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1 Commits

Author SHA1 Message Date
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