Recent content by Sankar

Happy birthday Alain! (Sorry for being late)

Many happy returns of the day!=D>

Happy Birthday Andy! =D>=D>=D>

Happy birthday Maggie.:)

Happy birthday Vadim. Enjoy your day.

Happy Birthday Akino. Best wishes.

Happy Birthday Anshul.:tiphat:

Happy Birthday Nelisa.

Happy Birthday Bridgett

HBD Nalin. IITians make Baruch proud.

H.B.D. Andy. Your simply rock.:smt006

Thanks for mentioning AMPL. I did play with it for a different (optimal-broker-selection) problem. For the problem at hand (non-linear objective function, with binary solution i.e which stock should be traded with which broker) BONMIN was the only solver available. I could not use it from NEOS...

I am exploring some tools for highly-scalable distributed portfolio optimization. Just curious if anyone used TAO ?(Toolkit for Advanced Optimization http://www-unix.mcs.anl.gov/tao/), which is built on PETSc(Portable Extensible Toolkit for Scientific computation...

I can comment on educational perspective at Baruch MFE: Courses are rigorous and focused. 36 credits (12 courses) are needed to graduate. MBA: Courses are broad and not as rigorous. Accounting, Marketing, CIS, Statistics, Management, Economics are required courses. Then you have to take the...

23rd and Lex