Metaheuristic Portfolio Optimization Models

MATLAB demonstrations discussed in: G A V Pai, "Metaheuristics for Portfolio Optimization", Wiley-ISTE, 2018.
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Updated 31 May 2019

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The MATLAB demonstrations of the metaheuristic portfolio optimization models discussed in the book "Metaheuristics for Portfolio Optimization, An Introduction using MATLAB®", authored by G A Vijayalakshmi Pai and published by Wiley-ISTE (2018) have been submitted as a zip file. This is for the convenience of the readers of the book, to enable them work on the programs and even improvise them for their own needs.
The document "GAVPai_Book_May2019_ReadMe.pdf" in the zip file, provides a complete route map of the MATLAB programs, functions and sample data sets provided, for each chapter of the book, with references to the appropriate sections, figures and equations in the book, where more explanations can be found.
All the MATLAB programs and functions adopt a naive and direct or simple approach to favor novices in MATLAB. Users familiar with MATLAB are encouraged to improvise the codes.

Cite As

Dr G A Vijayalakshmi Pai (2024). Metaheuristic Portfolio Optimization Models (https://www.mathworks.com/matlabcentral/fileexchange/64507-metaheuristic-portfolio-optimization-models), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2011b
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Version Published Release Notes
1.1.2.0

Book description link added

1.1.1.0

Edited publishing content.

1.1.0.0

The README file, GAVPai_Book_May2019_ReadMe.pdf has been revised.

1.0.0.0

Book released during Jan. 2018.
Cover Image of the book uploaded. Book release shortly due.