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  1. portfolioSimulationData portfolioSimulationData Public

    Data used in the paper "Portfolio optimisation: bridging the gap between theory and practice"

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  2. optimisationLibrary optimisationLibrary Public

    Optimisation Library - A C++ interface for solving optimisation models with solvers - only CPLEX currently implemented

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  3. clozeQuestionGenerator clozeQuestionGenerator Public

    Script in Python to generate cloze questions for Moodle questionaires

    Python 2

  4. ssdOptionsData ssdOptionsData Public

    Dataset used in the paper "Enhanced indexation using both equity assets and index options"

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  5. subsetSSDData subsetSSDData Public

    Data used in the paper "A SSD approach to enhanced indexation with sector constraints"

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  6. cardinalityPortfolioData cardinalityPortfolioData Public

    Data used in the paper "Pre-selection of assets for cardinality constrained index tracking portfolios"

    1