Speed and control project cost. They use MATLAB and related products to analyze and create data.
Risk, making optimization strategy, calculating price, determining cash flow and so on.
Reduce development time
Compared with traditional development methods, such as Visual C++, Basic and Excel, MATLAB reduces the time for financial professionals to develop applications by 90%. This is because MATLAB provides powerful computing power, such as moment-based mathematical functions, so that developers can focus more on how to solve problems than how to write programs.
Reduce risks and costs
Using MATLAB, you can reuse your C/C++ and Fortran functions, so that the application can be realized.
Change. More importantly, because all MATLAB functions are source code visible, you can view and modify generations.
Integration of new models
MATLAB allows you to integrate the new model into your system in a few hours. Compared with S-Plus,
SAS, this process will take days or weeks, because the tools provided by MATLAB can be used to download from
MATLAB code is converted into C/C++ code. MATLAB also allows you to quickly deploy your application.
In the past five years, MathWorks has added many special tools to MATLAB, providing
Used to develop related models, including:
■ Bond price, yield and sensitivity analysis
■ Portfolio Optimization and Analysis
■ Asset allocation
■ Financial time series analysis
■ Option price and sensitivity analysis
■ Cash flow analysis
■ Risk management
■ Prediction and simulation
■ Interest rate curve fitting and term structure modeling
■ Monte Carlo simulation
■ volatility analysis based on GARCH
Related modules:
Financial toolbox (FMA- Greece -FINA- 1. 1.pdf)
Data feed toolbox (FMA- hi -DAFD- 1.0.PDF)
Financial derivatives toolbox (FMA- Greek -FIDR- 1.0.PDF)
Fixed income toolbox (FMA-SHEE-FIXD- 1.0.PDF)
GARCH toolbox (FMA- Xi-Gaer-1.0.PDF)
Financial Time Series Toolbox (FMA- HI-FITE-1.0.PDF)
EXCEL link toolbox (fma-shee-excl-1.1.pdf)
Database toolbox (fma-shee-data-1.1.pdf)
Optimization toolbox (FMA- hi -OPTI- 1.0.PDF)
Statistical Toolbox (FMA- Greece-Statistics-1.0.PDF)
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Personally, some of them are data processing applications, among which excel has the most friendly interface, but its function is too simple, which is only suitable for daily simple data processing and not suitable for more complicated model analysis, so it is not widely used in scientific research. Matlab uses graphical interface, which is powerful and widely used in current research. Both spss and sas have strong professionalism. The former is mainly used for social science research, while the latter is mainly used for natural science and economic research. In addition, spss also uses a graphical interface, which is more friendly than sas operated by all programming languages. But the main disadvantage of spss is data output, which can't be opened directly with word processing tools. The following is some information I found, which is more detailed. The landlord can refer to it.
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MATLAB, whose name comes from matrix laboratory, is a scientific computing software, which specializes in processing matrix data. MATLAB integrates high-performance numerical calculation and visualization, provides a large number of built-in functions, and is widely used in the analysis, simulation and design of scientific calculation, control system, information processing and other fields. Moreover, using the open structure of MATLAB products, it is very easy to expand the functions of MATLAB, thus deepening the understanding of the problem and improving the competitiveness of MATLAB products.
At present, MATLAB product series can be used for:
numerical analysis
Numeric and symbolic computation
Engineering and scientific drawing
Design and strategy of control system
Digital image processing
Digital signal processing
Design and Simulation of Communication System
Finance and financial engineering
MATLAB is the foundation of MATLAB product family, which provides basic mathematical algorithms, such as matrix operation and numerical analysis algorithm. MATLAB integrates 2D and 3D graphics functions to complete the corresponding numerical visualization work, and provides an interactive high-level programming language-M language, and users can realize their own algorithms by writing scripts or function files.
MATLAB compiler is a compiling tool, which can compile function files written in M language provided by MATLAB into function libraries, com components of executable files and so on. This can not only expand the functions of MATLAB, but also mix MATLAB with other advanced programming languages such as C/C++ to learn from each other's strong points, improve the efficiency of program operation and enrich the means of program development.
Using M language, the corresponding MATLAB professional toolbox function is also developed for users to use directly. The algorithms used in these toolboxes are open and extensible. Users can not only view the algorithms, but also modify some algorithms, and even allow them to develop their own algorithms to expand the functions of the toolbox. At present, there are more than 40 toolbox of MATLAB products, covering data acquisition, scientific calculation, control system design and analysis, digital signal processing, digital image processing, financial analysis and bio-genetic engineering.
Simulink is a block diagram design environment based on MATLAB, which can be used to model, analyze and simulate various dynamic systems. It has a wide range of modeling and can be used to model any system that can be described mathematically, such as aerospace power system, satellite control and guidance system, communication system, ships and automobiles. , including continuous, discrete, conditional execution, event-driven, single-rate, multi-rate and hybrid systems. Simulink provides a graphical interface for establishing the system block diagram model by dragging and dropping the mouse, and also provides a rich collection of functional blocks and different professional modules. Using Simulink, you can almost complete the modeling of the whole dynamic system without writing a line of code.
Stateflow is an interactive design tool, which is based on the theory of finite state machine and can be used to model and simulate complex event-driven systems. Stateflow is closely combined with Simulink and MATLAB, which can effectively combine the complex control logic created by Stateflow into Simulink model.
In the MATLAB product family, the main tools for automatic code generation are Real-time Workshop (RTW) and Stateflow encoder, which can directly convert the model block diagram of Simulink and the state diagram of Stateflow into efficient and optimized program code. The code generated by RTW is concise, reliable and easy to read. At present, RTW supports the generation of standard C language codes and has the ability to generate codes in other languages. The whole process of code generation, compilation and corresponding target download is completed automatically, and users only need to click a few buttons with the mouse. MathWorks has developed corresponding target options for different real-time or non-real-time operating system platforms. With different software and hardware systems, rapid control prototype development, hardware-in-the-loop real-time simulation, product code generation and so on can be completed.
In addition, MATLAB's open and extensible system allows users to develop customized system goals. By using real-time Workshop embedded encoder, Simulink's model can be directly converted into product-level code with optimized efficiency. Code can be not only floating-point but also fixed-point.
MATLAB's open product system makes MATLAB the first choice for development in many fields. At the same time, it also has more than 300 third-party partners, which are distributed in scientific computing, mechanical power, chemical industry, computer communication, automobile, finance and other fields. Interface methods include joint modeling, data sharing, development process connection, etc.
MATLAB combines with third-party software and hardware products to form complete solutions in different fields, and realizes the complete process from algorithm development to real-time simulation to code generation and final product realization.
The main typical applications include:
Application and development of dSPACE, a unified platform for rapid control prototype and hardware-in-the-loop simulation, in control system
Design and development of signal processing system-full system simulation and rapid prototype verification of signal processing products such as TIDSP and Lyrtech, software and hardware platforms.
Design and develop communication system combination products, such as RadioLab 3G and Candence.
Design and development of mechatronics-joint simulation of the whole system, combined with Easy 5, Adams, etc.
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