Julia Programming Language
ANN: Markowitz.jl (mean-variance optimization using the critical line algorithm)
Specific Domains
Finance and Economics
package
,
announcement
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
Related topics
Topic
Replies
Views
Activity
[ANN] Clarabel.jl: New convex optimization solver
Optimization (Mathematical)
20
2617
August 4, 2022
[ANN] SymbolicRegression.jl 1.0.0 - Distributed High-Performance Symbolic Regression in Julia
Package Announcements
package
,
symbolic-regression
24
1395
November 29, 2024
[ANN] Metaheuristics.jl
Package Announcements
announcement
,
optimization
13
2230
December 9, 2024
[ANN] NearestCorrelationMatrix.jl v1
Package Announcements
4
379
March 24, 2024
Optim.jl v0.9.0 is out!
Community
release
,
optim
16
2392
June 28, 2017