MATLAB and Simulink Seminars

Getting Started with MATLAB for Computational Finance


Overview

Technological and regulatory changes create pressure for the financial services sector to evolve. Companies are responding to trends such as cloud computing, artificial intelligence, and climate change. Financial professionals and Educators worldwide use MATLAB and other MathWorks tools to rapidly develop financial models to deal with current and future business needs and deploy customized algorithms to decision makers such as investment managers, actuaries, and traders.

In this session you’ll find out how MATLAB can help you significantly reduce the time it takes to analyze financial data and develop custom financial models.

Highlights

  • A quick overview of the MATLAB environment
  • Modeling Risks on a portfolio
  • Pricing derivatives
  • AI for Fraud forecasting
  • Application example by Dr. Bogusław Bławat from Kozminski University in Warsaw, Poland on using MATLAB for Empirical Prediction of Default with Corporate Strategy

Who Should Attend

Educators, Researchers and Financial Professionals who want to leverage powerful computational tools in their work with financial data and models

About the Presenter

Francesca Perino is Principal Application Engineer at MathWorks. She focuses on enabling MathWorks customers to be successful in their adoption and use of MATLAB platform to solve their numerical modelling and AI challenges with cutting-edge technology, tools and methods. She has expertise in data ingestion and processing, software design and application development in MATLAB, big data for enterprise-scale predictive analytics. Before MathWorks, she spent few years working as research engineer and software developer. She holds a M.Sc. in Physics specializing in numerical methods and statistics in atmospheric science from Torino University in Italy.

Bogusław Bławat holds a PhD in economics from the Polish Academy of Sciences. He teaches Financial Markets at Kozminski University (Warsaw, Poland), and he is also with Polish Agency for Audit Oversight where he controls the audit of banks' financial statements. In the past, he headed the Institute for Market Research, Consumption and Business Cycles (now the Polish Economic Institute). His research interests include modeling the microstructure of financial markets and the probability of default.

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