Risk Analysis 2014/15

1-2. lab - MatLab introduction

• MatLab introduction slides


• Cheat sheet #1
• Cheat sheet #2

3. lab - MatLab introduction, part 2.

• MatLab introduction practice

4. lab - Markov bound

• Tasks
• Skeleton (source code)

5-6. lab - Chernoff bound

• Tasks

7-8. lab - TSP

• Solving the Travelling Salesman Problem with a Hopfield - type neural network

9. lab - Portfolio risk

• Tasks
• Data file

10. lab - Oja's algorithm

• Tasks

11. lab - Optimizing mean-reverting portfolios

• Tasks
• Daily closing prices data file

12. lab

13. lab - Monte Carlo methods

• Tasks
• g(y) function

14. lab - Monte Carlo methods II.

• Tasks