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DOSPortfolio
- Referenced in 1 article
[sw41987]
- weights of the global minimum variance portfolio which are reconstructed at given reallocation points...
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CombinePortfolio
- Referenced in 0 articles
[sw15378]
- like the tangency, global minimum variance (GMV) or naive (1/N) portfolio. It is based...
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LAPACK
- Referenced in 1713 articles
[sw00503]
- LAPACK is written in Fortran 90 and provides...
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Maple
- Referenced in 5403 articles
[sw00545]
- The result of over 30 years of cutting...
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Mathematica
- Referenced in 6445 articles
[sw00554]
- Almost any workflow involves computing results, and that...
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Matlab
- Referenced in 13702 articles
[sw00558]
- MATLAB® is a high-level language and interactive...
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NAG
- Referenced in 425 articles
[sw00610]
- Produced by experts for use in a variety...
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R
- Referenced in 10196 articles
[sw00771]
- R is a language and environment for statistical...
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DYNAMO
- Referenced in 264 articles
[sw01227]
- DYNAMO (DYNAmic MOdels) was a simulation language and...
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SNOPT
- Referenced in 556 articles
[sw02300]
- SNOPT: An SQP algorithm for large-scale constrained...
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CONOPT
- Referenced in 171 articles
[sw02791]
- CONOPT is a generalized reduced-gradient (GRG) algorithm...
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MINITAB
- Referenced in 210 articles
[sw02865]
- Analyze your data and improve your products and...
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S-PLUS
- Referenced in 630 articles
[sw02892]
- S-PLUS is a powerful environment for statistical...
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BLAS
- Referenced in 501 articles
[sw03216]
- Low-level utilities common to many mathematical software...
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L-BFGS
- Referenced in 852 articles
[sw03229]
- Algorithm 778: L-BFGS-B Fortran subroutines for...
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Pajek
- Referenced in 159 articles
[sw03707]
- Pajek -- analysis and visualization of large networks. Pajek...
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SeDuMi
- Referenced in 1284 articles
[sw04002]
- SeDuMi is a Matlab toolbox for solving optimization...
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SDPT3
- Referenced in 707 articles
[sw04009]
- This software is designed to solve conic programming...
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UCI-ml
- Referenced in 3444 articles
[sw04074]
- UC Irvine Machine Learning Repository. We currently maintain...
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CPLEX
- Referenced in 2804 articles
[sw04082]
- IBM® ILOG® CPLEX® offers C, C++, Java, .NET...