# Webinars & Presentations

Numerical Algorithms Group

NAG's webinars and presentations serve as a resource for learning about our various products and services.

## The Role of Matrix Functions

Matrix Functions are playing an increasingly important role in science, finance and engineering. Dr Edvin Hopkins presents this 30-minute recorded webinar covering a variety of Matrix Functions related topics.

## Changepoint Analysis and What's New in Mathematical Optimization from NAG

This video is a recording on our City Lecture event 'Financial Time Series - Changepoints, structural breaks, segmentations and other stories' presented by Dr Rebecca Killick, University of Lancaster and 'What's New in Mathematical Optimization from NAG' by Jan Fiala and Benjamin Marteau.

## Nearest Correlation Matrix

Learn how to calculate the Nearest Correlation Matrix in this 30 minute webinar presented by NAG expert Dr Craig Lucas. In the webinar he teaches how to deal with the issues in forming a nearest correlation matrix from read data including:

How issues with data can lead to approximate correlation matrices
Cover some theoretical approaches
Explain how to use a set of alternative specialized routines to compute true correlation matrices, while fixing some of the original entries
Features practical examples using Python
Q & A

## Algorithmic Differentiation

Learn about Algorithmic Differentiation (AD) with this webinar recording from numerical experts at NAG (Numerical Algorithms Group) who provide the world renowned NAG Library and HPC and Numerical Services including an AD Software Tool. In this webinar you will watch:

An introduction to Algorithmic Differentiation (AD)
Q & A

## NAG, optimization and finance [2 webinars: 11 minutes, 15 minutes]

This webinar discusses the use of the NAG Library for optimizing financial portfolios. Part 1 introduces optimization and illustrates the importance of choosing the appropriate algorithm by using the so-called Rosenbrock function to compare the performance of a NAG routine and a simpler but less sophisticated algorithm. Part 2 briefly explains the Markowitz model as a method for obtaining portfolios that correspond to a given return with minimum risk, and presents demos which implement this method in Excel® and MATLAB® by calling NAG routines.

See also this webinar, which explains in more detail how to call NAG routines from Excel in order to perform portfolio optimization.

## NAG routines for ARIMA time series analysis in a .NET application [5 minutes]

This webinar demonstrates the use of the NAG Library in an application for time series analysis.

## NAG routines for Global Optimization from MATLAB™ [5 minutes]

This webinar demonstrates the use of the NAG Library to solve Global Optimization problems.

## Use of Reverse Communication techniques for NAG routines [5 minutes]

This webinar makes use of a routine for finding roots of transcendental equations to show how to use reverse communication techniques from within Excel.

## Calling NAG routines from Excel [2 Webinars: 10 minutes]

These webinars demonstrate the ability to call routines from the NAG Library within Excel. Portfolio Optimization and Option Pricing examples are provided.