Portfolio Optimization Program

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 program is writing base on the principle of the PSO algorithm,and it is used to Water quality model calibration. I have modified the program for many times ,and it is the final program I have used to calibrate the parameter oh the streeter-phelps water quality model.


Platforms: Matlab

Speed up and Clean up PC, up to 5x faster PC performance . The world's new and most advanced technology break-through PC Tune-up and performance optimization program. It will make your slow or just average speed computer run up to 5 times faster while fixing all known errors. It even makes your...


Platforms: OS/2, Windows, *nix, DOS, Windows 8, Windows Phone, Windows 7, Windows Server, Android, BlackBerry,iPhone,iPod,iTouch,AS/400

The SCE-UA method is a general purpose global optimization program. It was originally developed by Dr. Qingyun Duan as part of his doctoral dissertation work at the Department of Hydrologyand Water Resources, University of Arizona, Tucson, AZ 85721, USA. The dissertation is entitled "A Global...


Platforms: Matlab

Clean up PC, up to 5x faster PC performance . The world's new and most advanced technology break-through PC Tune-up and performance optimization program. It will make your slow or just average speed computer run up to 5 times faster while fixing all known errors. It even makes your Internet...


Platforms: OS/2, Windows, *nix, DOS, Windows 8, Windows Phone, Windows 7, Windows Server, Android, BlackBerry,iPhone,iPod,iTouch,AS/400

Speed up and Clean up PC, up to 5x faster PC performance . The world's new and most advanced technology break-through PC Tune-up and performance optimization program. It will make your slow or just average speed computer run up to 5 times faster while fixing all known errors. It even makes your...


Platforms: OS/2, Windows, *nix, DOS, Windows 8, Windows Phone, Windows 7, Windows Server, Android, BlackBerry,iPhone,iPod,iTouch,AS/400

This is a demo program of the paper J. Tian, W. Yu, and L. Ma, "AntShrink: Ant colony optimization for image shrinkage," Pattern Recognition Letters, Vol. 31, Oct. 2010, pp. 1751-1758.


Platforms: Matlab

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

NSGA-II is a very famous multi-objective optimization algorithm. I submitted an example previously and wanted to make this submission useful to others by creating it as a function. Even though this function is very specific to benchmark problems, with a little bit more modification this can be...


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

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

Tidal Analysis Program in PYthon (TAPPY) uses the least squares optimization function from scipy to perform a harmonic analysis (calculate amplitude and phases of a set of sine waves) of a hourly time series of water level values.


Platforms: Windows, Mac, Linux

This software contains one example taken from the reference paper given with this program. By running the programs as they are in the default pso folder the economic dispatch problem can be solved. The allocation minimum fuel cost and transmission losses are determined. By running the program the...


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

This program demonstrates the optimization by genetic algorithm to find the global maximum height for thee dimensional multiple peak surface. The GA operates by real coding method with elitism


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

Simulated Annealing Optimization m-file The program set can be used to solve TRAVELING SALESMAN PROBLEMSfrom the TSPLIB.


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