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Classic and Intelligent Portfolio Optimization in MATLAB

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Portfolio Optimization using Classic Methods and Intelligent Methods (PSO, ICA, NSGA-II, and SPEA2) in MATLAB

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2 comments

  1. please include the documentation regarding the problem on which you have implemented the above mentioned optimisation

  2. I have found there could be a problem in the code, maybe it’s due to the different MATLAB version, I’m not quite sure. Here is the thing: running the CreateData.m, on this line

    data = cn.fetch(s, ‘Close’, StartDate, EndDate);

    It doesn’t work, so I changed it to data = fetch(cn, s, ‘Close’, StartDate, EndDate);

    and no error occurred, however, the date returned are not what we defined as from 2014/01/01-2014/02/01, as I checked it’s actually 2006/07/07-2006/08/07. And I changed the format of the string of StartDate and EndDate as follows:

    StartDate = ’01-Jan-2014′;
    EndDate = ’01-Feb-2014′;

    Then, it worked. Hope you will see this. Thanks a lot.

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