Mean-variance portfolio optimization using GA and PATTERNSEARCH

Versión 1.0.0.0 (44,7 KB) por Dimitri Shvorob
(A not-too-serious experiment / code sample)
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Actualizado 4 abr 2016

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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.

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Dimitri Shvorob (2024). 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. Recuperado .

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1.0.0.0

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