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Portfolio Allocation/Simulation

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Analyzed about 10 hours ago. based on code collected about 18 hours ago.

Commit Message	Contributor	Files Modified	Lines Added	Lines Removed	Code Location	Date
May 17, 2023 — May 17, 2024 Showing page 1 of 6 Search / Filter on:
Updated the applet with a better UI	jwalters	More...				almost 15 years ago
Created the BLPrior object, built up the confidence objects	jwalters	More...				almost 15 years ago
Initial checkin of new files	jwalters	More...				almost 15 years ago
Changed to work with the new BLConfidence objects	jwalters	More...				almost 15 years ago
New confidence objects to allow for more seamless handling of confidence, and more clear presentation layer.	jwalters	More...				almost 15 years ago
Made asset nodes within problem visible, but it's not very robust	jwalters	More...				about 15 years ago
Bunch of changes	jwalters	More...				about 15 years ago
Updated license	jwalters	More...				about 15 years ago
Cleaned up imports	jwalters	More...				about 15 years ago
Some cleanup	jwalters	More...				about 15 years ago
Now sets up the progress indicator if one is passed in	jwalters	More...				about 15 years ago
Initial checkin or progress component wrapper	jwalters	More...				about 15 years ago
Extended API to have client pass in a GUI component for rendering progress information	jwalters	More...				about 15 years ago
Little bit of cleanup (unused variables)	jwalters	More...				about 15 years ago
JUnit tests for Ledoit and Wolf shrinkage	jwalters	More...				about 15 years ago
Updated javadocs	jwalters	More...				about 15 years ago
Added new method to compute scenarios for mean/covariance inputs	jwalters	More...				about 15 years ago
Added new unit test for budget/return constrained optimization	jwalters	More...				about 15 years ago
Added new method to compute budget and return constrained M-V optimization analytically	jwalters	More...				about 15 years ago
Updated javadoc	jwalters	More...				about 15 years ago
Initial checkin of package docs	jwalters	More...				about 15 years ago
Fixed bugs which made the calculations not correct.	jwalters	More...				about 15 years ago
Updated javadoc	jwalters	More...				about 15 years ago
Broke out covariance handling code into a separate class	jwalters	More...				about 15 years ago
Added some new JUnit tests for exponentially weighted covariance	jwalters	More...				about 15 years ago
Added new confidence intervals from diBartolomeo paper	jwalters	More...				about 15 years ago
Updated javadocs	jwalters	More...				over 15 years ago
Updated to match new calling conventions	jwalters	More...				over 15 years ago
Updating javadoc	jwalters	More...				over 15 years ago
Improving javadoc	jwalters	More...				over 15 years ago

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