YahooFinance/Quandl data downloader

Least squares spline modeling using shape primitives

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

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

density plot

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

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

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

Use ARIMA Model to predict real life stock data

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

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

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

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

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

Functions to estimate copula GARCH and copula Vine models.

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

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

Software for quantitative portfolio and risk management

A framework for systemic risk valuation and analysis.

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

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

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

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

A tutorial and tool using PLS for discriminant analysis.

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

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

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

Connect to MySQL database.

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

Run queries on a Microsoft Access database and have results returned to the MATLAB workspace.

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

A single function that calculates 27 different technical indicators

Retrieve historical stock data from Yahoo! Finance

GODLIKE combines 4 global optimizers for both single/multi-objective optimizations

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

Toolbox to specify, fit and evaluate SEM models

Three phase load flow for power distribution systems

Estimation of parameters and eigenmodes of multivariate autoregressive models.

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

It is comparing the GDP Prediction using ARIMA (Autoregressive Integrated Moving Average) and NAR (Nonlinear Autoregressive Neural Network).

Files for demonstrating how to perform portfolio optimization

Plot and analyze live market data from Bloomberg or Yahoo.

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

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

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

This example presents the full workflow to perform hierarchical risk parity asset allocation proposed by Lopez de Prado Marcos.

Free historical data downloader from Yahoo! FInance with symbol lists: stocks, ETFs, Indices, Forex. FOR PERSONAL USE ONLY.

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

MATLAB code for the generation asset risk analysis case study

Application of Metaheuristics and Evolutionary Algorithms to Feature Selection in Various Modes

The software solves the power flow problem in rectangular coordinates

Demonstration of Neoclassic Growth Model in Dynamic Economics

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

Quicksort implementation in Matlab, works in O(n)=n*log(n)

Single-link channel capacity estimation on the microwave and millimetre wave frequencies by using the Mathworks 5G NR CDL model for NLOS.

The files are designed for walk-forward analysis of pair trading strategy using Bollinger Band

Play individual hands of the card game, or simulate a session.

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

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

ARMAX-GARCH-K-SK Toolbox