PhiloMath
Research Groups
About
Research Groups
Portfolio Optimisation and Management
Projects
About PhiloMath
Research Groups
Data-Driven and Physics-Informed Models
Projects
Newton's Second Law of Motion
Dynamical Systems and Control
Projects
Controlling the Trajectory of a Motion
Portfolio Optimisation and Management
Projects
Mean-Variance Portfolio Optimisation
Surrogate Models and Optimisation
Projects
General-Purpose Data-Fitted Surrogate Models
Research Groups
Portfolio Optimisation and Management
Projects
Projects
Mean-Variance Portfolio Optimisation
This simple project consists of definining time series, either from a given history or from a given model, for stocks or assets in order to calculate their returns and variances. The constructed mean-variance portfolio is then optimised using several methods and analysed.
No matching items