Least squares spline modeling using shape primitives

Repack of Mi(xed) Da(ta) S(ampling) regressions (MIDAS) written by Eric Ghysels and collaborators

YahooFinance/Quandl data downloader

Matlab toolbox providing access to X-13 seasonal adjustment programs of the US Census Bureau.

density plot

TSAF enables you to quickly analyze time series and forecast the future.

Slides and MATLAB^® code for the day-ahead system load and price forecasting case study.

Used to retrieve historical stock data for a user-specified date range

Demo files from the 2010 webinar "Global Optimization with MATLAB Products"

Modification of APPLYHATCH_PLUS, allowing for color and variable thickness for hatch patterns.

In this article, it listed some classical time series techniques available in MATLAB, you may try them on your forecasting problem.

Structural Equation Model through Partial Least Squares approach (PLS-SEM)

Use ARIMA Model to predict real life stock data

Functions to estimate copula GARCH and copula Vine models.

Functions related to the resolution of discrete-time Markov Decision Processes.

Conditional Value at Risk (CVaR) portfolio optimization with the PortfolioCVaR object

Download a google spreadsheet as csv and import into a Matlab cell array.

Connect to MySQL database.

A tutorial and tool using PLS for discriminant analysis.

A framework for systemic risk valuation and analysis.

Three phase load flow for power distribution systems

The software solves the power flow problem in rectangular coordinates

Estimation of parameters and eigenmodes of multivariate autoregressive models.

Algorithm for the analysis of electrodermal activity (EDA) using convex optimization

Mann-Whitney-Wilcoxon non parametric test for two unpaired groups.

MATLAB example on how to use Reinforcement Learning for developing a financial trading model

This code presents an example for a linear load flow in power distribution systems.

Chapter-by-Chapter MATLAB codes related to the book "Computational Finance. MATLAB oriented modeling"

it use Machine Learning in MATLAB to predict the buying-decision of Stock by using real life data.

Software for quantitative portfolio and risk management

Toolbox to specify, fit and evaluate SEM models

A single function that calculates 27 different technical indicators

Dynamic energy demand forecasting using Econometrics (ARIMA/VAR/GARCH)

SimPowerSystems(SPS) and Simscape are used to calculate losses in a 3-phase, 3-level inverter.

Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration.

This package implements Dual Extended Kalman Filter for time-varying MVAR parameter estimation.

Provides functions for getting data from both data sources as well as helper utility functions

Access historical data, real-time market data, place orders, options chains, and more

LMP calculation

ARMAX-GARCH-K-SK Toolbox

GUI for viewing various simple technical analysis indicators of a time series

Similar to csvread, but has a lot more user-friendly options and can deal with non-numeric data.

Many MATLAB routines related to econometrics, statistics and introductory economics teaching.

artificial potential field path routing

Application of the Morris method with a reduced risk of factors underestimation

Demo files from (upcoming) webinar on Machine Learning for Algo Trading

Retrieve historical stock data from Yahoo! Finance

Download JDBC driver and configure java class path required for Database Toolbox.

This is a case study of forecasting short-term electricity loads for the Australian market.

Files from the November 18, 2010 webinar.

Solution of the Example 1: SDOF linear oscillator of the paper by Au and Beck (2001)

How to Build an Event-based Automated Trading System in MATLAB

Retrieves historical stock data from Yahoo Finance by parsing html pages instead of .csv download.

Temporal disaggregation, interpolation and extrapolation of time series. Methods: univariate (with or without indicators) and multivariate.

The code uses R/S analysis to derive Hurst exponent for VaR adjustments.

Scripts to create time-evolving efficient frontiers and to backtest results.

Plot and analyze live market data from Bloomberg or Yahoo.

Monte Carlo Schemes for advanced models and pricing of derivatives

Automatic program to estimate the power spectral density with only statistically significant details

GMM