Machine Learning and Data Analytics in Finance

Machine Learning and Data Analytics in Finance

Machine Learning and Data Analytics in Finance
Ten Bompas Hotel
Machine Learning and Data Analytics in Finance

Nicole Beevers, Application Engineer specialising in the use of MATLAB in quantitative finance at The MathWorks headquarters in Boston, visited South Africa recently to share her knowledge on Machine Learning and Data Analytics in Finance. 

Toolboxes shown during the presentation included:

Demo's showcased during the seminar include:

  • Consumer Credit Risk Modeling
  • Calibrating the Rating System
  • FX Trading with Machine Learning
  • Volatility Forecasting with Neutal Networks

Should you wish to view these demos, they are available for download here. 

MathWorks and Opti-Num Solutions maintain that MATLAB and Simulink can improve your companies’ efficiency and improve profitability. If you are not convinced, or management requires more substantiated evidence we are happy to discuss a product trial to demonstrate Return on Investment.

Questions and Answers

During the seminar attendees raised some interesting questions. Here are some questions and answers:

Q: How does Data pre-processing and Machine Learning work with a parallel pool?

A: See this link for a quick start on how to set up parallel computing for Statistics and Machine Learning.

Q: Are datastores and tall arrays part of another toolbox, or are they base MATLAB?

A: Both datastores and tall arrays are datatype objects in base MATLAB. However, using parallel computing with either of these requires Parallel Computing Toolbox.

Q: What happens if an error occurs when operating on a tall array?

A: Tall arrays handle error messages just like any other MATLAB arrays. The error message will be thrown to the MATLAB command line with a description of what happened and the line of code in which it occurred. 

Q: How do you get the collapsible code button (+) to show in your code? 

A: You can section your code but if you do not enable code folding, it won’t collapse, so to enable go to preferences->edit/debugger/code 

Should you have any questions of your own, please don't hesitate to contact us.

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