CITATION.cff

# This CITATION.cff file was generated with cffinit.
# Visit https://bit.ly/cffinit to generate yours today!

cff-version: 1.2.0
title: CLA Example Gallery
message: >-
  If you use this dataset, please cite it using the metadata
  from this file.
type: dataset
authors:
  - given-names: Josh
    family-names: Fogg
    email: j.fogg@ed.ac.uk
    affiliation: University of Edinburgh
    orcid: 'https://orcid.org/0009-0008-0088-2759'
url: 'https://github.com/Foggalong/cla-gallery'
abstract: >-
  Markowitz' Critical Line Algorithm (CLA) explores the
  Pareto frontier of a bi-objective optimization problem,
  with many problems in modern portfolio theory (MPT)
  building on this further. When developing algorithms and
  software to explore these, it's important to have
  realistic test problems to check against.


  However, many papers which discuss MPT either do not
  include their test data or reference datasets which are no
  longer available. To save others the time, here's a
  collation of relevant datasets.
keywords:
  - markowitz
  - mpt
  - critical-line-algorithm
  - portfolio-optimization