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Metamodeling with Perl and AMPL

, December 01, 2004

To create sophisticated financial models that required simulation, statistical analysis, and multistage optimization, our authors turned to AMPL and Perl.
December, 2004: Metamodeling with Perl and AMPL 

newgraph
 xaxis
  label : Standard Deviation
 yaxis 
  label : Expected Portfolio Return
newcurve marktype none linetype solid linethickness 1 label : Efficient Frontier
        pts  0.105347520141672 0.08  0.105347520141672 0.085  0.105347520141672 0.09 0.107279541386044 0.095  0.118133822421862 0.1  0.136400513195515 0.105 0.159553752697954 0.11  0.185775671173596 0.115  0.213940645974532 0.12 
legend defaults
 x 0.17 y 0.10

Example 3: Text contained in the file efficientFrontier.jgr.



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