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David Willingham

Last seen: Today Active since 2016

Followers: 2   Following: 0

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  • 12 Month Streak
  • Thankful Level 2
  • Knowledgeable Level 4
  • Revival Level 2
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  • Personal Best Downloads Level 4
  • GitHub Submissions Level 3
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Feeds

Published


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...

29 days ago

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Published


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...

2 months ago

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Published


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...

3 months ago

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Published


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...

4 months ago

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Published


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

4 months ago

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Published


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...

4 months ago

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Published


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...

5 months ago

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Published


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...

7 months ago

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Published


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...

8 months ago

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Published


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...

8 months ago

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Published


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...

9 months ago

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Published


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...

10 months ago

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Published


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...

11 months ago

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Published


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...

1 year ago

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