Commit Graph

2 Commits

Author SHA1 Message Date
Jared Broad fb7d1994ff Tidy and add tags 2017-09-20 17:14:44 -04:00
AlexCatarino c620b3a110 Adds Portfolio Optimization algorithm using Math.NET Numerics
Adds PortfolioOptimizationAlgortithm.cs
This algorithm uses Math.NET Numerics library, specifically Linear Algebra object (Vector and Matrix) and operations, in order to solve a portfolio optimization problem.
2016-06-17 17:51:12 -03:00