Mean-variance portfolio optimization using GA and PATTERNSEARCH

Version 1.0.0.0 (44,7 ko) par Dimitri Shvorob
(A not-too-serious experiment / code sample)
5.0
(2)
6,1K téléchargements
Mise à jour 4 avr. 2016

Afficher la licence

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.

Citation pour cette source

Dimitri Shvorob (2025). Mean-variance portfolio optimization using GA and PATTERNSEARCH (https://www.mathworks.com/matlabcentral/fileexchange/16884-mean-variance-portfolio-optimization-using-ga-and-patternsearch), MATLAB Central File Exchange. Extrait(e) le .

Compatibilité avec les versions de MATLAB
Créé avec R2006a
Compatible avec toutes les versions
Plateformes compatibles
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

portoptgads/

portoptgads/html/

Version Publié le Notes de version
1.0.0.0

BSD