Managing and Fine-Tuning Portfolio Optimization Workflows with Experiment Manager
Overview
Portfolio optimization is a complex area of financial analysis that involves balancing multiple variables and multiple objectives at once. These variables often may interact with each other, which makes discerning and tuning each variable’s effect on the risk and returns of the portfolio objective difficult.
In this session, you will be shown how to manage, fine-tune, and explain optimized portfolios using MATLAB’s Experiment Manager App.
Highlights
You will see how to:
- Create a Portfolio Optimization experiment in MATLAB’s Experiment Manager app
- Sweep through a range of portfolio optimization parameters
- Compare the results of different portfolio objectives
About the Presenter
Sara Davis is a Senior Application Engineer at the MathWorks, supporting customers in computational finance. She recently received her M.S. in financial engineering at Columbia University and previously received an M.S. from the University of Virginia and a B.S. from Rowan University, both in electrical engineering.
Recorded: 14 Nov 2023
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