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USING MAT LAB SOFTWARE

CODE 87035
ACADEMIC YEAR 2021/2022
CREDITS
  • 3 cfu during the 2nd year of 8700 ECONOMIA E ISTITUZIONI FINANZIARIE (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

    Exam Board

    MARIA LAURA TORRENTE (President)

    PIERPAOLO UBERTI

    LESSONS

    LESSONS START

    II semester

    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

    FURTHER INFORMATION