
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 highlevel 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 largescale constrained...

CONOPT
 Referenced in 171 articles
[sw02791]
 CONOPT is a generalized reducedgradient (GRG) algorithm...

MINITAB
 Referenced in 210 articles
[sw02865]
 Analyze your data and improve your products and...

SPLUS
 Referenced in 630 articles
[sw02892]
 SPLUS is a powerful environment for statistical...

BLAS
 Referenced in 501 articles
[sw03216]
 Lowlevel utilities common to many mathematical software...

LBFGS
 Referenced in 852 articles
[sw03229]
 Algorithm 778: LBFGSB 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...

UCIml
 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...