Portfolio Optimization Theory
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
License: Freeware | Size: 690.77 KB | Download (53): Portfolio Allocation/Simulation Download |
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
License: Freeware | Download (56): Tail Call Optimization Decorator Download |
A few popular metaheuristic algorithms are included, such as the particle swarm optimization, firefly algorithm, harmony search and others.
Platforms: Matlab
License: Freeware | Size: 153.6 KB | Download (53): Engineering Optimization: An Introduction with Metaheuristic Applications Download |
M-files accompanying the " Genetic Algorithms & New Optimization Methods in MATLAB " webinar.These files provide what you need to run the two demos: Optimization of non-smooth objective function, and Optimization of a random stochastic objective function.To run the first demo run the file...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (58): Optimization with MATLAB and the Genetic Algorithm and Direct Search Toolbox Download |
Particle swarm optimization is a technique used in many control systems application. Here i used the PSO in PID controller tuning
Platforms: Matlab
License: Freeware | Size: 30.72 KB | Download (49): Tunning of PID controller using Particle Swarm Optimization Download |
An animated simulation of Particles in 2D searching for a global minima of a simple function using Particle Swarm Optimization algorithm
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (54): Particle Swarm Optimization Simulation Download |
Companion software for the Direct Adaptive Control Algorithms: Theory and Applications, 2e book by Howard Kaufman, Itzhak Barkana & Kenneth Sobel
Platforms: Matlab
License: Freeware | Size: 686.08 KB | Download (45): Direct Adaptive Control Algorithms: Theory and Applications, 2e Companion software Download |
This upload contains a hybrid Particle Swarm Optimization algorithm for functions in the real space. An options file is also provided, which lets the user fully parameterize the process. The hybrid function used is the @fminsearch, which is available on the MATLAB core. The PSO performs very well...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (46): Hybrid Particle Swarm Optimization Download |
This demo shows how to use MATLAB, Optimization Toolbox, and Genetic Algorithm and Direct Search Toolbox to optimize the design of a double wishbone suspension system.Note: You will need to have the following products installed in order to run this demo: MATLAB, Simulink, Optimization Toolbox,...
Platforms: Matlab
License: Freeware | Size: 2.02 MB | Download (46): Optimization of a Double Wishbone Suspension System Download |
GANSO is a programming library for global and nonsmooth, nonlinear optimization. Unlike local methods (e.g., quasi-Newton), global optimization methods aim at locating the absolute minimum of a function, not the nearest stationary point. GANSO toolbox provides an interface for calling GANSO...
Platforms: Matlab
License: Freeware | Size: 204.8 KB | Download (42): Global and Non-smooth optimization toolbox Download |
Deterministic unconstrained optimization method using Powell.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (49): Unconstrained optimization using Powell Download |
Fiels from the webinar: Speeding up optimization problems with parallel computing
Platforms: Matlab
License: Freeware | Size: 1.69 MB | Download (46): Speeding Up Optimization Problems with Parallel Computing Download |
This is a wrapper function to solve optimization problems (using FMINCON) of the form:min w.r.t. X of CostFunc(X) = beta*(W_ls*F(X)) + (1 - beta)*(max(W_mm*F(X)))subject to: A*X
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (48): weighted least-squares + weighted min-max optimization Download |
This book starts with a review of parameter optimization and then treats dynamic optimization, first with fixed final time and no constraints, next with terminal contraints, and finally with terminal constraints and open final time. This is followed by chapters on linear-quadratic problems and...
Platforms: Matlab
License: Freeware | Size: 1.1 MB | Download (44): Dynamic Optimization Download |
SNTO is a global optimization method where many points are generated in a multi-dimensional domain; the optimum point is selected and the domain is contracted around the neighborhood of the optimum. See for example: Number-Theoretic Methods in Statistics By K?ai-t?ai Fang, Yuan Wang
Platforms: Matlab
License: Freeware | Size: 40.96 KB | Download (40): Sequential Number Theoretic Optimization Package Download |
Contains the demos (plus a few extra) that were shown in the August 21, 2008 Webinar titled "Tips and Tricks: Getting started using optimization with MATLAB".Included parallel computing examples that were not shown in the webinar (require R2008a products)
Platforms: Matlab
License: Freeware | Size: 2.14 MB | Download (39): Tips & Tricks: Getting started using optimization with MATLAB Download |
Engineers, scientists, and financial analysts frequently use optimization methods to solve computationally expensive problems such as smoothing the large computational meshes used in fluid dynamic simulations, performing image registration, or analyzing high-dimensional financial portfolios....
Platforms: Matlab
License: Freeware | Size: 1.21 MB | Download (47): Improving Optimization performance with Parallel Computing Download |
The WEBphysiology Portfolio plugin was built to provide a clean, current look in situations where an expanded list-style or grid-style portfolio layout is appropriate. The plugin is implemented via a [shortcode] that supports specifying one-or-more portfolio types, all portfolio-types or all but...
Platforms: PHP
License: Freeware | Size: 655.36 KB | Download (41): WEBphysiology Portfolio Download |
Cispm Portfolio est un portfolio entidodurement personnalisable via le panneau dd-deOaoadministration de votre blog WordPress. Par ce plugin, vous pouvez au travers d'un portfolio, exposer toutes vos crdoTeations dans divers rubrique (Site web, viddoTeo, musique, image). Un plugin unique, qui...
Platforms: PHP
License: Freeware | Size: 10 KB | Download (49): Cispm Portfolio Download |
Portfolio Zen pulls images and paragraphs from articles in the Article Manager to create an attractive categorized slide show of portfolio work. Setting it up is as simple as creating a section for portfolio works, categories for navigation, and articles for portfolio pieces in each category.
Platforms: PHP
License: Freeware | Size: 20.48 KB | Download (46): Portfolio Zen Download |