• Stars
    star
    11
  • Rank 1,694,829 (Top 34 %)
  • Language
    MATLAB
  • License
    GNU General Publi...
  • Created over 6 years ago
  • Updated over 4 years ago

Reviews

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Repository Details

This function optimizes portfolio weights based on a user-specified weighted linear combination of the Sortino ratio, Sharpe ratio, average total return, average downside risk, average standard deviation of returns, and max drawdown.

More Repositories

1

Deep-Learning-Framework-for-Financial-Time-Series-Prediction-in-Python-Keras

Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for development set, final cross-validation in test set; Calculates model’s annualized return, improvement from buy/hold, percent profitable trades, profit factor, max drawdown
Python
10
star
2

MRIqual

A Matlab toolbox for examining the quality of structural (SNR) and functional (tSNR, SFNR) MRI
MATLAB
9
star
3

NIfTI-Studio

A toolbox for NIfTI and Analyze medical image visualization, editing, and 3D rendering
MATLAB
8
star
4

N-Back-for-Matlab

The classic dual n-back task implemented in Matlab; includes position, sound, and color options.
MATLAB
7
star
5

plot-corrmat

A Matlab utility for plotting correlation matrices, with similar appearance to Seaborn in Python.
MATLAB
7
star
6

portfolio_sharpe_ratio

This Matlab package optimizes portfolio weights based on Sharpe ratio, average total return, and volatility.
MATLAB
3
star
7

roi_overlap

Matlab function that calculates and outputs a table showing the percentage overlap between statistical clusters and brain atlas regions (AAL, Harvard-Oxford, Brodmann Areas)
MATLAB
3
star
8

selectFeatures

Improved sequential feature selection for linear or quadratic discriminant analysis.
MATLAB
2
star
9

cohensKappa

Matlab function computes Cohen's kappa from observed categories and predicted categories
MATLAB
2
star
10

N-Back-MRI

The dual n-back task implemented in Matlab with precise timing for use within the MRI scanner.
MATLAB
1
star
11

fMRI-Preprocessing-with-Advanced-Normalization-Tools

A simple, customizable pipeline for preprocessing resting-state or task-based functional MRI data sets.
MATLAB
1
star