Counterparty Credit Risk and CVA
Compute the unilateral credit value (valuation) adjustment (CVA) for a bank holding a portfolio of vanilla interest-rate swaps with several counterparties. CVA is the expected loss on an over-the-counter contract or portfolio of contracts due to counterparty default. The CVA for a particular counterparty is defined as the sum over all points in time of
Perform classification using discriminant analysis, naive Bayes classifiers, and decision trees. Suppose you have a data set containing observations with measurements on different variables (called predictors) and their known class labels. If you obtain predictor values for new observations, could you determine to which classes those
Modeling the United States Economy
Illustrates the use of a vector error-correction (VEC) model as a linear alternative to the Smets-Wouters Dynamic Stochastic General Equilibrium (DSGE) macroeconomic model, and applies many of the techniques of Smets-Wouters to the description of the United States economy.
Scatter Plot and Eye Diagram with MATLAB Functions
Visualize signal behavior through the use of eye diagrams and scatter plots. The example uses a QPSK signal which is passed through a square-root raised cosine (RRC) filter.
QPSK and OFDM with MATLAB System Objects
Simulate a basic communication system in which the signal is first QPSK modulated and then subjected to Orthogonal Frequency Division Multiplexing. The signal is then passed through an
ANOVA with Random Effects
Use anovan to fit models where a factor's levels represent a random selection from a larger (infinite) set of possible levels.
Removing High-Frequency Noise from an ECG Signal
Lowpass filter an ECG signal that contains high frequency noise.
Modeling an Automatic Transmission Controller
Model an automotive drivetrain with Simulink®. Stateflow® enhances the Simulink model with its representation of the transmission control logic. Simulink provides a powerful
Bedmachine_data loads data from Morlighem et al.'s BedMachine datasets.
Bedmachine_interp loads data from Morlighem et al.'s BedMachine datasets.
Bedmachine_profile plots a 2D profile of ice, water, and rock elevations along any path in Greenland or Antarctica. The data are from Morlighem et al.'s BedMachine datasets.
Arctic Mapping Examples
This file shows a few examples of how to use Arctic Mapping Tools for Matlab.
Calling Shared Libraries from Simulink
This paper discusses several approaches for calling shared libraries from Simulink models.
Designing a High Angle of Attack Pitch Mode Control
Use the Control System Toolbox™ and Simulink® Control Design™ to interact with Simulink to design a digital pitch control for the aircraft. In this example, we will design the controller to
Radar Tracking Using MATLAB Function Block
Use an extended Kalman filter with the MATLAB® Function block in Simulink® to estimate an aircraft's position from radar measurements. The filter implementation is found in the MATLAB
Simulation of a Bouncing Ball
Use two different approaches to modeling a bouncing ball using Simulink®.
Simulating Automatic Climate Control Systems
Simulate the working of an automatic climate control system in a car using Simulink® and Stateflow®. You can enter a temperature value you would like the air in the car to reach by double
Approximating Nonlinear Relationships: Type S Thermocouple
Approximate nonlinear relationships of a type S thermocouple.