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