The course is a simple introduction to the use of Matlab's main functions and procedures.
A rigorous introduction to Matlab with applications to financial econometrics and statistics.
The course aim to let the students know the Matlab programming basic elements, through the development of simple code and its application to problems in financial mathematics. The learning outcomes consist of the basic knowledge and expertise in problem solving using the Matlab software.
No prerequisities are requested
Lectures and computer-based exercises
Part I: Introduction. Functions and commands, script files, the workspace, how to import data
Part II: Basic elements. Data types, array, matrix, trasposed operation, matrix operations, matrix functions, elementary matrices, special matrices, random number generators.
Part III: M-file. Introduction to “for”, “if”, “if -else”, “elseif”.
Part IV: Loops.
Part V: Programming examples of mathematical models of well-known problems in financial mathematics and machine learning
Notes available at aulaweb
Ricevimento: Thursday at 10 on Teams
MARIA LAURA TORRENTE (President)
PIERPAOLO UBERTI
II semester
USING MAT LAB SOFTWARE
Oral exam. The student will have to execute a take home project, writ the matlab code required to solve the assigned problems and discuss the obtained results during an oral exam.
