Numerical Methods and Matlab
Code
2172
Academic unit
null
Department
null
Credits
3,5
Teacher in charge
António Antunes
Teaching language
English
Objectives
The objective of the course is to allow students to use Matlab as a tool to numerically solve complex economic, statistical and financial problems. The successful student will be able to:
i) use and understand the Matlab script language;
ii) define a strategy to solve the computational problem at hand;
iii) use programming techniques for that specific computational task.
Prerequisites
Subject matter
Bibliography
‐ Matlab (2012) Matlab Primer, online pdf documentation;
‐ Stroustrup, B. (2008) The C++ programming language, 3rd edition (optional; advanced material);
‐ Lab equipped with a digital projector and PCs with basic Matlab installed. Each PC can be shared by 2 students. The Matlab Optimization Toolbox would be desirable.
Teaching method
Mostly of sessions the teacher will give a talk about a specific topic, accompanied by supervised work in the labs PCs. During the course but outside the classroom, students will develop a project, in group, which consists of programming a computational task of their choice (a variety of possible projects are provided).
Evaluation method
Mandatory final exam: 50% of the final grade; group written assignments (groups of preferably 3 students): remaining 50%.