Optimal Portfolio Mix

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

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

Solution of Fractional Optimal Control Problems using Rational Approximation[1] C. Tricaud and Y.Q. Chen: Solving Fractional Order Optimal Control Problems in RIOTS_95 - A General-Purpose Optimal Control Problem Solver, Proceedings of the 3rd IFAC Workshop on Fractional Differentiation and its... Platforms: Matlab

To walk through the code and for a thorough description, refer toA. Meucci, (2010) "Linear versus Compounded Returns: Common Pitfalls in Risk and Portfolio Management",Latest version of code and article available at http://symmys.com/node/141 Platforms: Matlab

The code is explained in the article: Okunev, Pavel, "Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model" (July 1, 2005). http://ssrn.com/abstract=758505 This implements one factor Gaussian model. [pd]=pdgs(L,w,p,LL,N) L =... Platforms: Matlab

The code is explained in the article P. Okunev, "A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model", LBNL-57676, 2005.http://www-library.lbl.gov/docs/LBNL/576/7.../LBNL-57676.pdfFuther refinments of this algorithm are descibed in Okunev, Pavel,... Platforms: Matlab

Trail-Mix Activities help you keep track of everything you need for your projects! . Squirrel away Notes, Pictures, Web Pages, and Files, organized together in a Firefox sidebar! . Drag & Drop links or snippets of text into Activities for reference later. . Drag & Drop to save pictures from... Platforms: Mac

Makes compressed zip files look and act like regular Windows folders! - Launch applications from inside the zip file, drag and drop files from and to the zip file with ease, super fast. Compress zip files and uncompress zip, rar, arj and tar files with Optimal Archive. Convert zip files to multi... Platforms: Windows

This is FREE Money Management software designed to calculate trade position sizes according to various money management models. The software is free to use and utilises several highly successful position sizing formula techniques. This software is ideal for all investors and traders who wish to... Platforms: Windows

Optimal Desktop offers a new and exciting way for everyone to share and publish their internet search results. Optimal Desktop files can organize hundreds of links by project or subject in a single tabbed window with an intuitive user interface. Tabs allow for simultaneous browsing and ready... Platforms: Windows

Cut 1D X is an Automation Component used for obtaining optimal cutting designs of one dimensional pieces which may have angles different of 90 degrees at their extremities. Cut 1D X can be used for cutting linear pieces such as bars, pipes, tubes, steel bars, or any other material used by... Platforms: Windows

Create a portfolio with this spreadsheet for Excel 97 or better. Enter your past and present stock holdings. See your gains and losses at a glance. Get on-line quotes from: CNN.com, Quicken.com, Quote.com, NASDAQ.com, MoneyCentral.com, Toronto (Yahoo), Yahoo India, Yahoo Hong Kong, Yahoo Deutschland Platforms: Windows

Search smarter! Save and organize favorite web pages in tabs so you don't have to look for them again and again! Optimal Desktop gives you 3 layers of tabs for quick browsing, saving and organizing of favorite web pages and rss feeds. Optimal Desktop Tabs make it possible to get to any of your... Platforms: Windows

Adolix Split and Merge PDF is a free product that helps you manage your PDF documents. You can merge PDF files and split PDF documents into multiple files following a custom pattern similar to Word printing. Using our freeware you can combine encrypted PDF files with just a few mouse clicks and... Platforms: Windows, Windows 8, Windows 7, Windows Server

Venice is a stock market trading programme that supports portfolio management, charting, technical analysis, paper trading and experimental methods like genetic programming. Venice runs in a graphical user interface with online help and has full documentation. Venice runs on UNIX, including Mac... Platforms: *nix

oggment is a mixing/streaming environment able to mix an unlimited (depending on the CPU) number of vorbis encoded audio files. These files could came from from the hardisk with a line/mic input from the soundcard and stream to an icecast2.0 server. It is being written with simplicity in mind... Platforms: *nix

OpenDiscreteDynamicProgrammingTemplate project founds optimal constrainted parameters of a discrete controls with second order optimization template replacing Hessian with directional derivatives and backpropagation for digital filter(as neural network).. OpenDiscreteDynamicProgrammingTemplate:... Platforms: *nix

secured WebGine is a mix between a content management system and an application framework. secured WebGines focus is security and a logical API. The sWG has currently reached stage alpha. This means that functions and files can be changed without an announcement. Furthermore it is possible... Platforms: *nix

Finance::BeanCounter is a Perl module for stock portfolio performance functions. Finance::BeanCounter provides functions to download, store and analyse stock market data. Downloads are available of current (or rather: 15 or 20 minute-delayed) price and company data as well as of historical... Platforms: *nix

Rose::DB::Object::Helpers is a mix-in class containing convenience methods for Rose::DB::Object. SYNOPSIS package MyDBObject; use Rose::DB::Object; our @ISA = qw(Rose::DB::Object); use Rose::DB::Object::Helpers clone, { load_or_insert => find_or_create }; ... $obj =... Platforms: *nix