Financial and decision maker professionals worldwide use the interactive programming environment and prebuilt computational libraries of MATLAB® to develop quantitative applications.
At the end of the course the student can independently use the basic functionality of MATLAB. In particular can create and manipulate matrix both for computation and for selection (e.g. sub-matrix under condition). Import data from external sources and exporting utility are well known. Graphic plotting is done by the student with sufficient experience. The student knows how to create a script and a function and how call them.
Familiarity with Excel.
Teaching will take place through lectures, but with a focus on discussion and direct dialogue with the students, which will be required to make proposals for study or debate in class. During the course will be organized 12 hours of meetings with a visiting teacher from Scotland with recognized expertise in the use of MATLAB in several quantitative issues. This series of lectures will study in depth the methodologies and findings applications of MATLAB in investment strategy and portfolio selection.
The exam is oral and structured as follows: the student solves in writing a short exercise and discusses the answer with the teacher. Each application is evaluated by: a) the relevance of the answer over demand b ) the correct syntax of the MATLAB language c ) the ability to use the language of the program. Final grade adopts pass/fail criteria.
• Introduction to MATLAB
• Matrices, statements, functions
• Graphics • Help and desktops
• Mathematical operations on matrices
• Other data structures: string, cell, table
• .M files and programming language
• Control structures
• Script and function
• Objects handle
• Toolboxes
• Optimization toolbox
• Other toolboxes
Si consiglia a tutti gli studenti, frequentanti e non frequentanti, di consultare periodicamente il materiale pubblicato in e-learning e suddiviso per lezione, studiando le slides pubblicate e analizzando il materiale aggiuntivo (elenco dei comandi visti a lezione, file di codice, file dati, ecc.) per comprendere (o rivedere) l'argomento trattato a lezione. I frequentanti potranno segnalare eventuali difficoltà all'inizio della lezione successiva, mentre i non frequentanti potranno contattare il docente via email, indicando la data della lezione e il numero della slide.
