Convertible Bond Pricing Model

This model demonstrates how to implement a coupled structural-aerodynamic problem.The wing, otherwise rigid, is allowed to pitch and plunge. The motion of the wing is defined using SimMechanics blocks. The aerodynamic model is a simple, quasi-steady formulation.Dynamic pressure is manipulated by...

We use the genetic algorithm (gatool) to determine the four parameters of the implicit Forst-Kalkwarf-Thodos Model. Predictions are in perfect agreement with data of vapour pressure of iodobenzene versus temperature for a temperature range from 380.15 K to 580.15 K.

The program determines the constants Rmax and Km of the Michaelis-Menten model using data given in Fundamentals of Chemical Reaction Engineering by M. E. Davis & R. J. Davis, McGraw Hill, 2003. This data represents the substrate (catechol) concentration versus time. This data was obtained using...


Platforms: Matlab

Today safety critical flight control systems are tested using model based approach. The model blocks are proprietary and seldom shared in the open. A benchmark problem was designed as part of a research activity to test out certain test case generation techniques. This model was also used as a...


Platforms: Matlab

Model found in "Model Predictive Control of Blood Glucose in Type I Diabetics Using Subcutaneous Glucose Measurements" by Sandra Lynch and B. Wayne Bequette, 2002.Download additional models and documentation at:http://www.hedengren.net/research/models.htm


Platforms: Matlab

It is application of solving ODE model pacemaker VI1 of cardiac cells with function ODE45 mat lab.It is first work objectifs for developing M-File-S-Function with Simulink-Mat lab for modele pacemaker VI1 of cardiac cells and Heart VI1 with Simulink Platform in Free SimCardiology in...


Platforms: Matlab

The zip file includes the model description in a pdf file, a simulink model of the steam condenser, a function to perform Reaction Curve PID tuning and an m-file to run the model.The m-file can be used to learn how to use the Reaction Curve approach to tune a PID controler. The model itself can...


Platforms: Matlab

Abstract:A customizable add-on library with a small number of blocks for the graphical programming of Bondgraphs is provided.Why Bondgraphs?Energy domain independently Bondgraphs are excellent power flow diagrams for process models [see A. Bouscayrol et al 'Different energetic descriptions of...


Platforms: Matlab

Simulates a Multifractal Model of Asset Return using a multiplicative lognormal cascade See the following papaer A Multifractal Model of Asset Returns by B Mandelbrot - 1997The current implementation uses the generator for the fractional brownian motion from B. Scott Jackson. Many thanks!


Platforms: Matlab

Thomas-Fiering model is one of some approaches of stochastic modeling. It has been widely used for forecasting discharge in water reservoir.


Platforms: Matlab

These are the utilities needed along the forecasting model previously submitted.They comprise optimization functions, statistics functions, all open source.


Platforms: Matlab

We use the genetic algorithm (gatool) to determine the three parameters of the simple Antoine equation and the six parameters of the Modified Antoine Model. Predictions are in perfect agreement with experimental data of vapor pressure of ethanol versus temperature for a temperature range from...


Platforms: Matlab

This zip file contains the files for the demo used in "Introduction to Model Predictive Control Toolbox" webinar, available at this url:http://www.mathworks.com/company/events/we...4.html?id=32784


Platforms: Matlab

In Model-in-the-Loop for Embedded System Test (MiLEST) the developed signal-feature d-deOCt oriented paradigm allows the abstract description of signals and their properties. It addresses the problem of missing reference signal flows as well as the issue of systematic test data selection....


Platforms: Matlab

Demonstration of Neoclassic Growth Model in Dynamic Economics, deterministic model, using both discrete optimization and interpolation method. Utility function and production function defined seperately. Generate plot to show the Policy function and Value function generated by optimization...


Platforms: Matlab

JDprice.m : Compute European call option price using a Log-Uniform Jump-Diffusion model.Algorithm used: Monte Carlo with antithetic and control variates techniques.JDimpv : Compute the implied volatilities from the market values of European calls using a Log-Uniform Jump-Diffusion model. (the...


Platforms: Matlab

This GUI accepts the various constants needed to run a Black-Scholes calculation for pricing several European options:Put, Call, Straddle, Strangle, Bull Spread, Bear Spread, ButterflyIt plots the pricing surface for the appropriate option and then runs a number of Monte Carlo simulations (d


Platforms: Matlab

Here is the code for the pricing of an american call option with one dividend. This is the Roll, Geske,Whaley approximation of an AMerican call with one dividend. This code makes use of Bivariate normal distribution and normal distribution. More pricing options would be followed soon.


Platforms: Matlab

CFEVALDEMO2 illustrates how CFEVAL (available from FEX) can be used to model a mortgage, a mortgage passthrough, or a collateralized mortgage obligation.To run the code, you will need to download the FEX submissions listed in 'Acknowledgements' section below.


Platforms: Matlab

FINDING AR CO-EFFICIENT MODEL USING LEVINSON ALGORITHIM


Platforms: Matlab