Bayesian Portfolio Optimization

The Portfolio Optimization template identifies the optimal capital weightings for a portfolio of financial investments that gives the desired risk and return profile based on the correlation between individual investments. The design of the portfolio optimization model enables it to be applied...

The Portfolio Optimization model calculates the optimal capital weightings for a basket of investments that gives the highest return for the least risk. The unique design of the model enables it to be applied to either financial instrument or business portfolios. The ability to apply...

SmartFolio is a state-of-the-art asset management software for investment professionals and private investors. It contains advanced portfolio optimization and risk management techniques, based on the latest achievements in portfolio theory. The software combines highly advanced and innovative...


Platforms: Windows

SmartFolio is the most powerful asset allocation software aimed at all types of investors and investment professionals. It contains state-of-the-art portfolio optimization and risk management techniques, based on latest achievements in portfolio theory. The software combines highly advanced and...


Platforms: Windows

A .zip file contains a series of scripts that were used in the MathWorks webinar "Using MATLAB to Develop Portfolio Optimization Models." The scripts generate 3D efficient frontiers for a universe of 44 stocks with time as the third axis. Additional scripts perform various ex-ante and ex-post...


Platforms: Matlab

Please see PORTOPTGADS, by following link 'Published m-files' below.PS. The cool picture is a visualization of Rastrigin's function, taken from Genetic Algorithm and Direct Search Toolbox documentation.


Platforms: Matlab

The files in this folder solve the optimization case studies described in the paper "VaR vs CVaR in Risk Management and Optimization" by Sarykalin,S., Serraino,G., and Uryasev,S., in Tutorials in Operations Research, INFORMS 2008 (download www.ise.ufl.edu/uryasev/VaR_vs_CVaR_INFORMS.pdf...


Platforms: Matlab

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.The purpose of the webinar was to highlight how Genetic Algorithms may be used to supplement portfolio...


Platforms: Matlab

Exercises and case studies for a rigorous approach to risk- and portfolio-management. This booklet stems from the review sessions of the six-day ARPM bootcamp.Contents include:Advanced multivariate statistics; copula-marginal decompositionAnnualization/projection (FFT, cumulants,...


Platforms: Matlab

Files used in the Webinar: Build a Portfolio Analysis Production Application in MATLAB using Object-Oriented Programming Techniques.The focus of this demo is to introduce the design and development of a complete MATLAB application from concept through to completion. The GUI-based tool provides...


Platforms: Matlab

A new soft clustering algorithm is presented (Clustering through Optimal Bayesian Classification). The algorithm does not depend on random initializations, and it contains a native metric to select the optimal number of clusters.The clustering algorithm minimizes the log-Bayesian risk...


Platforms: Matlab

Free 1-hour search engine optimization crash course on the basics of search engine optimization & how to submit to search engines. The course is broken down into 10 chapters: 1. What Is Search Engine Optimization? 2. Search Engine Optimization Part 1: Meta Tags 3. Search Engine...


Platforms: Windows

The Portfolio Monitoring model enables the ongoing monitoring and periodic valuation of a portfolio of investments. The model allows the entering of investment transactions during a reporting period to calculate performance. Furthermore, incremental investment transactions undertaken during a...


Platforms: Windows

Is your trading portfolio globally diversified and weighted in favor of the strongest industry sectors.? If not then you urgently need this new software. CuteTrader Portfolio Builder/Analyzer makes this tedious but vital trading task very simple ! Now with the aid of this powerful yet easy to use...


Platforms: Windows

Portfolio Manager is a personal stock portfolio management system with the aim of being a complete stock trading diary. With minimal effort and time you can keep track of which stocks you have bought and sold, along with any associated dividends. The simple, intuitive design makes Portfolio...


Platforms: Windows

The Portfolio Performance Monitoring model enables the ongoing monitoring and periodic valuation of a portfolio of financial investments. The model allows the entering of investment transactions during a reporting period to calculate performance. Furthermore, incremental investment transactions...


Platforms: Windows

Optimization Algorithm Toolkit is a workbench and toolkit for developing, evaluating, and playing with classical and state-of-the-art optimization algorithms on standard benchmark problem domains; including reference algorithm implementations, graphing, visualizations and much more. The project...


Platforms: *nix

Inlapp SEO Services offers an on page optimization service in which we do a complete competition analysis and then modify your site based on that. We also provide you a full report about how to further edit your website content to get a decent search engine rank.A website just cannot achieve a...


Platforms: Windows, Other

The freelance market has tough competition. If you're working in that field, every single aspect of your activity may turn the scales to your advantage. And the design of your website or a personal digital art gallery is far from being the least factor in this race. Each icon, each picture adds a...


Platforms: Windows, Mac, *nix, Windows CE

PC Brother Memory Optimization Free is a powerful but easy-to-use system application that can optimize your PC, as well as show you the current system usage in both graph and by numbers. It can help your PC operate more efficiently and run faster. This totally free application is user...


Platforms: Windows