Description: A .zip file contains a series of scripts that were used in the MathWorks webinar "Using MATLAB to Develop Portfolio Optimization Models." The scripts generate 3D efficient frontiers for a universe of 44 stocks with time as the third axis. Additional scripts perform various ex-ante and ex-post analyses. Results are generated with and without market adjustments in the data. A readme.txt. file in the .zip folder describes each script and how to use it
- [SJXL] - On the constituent elements of time seri
- [wols] - wavelet wavelet ols is the least square
- [techsys] - A technical trading system comprises a
- [matlabxiaochengxu] - matlab on a series of 100 cases of commo
- [stock_market_forecasting] - A fusion model of HMM, ANN and GA for st
- [bcs_vb] - The basic BCS implemented via a variatio
- [ga] - Genetic algorithm to find optimal return
- [csmp] - CoSaMP, BP, OMP algorithm and compare th
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