Greetings and welcome to our quant finance page! Here you'll find a page filled with a range of quant topics, from managing your data to pricing models, with insightful and cool links about each one. As a quantitative finance engineer at MathWorks, I've personally found these links helpful when engaging with clients. Take a look - I hope you enjoy it too!

Sara Galante, [email protected]

• Data Management
• Artificial Intelligence and Machine Learning
• Econometrics
• Risk Management
• Asset Management and Optimization
• Options and Derivatives

Data Cleaning

Automated Data Cleaning and Preparation   Retrieve Data Using Bloomberg Hypermedia   Data Preprocessing for Finance

Machine Learning for Finance

Code Example: Machine Learning for Statistical Arbitrage I: Data Management and Visualization   Machine Learning for Risk Management: Fraud Detection Using Machine Learning   Code Example: Backtest Deep Learning Model for Algorithmic Trading of Limit Order Book Data   Multiperiod Goal-Based Wealth Management Using Reinforcement Learning   Code Example: Reinforcement Learning Applied to Financial Trading   Code Example: Deep Learning in Quantitative Finance: Transformer Networks for Time Series Prediction

Econometrics

Long Term Energy Forecasting with Econometrics in MATLAB   Threshold Switching Models | Switching Models in Econometrics   Using Energy-Economic Models for Climate-Related Financial Impact Analysis

Risk Management

Code Example: Estimate VaR for Equity Portfolio Using Parametric Methods   Code Example: Create Weighted Lifetime PD Model   Value-at-Risk Estimation and Backtesting

Investment Optimization

Asset Management and Quantum Computing: Portfolio Optimization using VQE-CVaR   Asset Allocation - Building the Hierarchical Risk Parity Strategy   Applying Portfolio Optimization Across Risk, Returns, and Climate   Code Example: Managing Asset Allocation with the Experiment Manager   Code Example: Portfolio Backtesting Application

Valuation and Pricing of Options and Derivatives

Climate Examples: Volatility Forecasting of Commodities   Code Example: Loan Portfolio Climate Stress Test   Estimating Option Implied Probability Distributions for Asset Pricing