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WebCab Optimization (J2SE Edition) 2.6
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 Refined procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have linear constraints. Specialized Linear programming algorithms based on the Simplex Algorithm and duality are included along with a framework for sensitivity analysis w.r.t. boundaries (duality, or direct approach), or object function coefficients. This suite includes the following features: local unidimensional optimization; fast 'low level ' algorithms where the weight is on speed and not the accuracy of the results; bracketing algorithms - these methods find an interval where at least one extrema of a continuous function exists; locate algorithms - these methods converge to the extrema if the extrema is bracketed and the function under consideration is continuous; accurate `high level' algorithms; global unidimensional optimization - finds global minima / maxima; unconstrained local multidimensional optimization; unconstrained global multidimensional optimization; constrained optimization for derivable functions with linear constraints; linear programming - here the functions are linear and the constraints are linear; sensitivity Analysis - Stability of the value and location of the extremum This product also contains the following feature: GUI Bundle - we bundle a suite of graphical user interface JavaBean components allowing the developer to plug-in a wide range of GUI functionality (including charts/graphs) into their client applications.
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WebCab Bonds for .NET 2 3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. | 2005-03-21 | 12323 KB | WebCab Bonds for Delphi 2 3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. | 2005-03-21 | 11539 KB | WebCab Options and Futures for Delphi 3.0 3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework included: wide range of contracts, price, interest and vol models. | 2004-12-30 | 14283 KB | WebCab Portfolio (J2EE Edition) 4.2 Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML. | 2004-12-30 | 14859 KB | WebCab Portfolio (J2SE Edition) 4.2 Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML. | 2004-12-30 | 7031 KB |
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