MATLAB-结构化财务程式之撰写课件

1、MATLAB 結構化財務程式之撰寫MATLAB財務程式實作應用研習 主題五資管所 陳竑廷MATLAB 結構化財務程式之撰寫MATLAB財務程式實作應2大綱非循序指令決策、選擇迴圈、反覆巢狀結構與內縮向量化2大綱非循序指令3一、非循序指令循序 (Sequencing)根據code由上而下循序逐行執行每一個指令非循序選擇反覆3一、非循序指令循序 (Sequencing)4Selectionif提款金額確認switch功能選擇4Selectionif5ifif 邏輯條件一運算指令一elseif 邏輯條件二運算指令二elseif 邏輯條件三運算指令三else運算指令endS=55標的物價格X=60 履

2、約價格if SXdisp(價內賣權)elseif S=Xdisp(價平賣權)elsedisp(價外賣權)end5ifif 邏輯條件一S=55標的物價格6ifS=55標的物價格X=60 履約價格if SXdisp(價內賣權)elseif S60disp(S60)elseif S=Xdisp(價平賣權)elsedisp(價外賣權)end6ifS=55標的物價格7error函數語法 error(message)當遇到此函數時，MATLAB會以紅色字體顯示message，此時M檔將停止執行，MATLAB回到命令視窗7error函數語法8error函數S=input(請輸入標的物價格);if S0, e

3、rror(價格須為正值),end8error函數S=input(請輸入標的物價格);9switchswitch 評估描述子（整數或字串）case 數值(或字串)條件一運算指令一case 數值(或字串)條件二運算指令二otherwise運算指令endswitch colorcase(red)signal=景氣過熱case(green)signal=景氣穩定case(blue)signal=景氣略冷otherwisesignal=景氣衰退end9switchswitch 評估描述子（整數或字串）swit10switch colorcase(red)signal=景氣過熱case(green)sig

4、nal=景氣穩定case(blue)signal=景氣略冷otherwisesignal=景氣衰退endswitch10switch colorswitch11Repetitionfor進行指定次數的重複動作之後停止。次數已定義while在某邏輯條件不成立時，才停止執行重複動作。次數未定義11Repetitionfor12forfor index = start : increment : endstatementsendfor dt = 2 : 1 : 8disp()end12forfor index = start : incre13for 倒數for index = start : in

5、crement : endstatementsendfor dt = 4 : -1 : 2disp()end13for 倒數for index = start : in14PreallocationMatlab stores matrices in contiguous blocks of memory. When the size of a matrix changes, Matlab, if it has not preallocated enough space, must find a new chunk of memory large enough and copy the matr

6、ix over. When a matrix grows inside of a loop, this process may have to be repeated over and over again causing huge delays. It can therefore significantly speed up your code by preallocating a chunk of memory before entering into a loop. 14PreallocationMatlab stores m15Preallocationticfor i = 1:300

7、00 A(i) = i;endwithout = tocticB = zeros(30000,1); % Preallocate B with the zeros command.for i = 1:30000 B(i) = i;endwith = tocratio = without / with15Preallocationtictic16whilewhile conditionstatementsendwhile pwd != password pwd = input(密碼：);endwhile其邏輯條件判定為 false 時，程式才會跳出迴圈。16whilewhile conditio

8、nwhile pw17whilebreakwhilebreak可使程式在某一個邏輯條件為 true 的情況下從迴圈跳出。white condition(1)statements(A)if condition(2), break , endstatements(B)end17whilebreakwhilebreak可使程式在某18whilebreakS %目前股價min_p = 20%停損點Max_p = 40%停利點while S Max_pif S min_p , break , endKeep_Stock()endSell_Stock()18whilebreakS %目前股價19二、巢狀結

9、構與內縮Nesting and Indentation程式中的結構可以築巢於程式中另外的結構之中巢狀結構：forforendend19二、巢狀結構與內縮Nesting and Indenta20二、巢狀結構與內縮for i = 1 : 1 : 2for j = 1 : 1 : 9 disp(i*j) endend20二、巢狀結構與內縮for i = 1 : 1 : 221三、VectorizationMatlab is an interpreted language, which means that each line of code must be reduced to machine i

10、nstructions as the program runs, whereas with compiled code, this is done before execution. But where Matlab is at a disadvantage, is with regard to loops. Although recent versions have seen a considerable increase in speed, loops are still a major bottleneck.We can frequently replace loops with mat

11、rix operations or calls to fast, built in functions - a process called vectorization. 21三、VectorizationMatlab is an22Non-vectorizedA = rand(200,200); tic Bnv = zeros(size(A); for i=1:size(A,1) for j=1:size(A,2); Bnv(i,j) = log(A(i,j); endendnonvec = tocVectorizedA = rand(200,200); tic Bv = log(A); vec = toc; 22Non-vectorizedVectorized23Non-vectorized versionVectorized version23Non-vectorized vers