Bayesian Portfolio Optimization

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...

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...

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

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

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

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

Contains a collection of Automator Actions to control and manipulate Extensis Portfolio 8.5 catalogs. - Portfolio Action Pack has been updated for Portfolio 8.5


Platforms: Mac

Official icons from the Teragap portfolio architecture sections. - new quicklook definition


Platforms: Mac

Want to be up to date with all your Google Finance portfolio courses? Tired of dependence to the internet access and affection towards PC? Then My Portfolio software is a need to you.To start using this software immediately you have to have internet access to the internet and valid login and...


Platforms: Symbian

The Memory Optimization tool was developed to be a powerful but easy-to-use system application that can optimize your PC. Usage tab window of Memory Optimization lets you see the CPU memory and page file usage levels. Settings window of Memory Optimization will allow users to set the display mode...


Platforms: Windows

PC Brother Memory Optimization 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 friendly. To...


Platforms: Windows

Various quantitative finance algorithms in areas related to asset allocation and portfolio simulation. Includes Black-Litterman model, State/Preferencem Interior points, and Active Set quadratic optimization.


Platforms: Mac

A Guestbook with a built-in Bayesian filter against spam


Platforms: Windows, *nix, PHP, BSD

This function decorates a function with tail call optimization. It does this by throwing an exception if it is it's own grandparent, and catching such exceptions to fake the tail call optimization. This function fails if the decorated function recurses in a non-tail contexif the de />


Platforms: Windows, Mac, *nix, Python, BSD Solaris

sux0r - Bayesian RSS is a multi-user RSS aggregator with multi-category Bayesian filtering capabilities. Filtering is the process of using Bayesian statistical methods to classify documents into categories. Right now it's used a lot for spam filtering, but in this script is that after...


Platforms: Windows, Mac, *nix, PHP, BSD Solaris

This toolbox is a fully object-oriented toolbox with a GUI for Bayesian Wavelet Networks. It is easy to use.The training method is used here is one of powerfull, off-line training algorithm, called Hybrid Markov Chain Monte Carlo- based Bayesian Approach.Also, You can easily add your own function...


Platforms: Matlab