Counterparty Credit Risk and CVA
Compute the unilateral credit value (valuation) adjustment (CVA) for a bank holding a portfolio of vanilla interest-rate swaps with several counterparties. CVA is the expected loss on an over-the-counter contract or portfolio of contracts due to counterparty default. The CVA for a particular counterparty is defined as the sum over all points in time of
Perform classification using discriminant analysis, naive Bayes classifiers, and decision trees. Suppose you have a data set containing observations with measurements on different variables (called predictors) and their known class labels. If you obtain predictor values for new observations, could you determine to which classes those
Introduction to MIMO Systems
Multiple-Input-Multiple-Output (MIMO) systems, which use multiple antennas at the transmitter and receiver ends of a wireless communication system. MIMO systems are increasingly being adopted in communication systems for the potential gains in capacity they realize when using multiple antennas. Multiple antennas use the spatial dimension in
Wind Farm (IG)
Phasor simulation of a 9-MW wind farm using Induction Generators (IG) driven by variable-pitch wind turbines.
Removing High-Frequency Noise from an ECG Signal
Lowpass filter an ECG signal that contains high frequency noise.
CoMP Dynamic Point Selection with Multiple CSI Processes
How multiple Channel State Information (CSI) processes provide the network with feedback for Coordinated Multipoint (CoMP) operation. In this example User Equipment (UE) data is
According to LEAN thinking, a company's level of waste tells a lot about its effectiveness, its internal organization, and its strategic planning. Mantain high quality standards and low
What do you know about Electrical Stimuation?
Authors : Andrea Gargano, Paolo Seghetti, Niccolò Biasi
Designing a Guidance System in MATLAB and Simulink
Use the model of the missile airframe presented in a number of published papers (References ,  and ) on the use of advanced control methods applied to missile autopilot design. The
2-D and 3-D Plots
To create two-dimensional line plots, use the plot function. For example, plot the value of the sine function from 0 to 2\pi :
Designing a High Angle of Attack Pitch Mode Control
Use the Control System Toolbox™ and Simulink® Control Design™ to interact with Simulink to design a digital pitch control for the aircraft. In this example, we will design the controller to
Approximating Nonlinear Relationships: Type S Thermocouple
Approximate nonlinear relationships of a type S thermocouple.
Radar Tracking Using MATLAB Function Block
Use an extended Kalman filter with the MATLAB® Function block in Simulink® to estimate an aircraft's position from radar measurements. The filter implementation is found in the MATLAB