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
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
Simulating Automatic Climate Control Systems
Simulate the working of an automatic climate control system in a car using Simulink® and Stateflow®. You can enter a temperature value you would like the air in the car to reach by double
Compare Fits Programmatically
Fit and compare polynomials up to sixth degree using Curve Fitting Toolbox, fitting some census data. It also shows how to fit a single-term exponential equation and compare this to the
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
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
Single Hydraulic Cylinder Simulation
Use Simulink® to model a hydraulic cylinder. You can apply these concepts to applications where you need to model hydraulic behavior. See two related examples that use the same basic
Anti-Windup Control Using a PID Controller
Use anti-windup schemes to prevent integration wind-up in PID controllers when the actuators are saturated. We use the PID Controller block in Simulink® which features two built-in
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
Air Traffic Control Radar Design
Model a conceptual air traffic control (ATC) radar simulation based on the radar range equation.
Simulation of a Bouncing Ball
Use two different approaches to modeling a bouncing ball using Simulink®.