This webinar discusses the use of the nAG Library for optimizing financial portfolios. Part 1.

This webinar demonstrates the use of the nAG Library in an application for time series analysis.

This webinar demonstrates the use of the nAG Library to solve Global Optimization problems.

This webinar makes use of a routine for finding roots of transcendental equations to show how to use reverse communication techniques from within Excel.

These webinars demonstrate the ability to call routines from the nAG Library within Excel. This one covers Option Pricing.

These webinars demonstrate the ability to call routines from the nAG Library within Excel. This particular webinar covers Portfolio Optimization.

Nowadays there is a wide range of optimization solvers available. However, it is sometimes difficult to choose the best solver for your model to gain all the potential benefits. Convex optimization, particularly Second-order Cone Programming (SOCP) and Quadratically Constrained Quadratic Programming (QCQP), saw a massive increase of interest thanks to robustness and performance. A key issue is to recognize what models can be reformulated and solved this way. This webinar introduces the background of SOCP and QCQP, and reviews basic and more advanced modelling techniques. These techniques are demonstrated in real-world examples in Portfolio Optimization.

See nAG CEO Adrian Tate discuss the HPC industry landscape for European SMEs in the ETP4HPC on-demand webinar.