Решение экономических оптимизационных задач в Julia Engee
Author
| Assets | Asset1 | Asset2 | Asset3 | Asset4 | Asset5 | Asset6 | Asset7 | Asset8 | Asset9 | Asset10 | Asset11 | Asset12 | Asset13 | Asset14 | Asset15 | Asset16 | Asset17 | Asset18 | Asset19 | Asset20 | Asset21 | Asset22 | Asset23 | Asset24 | Asset25 | Asset26 | Asset27 | Asset28 | Asset29 | Asset30 | Asset31 | Asset32 | Asset33 | Asset34 | Asset35 | Asset36 | Asset37 | Asset38 | Asset39 | Asset40 | Asset41 | Asset42 | Asset43 | Asset44 | Asset45 | Asset46 | Asset47 | Asset48 | Asset49 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Time1 | 1.025302013717325 | 1.0149790293588976 | 1.0421686746987953 | 1.0145395799676897 | 1.0259722222222223 | 1.0359447004608295 | 1.0113704368641532 | 1.0109409190371992 | 1.0203508771929826 | 0.9922720247295209 | 1.0063829787234042 | 1.0173716012084593 | 1.0056113213756788 | 1.0132311977715878 | 1.0020590253946466 | 1.0207407672295878 | 1.0322255790533736 | 1.003218020917136 | 1.014018691588785 | 1.0015789473684211 | 0.991899189918992 | 0.9968354430379747 | 1.002408477842004 | 1.0042229408407835 | 1.0088408644400786 | 1.0158671106233375 | 1 | 1.0253380121787594 | 1.0158630362238237 | 1.0107874865156419 | 1.0046012269938651 | 0.980410602622987 | 0.9821917808219178 | 1.02741467820135 | 1.0104162308640308 | 1.0064683053040104 | 1.0220786214324178 | 1 | 1.0059880239520957 | 1.0080461515105512 | 0.9962602842183994 | 1.0463917525773196 | 1.0218238503507404 | 1.0048038430744595 | 1.0113871635610765 | 1.0169887727360625 | 1.0142276422764227 | 0.9887618817524972 | 1.009384984025559 |
| Time2 | 0.9797263463340936 | 0.9929161747343566 | 0.9790462427745664 | 0.982484076433121 | 0.9851766617029918 | 1.01067615658363 | 0.9923076923076923 | 0.9826839826839827 | 0.9821182943603851 | 0.991588785046729 | 0.9682875264270613 | 0.9910913140311804 | 0.9864508844561536 | 0.9883161512027492 | 0.9904109589041096 | 0.9608152254832409 | 0.9785365853658536 | 0.9791499599037691 | 0.978494623655914 | 0.9894902785076195 | 0.984573502722323 | 1.0158730158730158 | 0.9870254685247477 | 0.9982951962418549 | 0.9795520934761441 | 0.9763421958543911 | 1 | 0.982938245508078 | 0.9574982147107831 | 0.9935965848452508 | 1.001526717557252 | 1.0561607495625671 | 0.9916317991631799 | 0.9701708324176777 | 0.9855671347095031 | 1 | 0.9683877766069547 | 0.9743765214245911 | 0.9875992063492064 | 0.9965754321634364 | 0.9857357357357357 | 1.0270935960591132 | 0.9748283752860412 | 0.9673306772908367 | 0.9682702149437052 | 0.9736702291271693 | 0.9819639278557114 | 0.9810632814737041 | 0.9797032640949556 |
| Time3 | 1.0481355606423317 | 0.9982164090368609 | 1.0132841328413285 | 1.0178282009724473 | 1.0044314668498797 | 1.0211267605633803 | 1.0101371496720335 | 1.0198237885462555 | 1.0168067226890756 | 1.0106817467797675 | 1.0043668122270741 | 0.9917602996254682 | 1.0266575983278867 | 0.9923504867872045 | 1.0096818810511756 | 1.0279481873786498 | 1.0269192422731805 | 1.013923013923014 | 0.9984301412872841 | 1.0079660116834839 | 1.0101382488479262 | 1.0260416666666667 | 1.0048685491723466 | 0.989032674281811 | 1.0129224652087476 | 1.0135596399099773 | 1 | 1.0168778801843317 | 1.0036296287088715 | 0.994092373791622 | 0.9939024390243902 | 1.0090316374519026 | 1.010548523206751 | 1.0089055793991417 | 1.0005233509344096 | 0.9652956298200515 | 0.9978237214363439 | 1.0268993056949072 | 1.0015067805123055 | 1.0028647082399784 | 1.0053313023610053 | 0.9760191846522782 | 1 | 1.0247116968698518 | 1.0031712473572938 | 1.0135208873010493 | 1.0285714285714285 | 1.013511567723231 | 0.997375010096115 |
| Time4 | 0.9841206993560756 | 0.9970220369267421 | 0.98761835396941 | 0.9872611464968153 | 0.9717500598515681 | 0.9724137931034482 | 0.9940968122786304 | 0.9870410367170627 | 1 | 0.9934721790488033 | 0.9898550724637681 | 0.9984894259818731 | 0.9913394732590078 | 0.9915907498248073 | 0.9993150684931507 | 0.9926486889127332 | 0.9737864077669903 | 0.9854604200323102 | 0.9787735849056604 | 0.9989462592202318 | 0.9917883211678832 | 0.9949238578680203 | 0.9898255813953488 | 0.9905993400353005 | 0.9862610402355251 | 0.986621764150769 | 1 | 0.9798523386015597 | 0.9936835065208506 | 0.993517017828201 | 0.9877300613496932 | 1.0089507970976113 | 0.9867780097425192 | 0.9903695038226571 | 0.9926805186142293 | 1.0046604527296938 | 0.9792802617230099 | 1.0017489179181036 | 0.9904714142427282 | 0.9863135757011918 | 0.9848484848484849 | 0.9975429975429976 | 0.9835680751173709 | 0.9831189710610932 | 0.9768177028451 | 0.9887166699725143 | 0.9900793650793651 | 0.9895252978647426 | 1.0017411021581568 |
| Time5 | 0.995201694017999 | 0.9982078853046595 | 0.976401179941003 | 0.9935483870967742 | 0.9881744271988174 | 0.9911347517730497 | 0.9904988123515439 | 1 | 1.0082644628099173 | 1.0028160200250313 | 0.9970717423133236 | 0.9947049924357034 | 1.004759265899534 | 1.0014134275618374 | 0.9897189856065799 | 1.0074057530820082 | 0.9950149551345963 | 1.001639344262295 | 0.9863453815261044 | 1.0015822784810127 | 0.9917203311867525 | 0.9928571428571429 | 0.9965736661771905 | 1.0051903784328156 | 1.008955223880597 | 1.0009752438109527 | 1 | 1.002254682802744 | 1.0118034176315889 | 0.9994562262098967 | 1.0170807453416149 | 1.0168503937007873 | 1.0007052186177716 | 1.0064787858540543 | 1.0005269340655623 | 1.002650762094102 | 1.0250556792873051 | 1.0092950218476904 | 1.0015189873417722 | 1.005201137209055 | 1.0092307692307692 | 0.9679802955665024 | 1.011137629276054 | 1.0016353229762878 | 1.0021574973031284 | 1.0088213041085838 | 0.9879759519038076 | 1.0028869771719264 | 0.9896119644300728 |
| Time6 | 1.01533669231293 | 1.0077797725912627 | 1.0037764350453173 | 0.9967532467532467 | 1.0064465576806638 | 1.0089445438282647 | 1.013189448441247 | 1.013129102844639 | 0.9808743169398907 | 1.0024960998439938 | 1.002202643171806 | 1.0068441064638782 | 1.0173896116536352 | 1.008468595624559 | 1.005540166204986 | 0.9992639821227464 | 0.9909819639278558 | 1.0130932896890343 | 1.008957654723127 | 1 | 1.0092764378478665 | 1.025693730729702 | 1.0019646365422397 | 1 | 1.0069033530571991 | 1.0009555572210147 | 1 | 1.017984066860223 | 0.9982014831604623 | 1.0130576713819368 | 1.0122137404580154 | 1.026121521862578 | 1.0126849894291754 | 1.0080493153932786 | 1.0163154817699525 | 1.0310641110376735 | 1.007061379684954 | 0.9965404277113674 | 1 | 1.0068989671373914 | 1.0129573170731707 | 1.0432569974554708 | 0.988985051140834 | 1.0008163265306123 | 0.9989235737351991 | 0.9912558308665194 | 1.0141987829614605 | 0.9817645761511765 | 0.9939141445084344 |
| Time7 | 0.9939605022716224 | 0.997624703087886 | 0.9984951091045899 | 0.9837133550488599 | 1.0009200934248708 | 0.99822695035461 | 1.0035502958579883 | 0.9892008639308856 | 1.0090529247910864 | 0.9996887643946467 | 0.989010989010989 | 1 | 0.9883446538473805 | 0.9916025192442267 | 0.9848484848484849 | 0.9860231084606783 | 0.993933265925177 | 0.9935379644588045 | 0.9927360774818402 | 0.9984202211690363 | 0.9972426470588235 | 0.9759519038076152 | 0.9985294117647059 | 1.0042772918191978 | 0.9882468168462292 | 0.9990453549969115 | 1 | 0.9911605270944955 | 0.9901150162898606 | 0.9962406015037594 | 0.9773755656108597 | 0.9948684409116063 | 1.0062630480167014 | 0.9928146388503422 | 0.991196511408166 | 0.9493589743589743 | 0.9714131607335491 | 0.9693860729420206 | 0.9908998988877654 | 1.0068582604301344 | 0.9811888638073739 | 1.002439024390244 | 0.9984089101034208 | 0.9820554649265906 | 0.990301724137931 | 0.9953285491562729 | 0.988 | 0.9960904863245842 | 0.9956028601956111 |
| Time8 | 1.0052075646728933 | 1.0095238095238095 | 0.9954785229841748 | 1.0066225165562914 | 0.9926813746287654 | 1.0035523978685612 | 1.0017688679245282 | 0.9868995633187773 | 1.0034506556245686 | 0.9947073474470735 | 1.0133333333333334 | 0.9909365558912386 | 0.9984351557584654 | 0.9964714184897672 | 1.004895104895105 | 1.014175014175014 | 1 | 0.9926829268292683 | 0.9934959349593496 | 1.0026371308016877 | 1.0009216589861751 | 0.9969199178644764 | 1.0034364261168385 | 1.0008441408947892 | 0.998017839444995 | 1.0082252866671664 | 1 | 0.9815789975163407 | 1.0099836721466766 | 1.004312668463612 | 1.0030864197530864 | 0.9931731984829331 | 1.004149377593361 | 1.0040273385214928 | 0.9921627312449938 | 0.9993247805536799 | 0.9983342587451416 | 1.007152431826821 | 0.9846938775510204 | 1 | 1.0015337423312884 | 1.0170316301703164 | 1 | 0.9991694352159468 | 0.9956474428726877 | 1.0114714164780678 | 1.0040485829959513 | 0.9950939275483882 | 0.9973170429685887 |
| Time9 | 1.0129619531020597 | 1.0141509433962264 | 1.0052990158970476 | 1.0164473684210527 | 1 | 0.984070796460177 | 1.0023543260741612 | 1 | 1.0020632737276478 | 1.0169014084507042 | 1.0073099415204678 | 0.9977134146341463 | 1.021247374373889 | 1.0155807365439093 | 1.011134307585247 | 1.011758337326731 | 1.0132248219735505 | 1.0049140049140048 | 1.0081833060556464 | 1.0184113624408206 | 1 | 0.9907312049433573 | 0.9897260273972602 | 1.0059806778101519 | 1.0069513406156902 | 1.006244076489937 | 1 | 1.000051770217888 | 1.013488498371014 | 1.0139559849704778 | 1.0092307692307692 | 1.0043279022403258 | 1.006198347107438 | 1.0119981595743426 | 1.0126391661872693 | 1.018918918918919 | 1.0278086763070078 | 1.0047278036570952 | 1.0020725388601037 | 1.0158783959952025 | 1.0091883614088821 | 0.9904306220095693 | 1 | 1.0166251039068994 | 1.0065573770491802 | 1.0041220443973788 | 1.0080645161290323 | 1.0147907820029582 | 1.0062080953563446 |
| Time10 | 0.9953081000496934 | 0.9994186046511628 | 1.0075301204819278 | 1 | 1.0037040994408235 | 0.9892086330935251 | 0.9964768056371109 | 1.0221238938053097 | 1.0075497597803706 | 1.0092336103416435 | 1.0145137880986939 | 0.987012987012987 | 1.010774464045566 | 1.003486750348675 | 0.9889883000688231 | 0.9912815430090081 | 0.9929718875502008 | 1.0040749796251018 | 0.997564935064935 | 1.0237603305785123 | 1 | 1.001039501039501 | 1.0029658922392486 | 1.0025533536585367 | 1.0039447731755424 | 0.9980793026391119 | 1 | 0.9981687233478067 | 1.0070989345509893 | 1.019057702488089 | 0.9954268292682927 | 1.0128263624841571 | 1.004106776180698 | 1.0213686173933318 | 1.0015598780741055 | 0.9973474801061007 | 1.0119047619047619 | 1.0176754945283075 | 0.9989658738366081 | 1.0033493314169855 | 1.0182094081942337 | 1.002415458937198 | 0.9976095617529881 | 0.9885527391659853 | 1.009771986970684 | 1.0010262807246335 | 1.014 | 1.0048623191812809 | 0.9991362290227048 |
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