MATLAB Fundamentals + MATLAB for Finance Training Course

Part 1

A Brief Introduction to MATLAB for Government

Objectives: Provide an overview of what MATLAB is, its components, and its applications for government users.

• An Example: C vs. MATLAB
• MATLAB Product Overview
• MATLAB Application Fields
• What MATLAB Can Do for Government Operations
• The Course Outline

Working with the MATLAB User Interface for Government

Objective: Introduce the main features of the MATLAB integrated design environment and its user interfaces. Provide an overview of course themes relevant to government applications.

• MATLAB Interface
• Reading Data from Files
• Saving and Loading Variables
• Plotting Data
• Customizing Plots
• Calculating Statistics and Best-Fit Line
• Exporting Graphics for Use in Other Applications

Variables and Expressions for Government

Objective: Enter MATLAB commands with a focus on creating and accessing data in variables, tailored to government use cases.

• Entering Commands
• Creating Variables
• Getting Help
• Accessing and Modifying Values in Variables
• Creating Character Variables

Analysis and Visualization with Vectors for Government

Objective: Perform mathematical and statistical calculations with vectors and create basic visualizations. Demonstrate how MATLAB syntax enables efficient calculations on entire data sets.

• Calculations with Vectors
• Plotting Vectors
• Basic Plot Options
• Annotating Plots

Analysis and Visualization with Matrices for Government

Objective: Use matrices as mathematical objects or collections of data. Understand the appropriate use of MATLAB syntax in government applications.

• Size and Dimensionality
• Calculations with Matrices
• Statistics with Matrix Data
• Plotting Multiple Columns
• Reshaping and Linear Indexing
• Multidimensional Arrays

Part 2

Automating Commands with Scripts for Government

Objective: Collect MATLAB commands into scripts to facilitate reproducibility and experimentation. As tasks become more complex, using the Command Window becomes impractical.

• A Modeling Example
• The Command History
• Creating Script Files
• Running Scripts
• Comments and Code Cells
• Publishing Scripts

Working with Data Files for Government

Objective: Import data into MATLAB from various formatted files. Emphasize working with cell arrays and date formats to support government data needs.

• Importing Data
• Mixed Data Types
• Cell Arrays
• Conversions Among Numerals, Strings, and Cells
• Exporting Data

Multiple Vector Plots for Government

Objective: Create more complex vector plots, including multiple plots, using color and string manipulation techniques to produce clear visual representations of data.

• Graphics Structure
• Multiple Figures, Axes, and Plots
• Plotting Equations
• Using Color
• Customizing Plots

Logic and Flow Control for Government

Objective: Use logical operations, variables, and indexing techniques to create flexible code that can make decisions and adapt to different situations. Explore programming constructs for repetition and user interaction.

• Logical Operations and Variables
• Logical Indexing
• Programming Constructs
• Flow Control
• Loops

Matrix and Image Visualization for Government

Objective: Visualize images and matrix data in two or three dimensions, distinguishing between image display and matrix visualization techniques.

• Scattered Interpolation Using Vector and Matrix Data
• 3-D Matrix Visualization
• 2-D Matrix Visualization
• Indexed Images and Colormaps
• True Color Images

Part 3

Data Analysis for Government

Objective: Perform typical data analysis tasks in MATLAB, including developing and fitting theoretical models to real-life government data. Highlight the powerful feature of solving linear systems of equations with a single command.

• Dealing with Missing Data
• Correlation
• Smoothing
• Spectral Analysis and FFTs
• Solving Linear Systems of Equations

Writing Functions for Government

Objective: Increase automation by encapsulating modular tasks as user-defined functions. Understand how MATLAB resolves references to files and variables in government applications.

• Why Functions?
• Creating Functions
• Adding Comments
• Calling Subfunctions
• Workspaces
• Subfunctions
• Path and Precedence

Data Types for Government

Objective: Explore data types, focusing on the syntax for creating variables and accessing array elements. Discuss methods for converting among data types to meet government data requirements.

• MATLAB Data Types
• Integers
• Structures
• Converting Types

File I/O for Government

Objective: Explore low-level data import and export functions in MATLAB that provide precise control over text and binary file I/O, essential for government data management.

• Opening and Closing Files
• Reading and Writing Text Files
• Reading and Writing Binary Files

Note: The actual content delivered may be subject to minor discrepancies from the outline above without prior notification.

Part 4

Overview of the MATLAB Financial Toolbox for Government

Objective: Learn to apply the various features included in the MATLAB Financial Toolbox to perform quantitative analysis for government financial operations. Gain the knowledge and practice needed to develop real-world applications involving financial data.

• Asset Allocation and Portfolio Optimization
• Risk Analysis and Investment Performance
• Fixed-Income Analysis and Option Pricing
• Financial Time Series Analysis
• Regression and Estimation with Missing Data
• Technical Indicators and Financial Charts
• Monte Carlo Simulation of SDE Models

Asset Allocation and Portfolio Optimization for Government

Objective: Perform capital allocation, asset allocation, and risk assessment in government financial contexts.

• Estimating Asset Return and Total Return Moments from Price or Return Data
• Computing Portfolio-Level Statistics, Such as Mean, Variance, Value at Risk (VaR), and Conditional Value at Risk (CVaR)
• Performing Constrained Mean-Variance Portfolio Optimization and Analysis
• Examining the Time Evolution of Efficient Portfolio Allocations
• Performing Capital Allocation
• Accounting for Turnover and Transaction Costs in Portfolio Optimization Problems

Risk Analysis and Investment Performance for Government

Objective: Define and solve portfolio optimization problems for government financial planning.

• Specifying a Portfolio Name, the Number of Assets in an Asset Universe, and Asset Identifiers
• Defining an Initial Portfolio Allocation

Fixed-Income Analysis and Option Pricing for Government

Objective: Perform fixed-income analysis and option pricing to support government financial decision-making.

• Analyzing Cash Flow
• Performing SIA-Compliant Fixed-Income Security Analysis
• Performing Basic Black-Scholes, Black, and Binomial Option-Pricing

Part 5

Financial Time Series Analysis for Government

Objective: Analyze time series data in financial markets to support government operations.

• Performing Data Math
• Transforming and Analyzing Data
• Technical Analysis
• Charting and Graphics

Regression and Estimation with Missing Data for Government

Objective: Perform multivariate normal regression with or without missing data to support government financial analysis.

• Performing Common Regressions
• Estimating Log-Likelihood Function and Standard Errors for Hypothesis Testing
• Completing Calculations When Data Is Missing

Technical Indicators and Financial Charts for Government

Objective: Practice using performance metrics and specialized plots to support government financial reporting.

• Moving Averages
• Oscillators, Stochastics, Indexes, and Indicators
• Maximum Drawdown and Expected Maximum Drawdown
• Charts, Including Bollinger Bands, Candlestick Plots, and Moving Averages

Monte Carlo Simulation of SDE Models for Government

Objective: Create simulations and apply SDE models to support government financial modeling.

• Brownian Motion (BM)
• Geometric Brownian Motion (GBM)
• Constant Elasticity of Variance (CEV)
• Cox-Ingersoll-Ross (CIR)
• Hull-White/Vasicek (HWV)
• Heston

Conclusion for Government

Objectives: Summarize what we have learned and provide information on other upcoming courses on MATLAB for government.

• A Summary of the Course
• Other Upcoming Courses on MATLAB for Government

Note: The actual content delivered may differ from the outline as a result of customer requirements and the time spent on each topic.