Classic and Intelligent Portfolio Optimization in MATLAB

2 Responses

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

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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.

   Reply

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