Search Results for "optimizer"
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Showing 2 open source projects for "optimizer"
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PortOpt
A portfolio-optimizer using Markowitz(1952) mean-variance model
PortOpt [Portfolio Optimizer] is a C++ program (with Python binding) implementing the Markowitz(1952) mean-variance model with agent's linear indifference curves toward risk in order to find the optimal assets portfolio under risk. You have to provide PortOpt (in text files or - if you use the api - using your own code) the variance/covariance matrix of the assets, their average returns and the agent risk preference. -
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C++SPCIP is a IPOPT like C++ Interface for the Optimizer SCPIP written by Ch. Zillober. SCPIP implements the Method of Moving Asymptotes in FORTRAN and is not provided with C++SCPIP. Please use the Wiki as main page!
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