What type of files do you mean? Code files or .mat data files?
As far as I am aware all files are compatible between the two if you simply mean that you want to be able to run the same code in R2015b and R2015a.
Obviously this will not be possible if, in R2015b, you use functions/classes/etc that were only introduced in that version, but if you avoid doing that you should certainly have backwards compatibility for just 1 version ago.
You should need to export files or anything like that, just use the same files in either version.
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