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Mean-variance portfolio optimization using GA and PATTERNSEARCH 1.0

  Date Added: April 15, 2013  |  Visits: 342

Mean-variance portfolio optimization using GA and PATTERNSEARCH

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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.

Requirements: No special requirements
Platforms: Matlab
Keyword: Algorithm Belowps Direct Documentation Function Genetic Mfiles Picture Portoptgads Published Rastrigin Search Toolbox Visualization
Users rating: 0/10

License: Shareware Size: 40.96 KB
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