Mean-variance portfolio optimization using GA and PATTERNSEARCH

Version 1.0.0.0 (44.7 KB) by Dimitri Shvorob
(A not-too-serious experiment / code sample)
5.0
(2)
6.1K Downloads
Updated 4 Apr 2016

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Please see PORTOPTGADS, by following link 'Published m-files' below.
PS. The cool picture is a visualization of Rastrigin's function, taken from Genetic Algorithm and Direct Search Toolbox documentation.

Cite As

Dimitri Shvorob (2025). Mean-variance portfolio optimization using GA and PATTERNSEARCH (https://uk.mathworks.com/matlabcentral/fileexchange/16884-mean-variance-portfolio-optimization-using-ga-and-patternsearch), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2006a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0.0

BSD