Codes from PIBIC 2023 - Antifragility_Portfolio work
- dados_full: file in Excel (.XLS) with data price collected (Dow Jones and IBOVESPA);
- Sharpe_Optimization.py: file with the Sharpe optimization code in Python;
- Omega_Optimization.py: file with the Omega Optimization code in Python;
- PIBIC+name+years: file in Excel (.XLS) with the results from multiobjective optimization evolutionary algorithm;
- Resumo_Resultados: file in Excel (.XLS) with the weight assets from each optimization in each time-series horizon;
- AnaliseFinal_PIBIC: file with Final Analysis involving boxplot, summary statistics and tests.