Mean-variance portfolio optimization using GA and PATTERNSEARCH
(A not-too-serious experiment / code sample)
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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 (2026). Mean-variance portfolio optimization using GA and PATTERNSEARCH (https://au.mathworks.com/matlabcentral/fileexchange/16884-mean-variance-portfolio-optimization-using-ga-and-patternsearch), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (44.7 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 | BSD |
