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updated 1 year ago

Working with Time-Series Data in MATLAB by Abhaya


These are the example files for the webinar: "Working with Time-Series Data in MATLAB". (data exploration, interpolation, data import)

createfigure(X1, Y1)



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updated almost 6 years ago

Risk and Asset Allocation by Attilio Meucci

Attilio Meucci

Software for quantitative portfolio and risk management (finance, modeling, analysis)



Adendotd(dense, d, sparAd, Ablk, blkstart)

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updated 7 years ago

Mean-variance portfolio optimization using GA and PATTERNSEARCH by Dimitri Shvorob

Dimitri Shvorob

(A not-too-serious experiment / code sample) (finance, modeling, analysis)

Mean-variance portfolio optimization using GA and PATTERN...


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