Formation Matlab - 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.
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 : The training is based on small practical exercises based on the training book. No maths are done or explained during the training!
Suggested duration for presentiel training (days) : 1
Suggested duration for on-line training (days) : 1.2
Daily price in face-to-face : 625 CHF
Daily price in remote : 300 CHF
Daily price in remote for students : contact us (only if student card!)
Daily price in remote (with recording) : 3125 CHF
Prices are per day per trainee without course material, without certificate, without evaluation, without exam, without training room or computer (these are each optional and must be requested in addition in the contact form for the establishment of the quote).