Optimal Portfolio

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,...

MISO_FIRWIENER(N, X, Y) computes the optimal FIR Wiener filter of order N, given any number of (stationary) random input signals as the columns of matrix X, and one output signal in column vector Y.Requires BLOCK_LEVISON.M, also on the file exchange.By Keenan Pepper; uploaded with permission.

Engineers are often interested in obtaining optimal topologies, i.e., optimal conceptual designs, for various structural problems. The attached Matlab code generates such optimal topologies in about 199 lines of Matlab code. Two structural problems are 'hard-coded' as illustrative examples....


Platforms: Matlab

The zip includes:(1) lsqAffineSpace: a 'low level' routine that takes a set of m-dimensional real sample data and returns the optimal-fit k-dimensional affine subspace, with some options for discarding outliers.(2) lsqPlane and lsqLine: lsqAffineSpace wrappers, that compute optimal line and...


Platforms: Matlab

three phase three level space vector based pulse width modulation with optimal switchingauthor: ankush laddhaOrganisation : IIT - Bombaycomments are invited!!


Platforms: Matlab

Software for reduced-order discrete-time infinite horizon LQG design based on the SDOPE (Strengthened Discrete-time Optimal Projection Equations).The software is described in and associated to the paper:L.G. Van Willigenburg, W.L. De Koning, 2000,"Numerical algorithms and issues concerning the...


Platforms: Matlab

This programme implements Quasi Linearization Algorithm for searching optimal control trajectory, implemented for example of CSTR from book of Optimal Control Engineering by KIRK,


Platforms: Matlab

Content Management System on Codeigniter with Portfolio.


Platforms: PHP

The WEBphysiology Portfolio plugin was built to provide a clean, current look in situations where an expanded list-style or grid-style portfolio layout is appropriate. The plugin is implemented via a [shortcode] that supports specifying one-or-more portfolio types, all portfolio-types or all but...


Platforms: PHP

Cispm Portfolio est un portfolio entidodurement personnalisable via le panneau dd-deOaoadministration de votre blog WordPress. Par ce plugin, vous pouvez au travers d'un portfolio, exposer toutes vos crdoTeations dans divers rubrique (Site web, viddoTeo, musique, image). Un plugin unique, qui...


Platforms: PHP

Portfolio Zen pulls images and paragraphs from articles in the Article Manager to create an attractive categorized slide show of portfolio work. Setting it up is as simple as creating a section for portfolio works, categories for navigation, and articles for portfolio pieces in each category.


Platforms: PHP

Accounting software for Traders & Investors TICKTRACK is a portfolio tracking/tax reporting software with the BEST FUNCTIONS & DIRT CHEAP PRICE . ..... TICKTRACK a powerful investment tracking tool working with: common stocks (long, short), stock options, mutual funds, etc... You can keep...


Platforms: Windows

This program is a form that will assist you in tracking the fundamentals of your stock portfolio.This program shows in one table the majority of fundamental information you can obtain from the Wall Street Journal, Investor's Business Daily and online sources so that you can keep an accurate...


Platforms: Windows

CIOview provides a portfolio of software models that allow IT professionals to determine their optimal IT infrastructure. Your ideal platform and configuration is highly workload dependant, which is why CIOview's products are designed around the concept of analyzing a specific IT scenario....


Platforms: Windows

Optimal Pilot is designed for optimization of complex 3D models (CAD/CAM/CAE systems and others) for real-time visualization. It is a 3D reduction and optimization tool that speeds rendering and provides enhanced control over a 3D model's visual quality.


Platforms: Windows

Optimal Mandelbrot allows rapid navigation of The Mandelbrot Set fractal, and can generate an almost infinite number of interesting and colorful patterns to explore. A screensaver is also included to display your images with mesmerizing animated colors. Optimal Mandelbrot can also record the...


Platforms: Windows

Program calculates optimal body weight. Calculations based on following parameters: - height; - weight; - wrist circle; - ankle circle; - legs length All result can be saved in text or html files.


Platforms: Windows

Browse Internet, RSS and Files simultaneously with Optimal Desktop's 3 dimensional tabbed browser. Optimal Desktop makes it real easy to organize hundreds of bookmarks and get to any of them with 3 clicks or less! Block popups, record internet passwords, search your bookmarks and RSS...


Platforms: Windows

Makes, Publish online, Update Your Multimedia Portfolio with the images of new works every time you desire at zero cost independently all in Flash with a few click. From today You can: Have yours work on-line, Take advantage from the new communication technologies, Eliminate the costs for...


Platforms: Windows

Optimal Content Management System is the optimal formula, which combines the intelligence and experience of Optimal Decision System with the power of Optimal Report Generator.


Platforms: Windows, Mac, *nix