NAG Webinars & Presentations

Welcome to NAG’s webinars and presentations page. Below are webinars and presentations to serve as a resource for learning about the various products and services in the NAG portfolio. Please check this site periodically to see the latest additions, and let us know if you have any further questions or suggestions.

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.