Re: [ojAlgo-user] A general approach with MPT Java Library

[Anders P. <an...@op...>]

I haven't written/published such examples, and as far as I know no one else has either.

The MarkowitzModel, and related, have been discussed several times before on this list. Browsing through the list archives should give you some examples. 

Another alternative is to study the junit tests.

Among other places they can be viewed here:
https://github.com/optimatika/ojAlgo/tree/master/test/org/ojalgo/finance/portfolio


/Anders


> On 24 okt 2014, at 10:27, Giordano Agostini <gio...@ya...> wrote:
> 
> 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
> 
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