Matlab Training - Toolbox Finance & Econometrics

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Matlab Training - Toolbox Finance & Econometrics in Geneva, Zurich, Huston, San-Antonio, Dallas, Los Angeles, San Diego, New York, Washington, Chicago, San Francisco and anywhere in Switzerland, USA, Great Britain and Germany.


625.-/d
ID : 986

Goal : This training introduces applied optimization in the MATLAB environment, focusing on using Optimization Toolbox and Global Optimization Toolbox on small academic examples.

Audience : R&D Engineers, Supply Chain Engineers, Financial Engineers, Practitionner in Artificial Intelligence

Prerequisites : Knowledge of mathematical aspects, limitations and parameters of Master/PhD level optimization models (no maths will be explained during the training!)

Goals :
  • Introduction
  • Search global maximum/minimum of a vectorial/matrix defined function/plot (find)
  • Search all local maximum/minimum defined function/plot (find)
  • LP Simplex maximization/minimization with inequalities (linprog)
  • LP Simple maximization/minimization with equalities and no target value
  • LP Simple maximization/minimization with equalities and target value
  • Function constrained optimization with linear constraints and without specific target (fmincon)
  • Function constrained optimization with linear constraints and with specific target (fmincon)
  • Function constrained optimization with non-linear constraints and without specific target (fmincon)
  • Quadratic optimization (Q-CG) using conjugate gradient method (fminunc)
  • Quadratic optimization (Q-IPC) using interior point convex method (quadprog),Genetic algorithm optimization (ga)
  • Training Conclusion

Pedagogical method : A certificate will be awarded to each participant who has attended at least 80% of the training.

Suggested duration (days) : 1

Daily price : 625 CHF
Price per day per trainee without course material, without certificate, without evaluation, without training room or computer

Book
  • Title : MATLAB
  • Author(s) : Vincent Isoz
  • Pages : 1337
  • ISBN :

Tags : matlab training, matlab course, matlab optimization, genetic algorithms, simplex method, conjugate gradients method, newton method.