Alex Roumi

MathWorks

Last seen: etwa 2 Monate vor | Aktiv seit 2019

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Version Control for Economic Models
A Practical Guide to Git in MATLAB   The Problem You Already Have You know the folder. Somewhere on your machine there...

10 Tage vor

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From EViews to MATLAB in One Line: Reading Workfiles Directly
Economists often keep years of work in EViews workfiles: macroeconomic series, model estimates, and curated panel data. The...

29 Tage vor

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Portfolio Optimization with Target Factor Exposures
A practical MATLAB walkthrough comparing tracking error and exact exposure approaches. When you build a factor-based...

etwa 2 Monate vor

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Prototype Time-Series Forecasts with Deep Learning—Without Writing Code
Expert Contributor: Dr. Yuchen Dong Yuchen is a Senior Application Engineer at MathWorks focusing on customers in the...

etwa 2 Monate vor

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Run Dynare at Scale on Databricks with Interactive MATLAB
Expert Contributor: Dr. Eduard Benet Cerdà Edu is a Senior Application Engineer at MathWorks advising customers in the...

3 Monate vor

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What’s New in MATLAB R2026a for Economists
R2026a covers a lot of ground for economists—Bayesian state-space estimation, macro-scale forecasting, climate and physical...

3 Monate vor

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CRISK: A Market‑Based Framework for Quantifying Climate Risk in Banking
Effective risk management increasingly requires understanding how climate‑related factors can influence market valuations...

4 Monate vor

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Systemic Risk Modeling with MATLAB: Tools and Techniques for Central Banks
Systemic risk modeling is essential for central banks as financial systems grow more interconnected and vulnerable to...

4 Monate vor

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Refining Macroeconomic Forecasting with MATLAB Techniques
Nonlinear confidence bands help you quantify forecast uncertainty in DSGE models, but they can be slow to compute. At the...

4 Monate vor

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Upgrading MATLAB: What You Gain and How to Get There
Every MATLAB release opens the door to new capabilities, better performance, and tighter integration with the platforms...

4 Monate vor

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Central Bank of The Bahamas Uses MATLAB and Dynare to Model Climate and Tourism Shocks
“It [MATLAB] was used in Dynare in order to promote the accuracy and the ease of generating this model.”— Allan Wright,...

5 Monate vor

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Credit and Market Risk Management: From Risk Modeling to Regulatory Compliance
In this technical session, Valerio Sperandeo, Senior Application Engineer, demonstrated how MATLAB can support financial...

7 Monate vor

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Speeding Up Dynare Models: Practical Paths to Performance Gains
Dynamic Stochastic General Equilibrium (DSGE) models are essential tools for policy analysis and forecasting, but...

7 Monate vor

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Pricing Special Purpose Vehicles with Physics‑Informed Neural Networks at Nasdaq Private Market
Summary Nasdaq Private Market (NPM) used MATLAB® to prototype and scale physics‑informed neural networks (PINNs) that price...

8 Monate vor

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Highlights from MathWorks Finance Conference 2025
The 2025 MathWorks Finance Conference brought together quants, economists, financial modelers and researchers to explore...

9 Monate vor

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Build a RAG Pipeline in MATLAB: From Document Ingestion to LLM-Driven Insights
The following post is from Yuchen Dong, Senior Finance Application Engineer at MathWorks. The example featured in the...

9 Monate vor

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Navigating FRTB: Standardized vs Internal Models – and the Role of Scriptable Risk Engines
The Fundamental Review of the Trading Book (FRTB) is reshaping how banks measure and manage market risk. Beyond replacing...

9 Monate vor

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The FRED Connector in Datafeed Toolbox
If you work with macro, markets, or policy analysis, chances are you touch FRED®—the Federal Reserve Economic Data service....

10 Monate vor

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Analyzing the Financial Risks of Wildfires
We recently hosted a technical webinar focused on analyzing the financial risks of wildfires. Akshay Paul and Yuchen Dong...

10 Monate vor

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Building a Neural Network for Time Series Forecasting – Low-Code Workflow
The following post is from Yuchen Dong, Senior Financial Application Engineer at MathWorks. Financial institutions forecast...

11 Monate vor

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GDP Nowcasting with MATLAB
What is GDP Nowcasting? Imagine trying to drive a car while only getting speed updates every three months. That’s kind of...

etwa ein Jahr vor

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Modeling Physical Climate Risk Across Financial Portfolios
Financial institutions are reassessing long-term risk models as physical climate events like hurricanes, floods, and...

etwa ein Jahr vor

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Accelerating Asset Management with ModelOps: From Model Building to Monitoring
Asset management quants face complex data environments, tight timelines, and the constant pressure to translate models into...

etwa ein Jahr vor

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2nd Biennial Macroeconometric Caribbean Conference
MathWorks was recently invited to the 2nd Biennial Macroeconometric Caribbean Conference in Nassau, Bahamas, organized by...

etwa ein Jahr vor

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The Economic Effects of Tariff Changes
The following post is from Yuchen Dong, Senior Financial Application Engineer. The code presented in this blog can be found...

mehr als ein Jahr vor

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Modeling Exchange Rate Volatility
The following post is from William Mueller, Software Developer on the Econometrics Toolbox Team. Forecasting currency...

mehr als ein Jahr vor

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Assessing Climate Impacts on Credit Risk
We recently hosted a technical webinar focused on climate transition risk, specifically assessing climate impacts on credit...

mehr als ein Jahr vor

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Simplifying Econometric Modeling with MATLAB
Econometric modeling is essential for analyzing economic data, making forecasts, and informing policy decisions, however,...

mehr als ein Jahr vor

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Celebrating 30 Years of Dynare and Its Global Impact with MATLAB
As we celebrate the 30th anniversary of Dynare, we at MathWorks would like to take a moment to reflect on its influence on...

mehr als ein Jahr vor

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Custom Portfolio Optimization: Balancing Objectives, Constraints, and Efficiency
The following blog was written by Marshall Alphonso Principal Engineer and Sara Galante, Senior Finance Application...

mehr als ein Jahr vor

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