• DOSPortfolio

  • Referenced in 1 article [sw41987]
  • weights of the global minimum variance portfolio which are reconstructed at given reallocation points...
  • CombinePortfolio

  • Referenced in 0 articles [sw15378]
  • like the tangency, global minimum variance (GMV) or naive (1/N) portfolio. It is based...
  • LAPACK

  • Referenced in 1713 articles [sw00503]
  • LAPACK is written in Fortran 90 and provides...
  • Maple

  • Referenced in 5403 articles [sw00545]
  • The result of over 30 years of cutting...
  • Mathematica

  • Referenced in 6445 articles [sw00554]
  • Almost any workflow involves computing results, and that...
  • Matlab

  • Referenced in 13702 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • NAG

  • Referenced in 425 articles [sw00610]
  • Produced by experts for use in a variety...
  • R

  • Referenced in 10196 articles [sw00771]
  • R is a language and environment for statistical...
  • DYNAMO

  • Referenced in 264 articles [sw01227]
  • DYNAMO (DYNAmic MOdels) was a simulation language and...
  • SNOPT

  • Referenced in 556 articles [sw02300]
  • SNOPT: An SQP algorithm for large-scale constrained...
  • CONOPT

  • Referenced in 171 articles [sw02791]
  • CONOPT is a generalized reduced-gradient (GRG) algorithm...
  • MINITAB

  • Referenced in 210 articles [sw02865]
  • Analyze your data and improve your products and...
  • S-PLUS

  • Referenced in 630 articles [sw02892]
  • S-PLUS is a powerful environment for statistical...
  • BLAS

  • Referenced in 501 articles [sw03216]
  • Low-level utilities common to many mathematical software...
  • L-BFGS

  • Referenced in 852 articles [sw03229]
  • Algorithm 778: L-BFGS-B Fortran subroutines for...
  • Pajek

  • Referenced in 159 articles [sw03707]
  • Pajek -- analysis and visualization of large networks. Pajek...
  • SeDuMi

  • Referenced in 1284 articles [sw04002]
  • SeDuMi is a Matlab toolbox for solving optimization...
  • SDPT3

  • Referenced in 707 articles [sw04009]
  • This software is designed to solve conic programming...
  • UCI-ml

  • Referenced in 3444 articles [sw04074]
  • UC Irvine Machine Learning Repository. We currently maintain...
  • CPLEX

  • Referenced in 2804 articles [sw04082]
  • IBM® ILOG® CPLEX® offers C, C++, Java, .NET...