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Portfolio Optimization using Classic Methods and Intelligent Methods (PSO, ICA, NSGA-II, and SPEA2) in MATLAB
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Mostapha Kalami Heris, Classic and Intelligent Portfolio Optimization in MATLAB (URL: https://yarpiz.com/391/ypap112-portfolio-optimization), Yarpiz, 2015.Tagged with: Classic Methods for Portfolio Optimization Efficient Frontier ICA Imperialist Competitive Algorithm Intelligent Portfolio Optimization Markowitz Model Multi-Objective Optimization Multi-Objective Portfolio Optimization Non-dominated Sorting Genetic Algorithm II NSGA-II Pareto Front Particle Swarm Optimization Portfolio Optimization PSO Risk Minimization SPEA2 Strength Pareto Evolutionary Algorithm 2
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please include the documentation regarding the problem on which you have implemented the above mentioned optimisation
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.