Calculates the area (approx.) between x-axis and a given function (Calculates integral of any one variable function for a given range). Integration method is Riemann Integration. June 15,2005
JPortfolio 1.0 - Financial Portfolio Optimization via Multi-Objective Genetic Algorithms
JPortfolio is an optimization program based on multi-objective genetic algorithms. Program simply searchs for the optimum weight vector of stocks by maximizing the expected return and minimizing the risk of a portfolio. Instead of finding an optimum portfolio, JPortfolio finds more than one solitions on the Pareto frontier.The portfolios on the Pareto frontier dominates any other solutions but they don't dominate themselves. So, one can select a portfolio with a lower risk and higher return or higher risk and lower return from the Pareto frontier. For a brief introduction, help and download please click to mhsatman.com/jportfolio
Few words for me
Dr.M.Hakan Satman, Istanbul University, Department of Econometrics
Java is the unique high level language that refrigerators, cell phones and other micro machines can run!