fboehlandt
Active Member
- Joined
- Sep 9, 2008
- Messages
- 334
Hi everyone,
I am using the Frontline System Premium Solver rather than Excel. However, the problem should pertain to both. The target value to maximize is correlation, the variable cells are weights to create a weighted series. My question: is it possible to reformulate a correlation problem as linear and if so, what can be done? Thanks in advance for any pointers.
Regard
I am using the Frontline System Premium Solver rather than Excel. However, the problem should pertain to both. The target value to maximize is correlation, the variable cells are weights to create a weighted series. My question: is it possible to reformulate a correlation problem as linear and if so, what can be done? Thanks in advance for any pointers.
Regard
