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## USING MAT LAB SOFTWARE

CODE 87035 2021/2022 3 cfu during the 2nd year of 8700 ECONOMIA E ISTITUZIONI FINANZIARIE (LM-56) - GENOVA GENOVA 2° Semester 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

Notes available at aulaweb

## TEACHERS AND EXAM BOARD

### Exam Board

MARIA LAURA TORRENTE (President)

PIERPAOLO UBERTI

## LESSONS

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

Date Time Location Type Notes
15/12/2021 10:00 GENOVA Orale
13/01/2022 10:00 GENOVA Orale
27/01/2022 10:00 GENOVA Orale
04/05/2022 10:00 GENOVA Orale Appello straordinario riservato esclusivamente ai laureandi a.a. 2020/21
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