[ojAlgo-user] A general approach with MPT Java Library
Mathematics, linear algebra and optimisation
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From: Giordano A. <gio...@ya...> - 2014-10-24 08:27:58
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Hi to all, I am new to this mailing list and to the ojAlgo libraries in general, so please bear with me :-) Not an expert on Financial Maths, I am trying to start a soft approach with MPT Java Library functionality by learning from a few very simple examples. Unfortunately I cannot find simple/toy MPT examples using the MarkowitzModel and BlackLittermanModel classes. Could anyone please provide some illuminating example or point me towards some clear usage example? Thank you in advance, Giordano |