, but...
6 months 前
已发布
Pricing Special Purpose Vehicles with Physics‑Informed Neural Networks at Nasdaq Private Market
Summary Nasdaq Private Market (NPM) used MATLAB® to prototype and scale physics‑informed neural networks (PINNs) that price...
7 months 前
已发布
Highlights from MathWorks Finance Conference 2025
The 2025 MathWorks Finance Conference brought together quants, economists, financial modelers and researchers to explore...
8 months 前
已发布
Build a RAG Pipeline in MATLAB: From Document Ingestion to LLM-Driven Insights
The following post is from Yuchen Dong, Senior Finance Application Engineer at MathWorks. The example featured in the...
8 months 前
已发布
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...
9 months 前
已发布
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....
9 months 前
已发布
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...
9 months 前
已发布
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...
11 months 前
已发布
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...
12 months 前
已发布
Modeling Physical Climate Risk Across Financial Portfolios
Financial institutions are reassessing long-term risk models as physical climate events like hurricanes, floods, and...
12 months 前
已发布
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...
1 year 前
已发布
2nd Biennial Macroeconometric Caribbean Conference
MathWorks was recently invited to the 2nd Biennial Macroeconometric Caribbean Conference in Nassau, Bahamas, organized by...
1 year 前
已发布
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...
1 year 前
已发布
Modeling Exchange Rate Volatility
The following post is from William Mueller, Software Developer on the Econometrics Toolbox Team. Forecasting currency...
1 year 前
已发布
Assessing Climate Impacts on Credit Risk
We recently hosted a technical webinar focused on climate transition risk, specifically assessing climate impacts on credit...
1 year 前
已发布
Simplifying Econometric Modeling with MATLAB
Econometric modeling is essential for analyzing economic data, making forecasts, and informing policy decisions, however,...
1 year 前
已发布
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...
1 year 前
已发布
Custom Portfolio Optimization: Balancing Objectives, Constraints, and Efficiency
The following blog was written by Marshall Alphonso Principal Engineer and Sara Galante, Senior Finance Application...
1 year 前
已发布
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...
1 year 前
