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Question
What is wrong with this code? why does it output the same numbers over and over again and not find the answer
SolverWeights = repmat((1/46),46,1)' LowerBound = repmat(.01,46,1)' UpperBound = repmat(.035,46,1)' fmincon(@AreaRatioFunctio...
5 years ago | 0 answers | 0
0
answersQuestion
How do i optimize this problem without finance toolbox?
Objective: Maximize AreaRatio Constraints Sum(SolverWeights) = 1 each solver weight of a sector equals it real life value ...
5 years ago | 0 answers | 0
0
answersQuestion
how do I assign matrix values to industries. then make sure the percent in that industry is bound to a certain range for optimization?
I have a Row matrix of portfolio weights. I Have a Row matrix of Industries corresponding to the matrix of portfolio weights. I ...
5 years ago | 0 answers | 0
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answersQuestion
Optimizing a integrated Cfit function
I want to take 36 seperate definite integrals of a cfit function add up all of the positive ones then all of the negative ones. ...
5 years ago | 0 answers | 0