CODE 87035 ACADEMIC YEAR 2021/2022 CREDITS 3 cfu anno 2 ECONOMIA E ISTITUZIONI FINANZIARIE 8700 (LM-56) - GENOVA TEACHING LOCATION GENOVA SEMESTER 2° Semester TEACHING MATERIALS AULAWEB OVERVIEW The course is a simple introduction to the use of Matlab's main functions and procedures. AIMS AND CONTENT LEARNING OUTCOMES A rigorous introduction to Matlab with applications to financial econometrics and statistics. AIMS AND LEARNING OUTCOMES 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. PREREQUISITES No prerequisities are requested TEACHING METHODS Lectures and computer-based exercises SYLLABUS/CONTENT 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 RECOMMENDED READING/BIBLIOGRAPHY Notes available at aulaweb TEACHERS AND EXAM BOARD MARIA LAURA TORRENTE Ricevimento: Thursday at 10 on Teams Exam Board MARIA LAURA TORRENTE (President) PIERPAOLO UBERTI LESSONS LESSONS START II semester Class schedule USING MAT LAB SOFTWARE EXAMS EXAM DESCRIPTION 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. ASSESSMENT METHODS 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. Exam schedule Data appello Orario Luogo Degree type Note 13/01/2022 10:00 GENOVA Orale 27/01/2022 10:00 GENOVA Orale 04/05/2022 10:00 GENOVA Orale 06/06/2022 10:00 GENOVA Orale 20/06/2022 10:00 GENOVA Orale 18/07/2022 10:00 GENOVA Orale 06/09/2022 10:00 GENOVA Orale FURTHER INFORMATION