Home > By category > Scripts >Development Tools > Mean-variance portfolio optimization using GA and PATTERNSEARCH

# Mean-variance portfolio optimization using GA and PATTERNSEARCH

• Views:
• Rating:

PS. The cool picture is a visualization of Rastrigin's function, taken from Genetic Algorithm and Direct Search Toolbox documentation.

Publisher: Dimitri Shvorob | License: Shareware
Version: 1.0 | Size: 41 KB | Platform: Matlab, Scripts
Released Date: 26-06-2013 | Rating: 0 | Title: Mean-variance portfolio optimization using GA and PATTERNSEARCH

Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com

More downloads from Mean-variance portfolio optimization using GA and PATTERNSEARCH publisher Dimitri Shvorob:

Tinker with Excel Link - Attached report presents a brief overview of Excel Link.

Simulate a Hawkes process - The submission considers first-order exponential-decay Hawkes processes with constant unconditional intensities, and presents

Visualize payoffs of an option strategy - Function BUTTERFLY (named after the strategy shown on the screenshot) aims to help students and instructors of finance visualize payoffs of simple option strategies

Simulate a Cox-Ingersoll-Ross process - Function CIRPATH simulates a discretely-sampled path of a Cox-Ingersoll-Ross process

Evaluate Nelson-Siegel function - Functions NELSONFUN and NELSONFIT evaluate and fit (with non-linear least-squares) the Nelson-Siegel function, a popular yield-curve approximation device.

Mean-variance portfolio optimization using GA and PATTERNSEARCH keywords:

gtkhst - gtkhst is a collection of GLib2 objects to compute statistics (mean, variance, correlations) in 1 and 2 dimensions and a set of Gtk2 widgets to display 1D and 2D histograms as well as trace plots showing the evolution with time of the monitored quant

MathWorks Webinar: Using Genetic Algorithms in Financial Applications - This zip file contains the Presentation (PDF) and M-files that were demonstrated in the MathWorks Webinar: Using Genetic Algorithms in Financial Applications delivered on Dec 11 2007

Generalized Objective Function - In order to optimize any MATLAB function, there are two options: 1) rewrite the function to take only 1 array of inputs, reading all others from a file, perhaps, or from a global variable (undesirable), or 2) write an interface layer that handles thi

Rice/Rician distribution - Functions for Rice/Rician PDF: summary statistics (mean and variance), generating random samples, and simple moment-matching to fit the distribution to data

Efficient Frontier GUI - Demo graphical user interface that finds an unconstrained mean-variance efficient frontier given asset price data

Shareware Connection periodically updates pricing and software information of 'Mean-variance portfolio optimization using GA and PATTERNSEARCH' from company source 'Dimitri Shvorob' , so some information may be slightly out-of-date. You should confirm all information before relying on it. Software piracy is theft,  Using 'Mean-variance portfolio optimization using GA and PATTERNSEARCH' crack, password, serial numbers, registration codes, key generators is illegal and prevent future development of Mean-variance portfolio optimization using GA and PATTERNSEARCH.

New Reviews

SeaMonkey, Portable Edition - Using the Internet has become a necessity for a majority of people, including those who do not use a PC regularly. To browse web, stream video or download online content, people often resort to using various third party apps. For example, using ...

Viper Antivirus - Even a few years back, PC users had very few choices when it came to picking up an antivirus. Over the years, malware and rogue app development has reached new heights, resulting in emergence of several new PC security firms in the arena. Vipre ...

Avast Endpoint Protection Suite Plus - PC security has become a vital aspect of computing nowadays and business users face the heat more than home users. While installing and handling a standalone antivirus suite is neither tedious nor time consuming, the scenario is different in ...

Avid Media Composer - When it comes to professional level video editing, there are plenty of tools available for computer users nowadays. While a lot of studio professionals swear by apps like Adobe’s powerhouse software Premiere Pro and Mac users stick to Final ...

Sigma Internet Monitoring - There is no denying the huge importance of internet in human life. Without the web, it has literally become imposable to carry on a lot of personal and professional activities, irrespective of your age, gender and qualification. While the web ...

AOMEI Partition Assistant Lite Edition - No matter whether you are a casual PC user or deal with a number of computers for professional needs, taking care of hardware components is a necessity. Among all hardware components used in laptop or desktop, hard disk is the most important one. ...

DriverPack Solution Professional - To keep your laptop or desktop performing well consistently, it is important to pay attention to some aspects. Using top antivirus utility, cleaning up junk feels periodically are some such examples. However, you also need to keep drivers of ...

SyncMate - Just like windows users, Macintosh users also need to sync their data with myriads of other devices and other Macs. It is possible to use Apple’s much touted iCloud to sync a Mac with other iOS based devices but that may not fit ...

Stellar Speedup Mac - While Macintosh computers are known for their stellar speed and multitasking prowess they also become subjected to pitfalls of usage. After prolonged use, junk files pile up and bits of installed apps remain scattered on the hard disk. These, ...

DVDFab DVD Copy - While a lot of computer users are switching from optical media to external and cloud storage services, a section of them still counts on DVD for storage and movie watching. At times it also becomes necessary to copy those DVDs that are getting ...

Agnitum Outpost Security
Suite Free

Anti-virus, anti-spyware,
firewall, anti-spam, and more
for all-round proactive
protection that's totally
free.

Normalize N-D Vectors in
Single Matrix or N
Component Matrices

Normalizes N-D vectors
provided either in one matrix,
or as multiple component
matrices.

Rooh.it Instant
Highlighter: Save and Share
`parts` of web-pages

Add a highlighter pen to your
blog: anyone can then make
'highlights on any part of
post ...

matlab2tikz

As of now, matlab2tikz does
not support the conversion of
all possible MATLAB figures.

Generic DLL Front-End

This GUI simplifies using the
new generic DLL calling
capability provided by the
MathWorks.

Model Replay

These MATLAB files serve as a
graphical user interface for
using the APMonitor moving
horizon estimation (MHE)
feature

Wipe Element Color for
Graphics and Animations

Wipe Element Color script was
designed to enhance the
MouseOver/MouseOut appearance
of elements.

American put option pricing

CRR method with tree output

Alien Voices using the
Texas Instruments C5000 and
C6000 DSP

Two complete applications in
C, one for the Texas
Instruments C5000 fixed-point
processor and the other for
the TI C6000 ...

Alamouti Scheme with GUI

Alamouti Scheme with GUI
performs Monte-Carlo
simulation and estimates BER
of Alamouti Scheme over
Rayleigh channel.

Apply affine transforms to
graphic objects