Julia Programming Language
ANN: Markowitz.jl (mean-variance optimization using the critical line algorithm)
Specific Domains
Finance and Economics
announcement
,
package
ungil
October 23, 2017, 1:36pm
1
https://github.com/ungil/Markowitz.jl
1 Like
ungil
November 23, 2018, 10:54pm
2
It works with Julia 1.0 now.
2 Likes