Portfolio Optimization Wiki

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

Wiki::Gateway is a Perl library for interacting with remote wikis. SYNOPSIS use Wiki::Gateway; $result = Wiki::Gateway::getPage(http://interwiki.sourceforge.net/cgi-bin/wiki.pl, $wiki_type, SandBox); $result = Wiki::Gateway::putPage(http://interwiki.sourceforge.net/cgi-bin/wiki.pl,...


Platforms: *nix

Wiki::Toolkit::Store::Mediawiki is a Mediawiki (MySQL) storage backend for Wiki::Toolkit. SYNOPSIS Implementation of Wiki::Toolkit::Store::Database which reads and writes to a Mediawiki 1.6 database running in MySQL. This is module is intended to be capable of running concurrently with a...


Platforms: *nix

Wiki::Toolkit::Formatter::Mediawiki is a Mediawiki-style formatter for Wiki::Toolkit. SYNOPSIS This package implements a formatter for the Wiki::Toolkit module which attempts to duplicate the behavior of the Mediawiki application (a set of PHP scripts used by Wikipedia and friends). use...


Platforms: *nix

Wiki::Toolkit::Plugin::RSS::Reader is a Perl module to retrieve RSS feeds for inclusion in Wiki::Toolkit nodes. Use this Wiki::Toolkit plugin to retrieve an RSS feed from a given URL so that you can include it in a wiki node. SYNOPSIS use Wiki::Toolkit::Plugin::RSS::Reader; my $rss =...


Platforms: *nix

CGI::Wiki::Plugin::RSS::Reader is a Perl module retrieve RSS feeds for inclusion in CGI::Wiki nodes. Use this CGI::Wiki plugin to retrieve an RSS feed from a given URL so that you can include it in a wiki node. SYNOPSIS use CGI::Wiki::Plugin::RSS::Reader; my $rss =...


Platforms: *nix

ERFAN WIKI is powerful wiki engine without database supporting smart search, smart backup, wikipedia syntax, template, nice printable version, language and multiuser. Plus an easy and secure installer..


Platforms: *nix

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

Pod::Simple::Wiki is a class for creating Pod to Wiki filters. SYNOPSIS To create a simple filter to convert from Pod to a wiki format: #!/usr/bin/perl -w use strict; use Pod::Simple::Wiki; my $parser = Pod::Simple::Wiki->new(kwiki); if (defined $ARGV[0]) { open IN, $ARGV[0] or die...


Platforms: *nix

Wiki::Toolkit::Formatter::Default is a formatter for Wiki::Toolkit. SYNOPSIS my $store = Wiki::Toolkit::Store::SQLite->new( ... ); # See below for parameter details. my $formatter = Wiki::Toolkit::Formatter::Default->new( %config ); my $wiki = Wiki::Toolkit->new( store => $store,...


Platforms: *nix

CGI::Wiki is a toolkit for building Wikis. Helps you develop Wikis quickly by taking care of the boring bits for you. You will still need to write some code - this isnt an instant Wiki. SYNOPSIS # Set up a wiki object with an SQLite storage backend, and an # inverted index/DB_File search...


Platforms: *nix

PWP Wiki Processor is a PHP Wiki based on flat files that can create static pages. It uses flat files as data storage, no database is required. It has a simple cache and trash bin, and can handle file uploads. It is able to export its contents into static HTML pages. A Wiki is a...


Platforms: *nix

OW2 is a wiki/BBS management system that offers multiple areas, user pages, rich markup, internal backward links, RSS feeds, a public chat, full referer tracking and an internal messaging system. Installation: 1. Create a MySQL database called ow2_orgowiki 2. Import the sample database given...


Platforms: *nix