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oj! Algorithms or ojAlgo, is open source Java library for mathematics,〔〔 linear algebra and optimisation. It was first released in 2003 〔 and is 100% pure Java source code and free from external dependencies. Its feature set make it particularly suitable for use within the financial domain. == Capabilities == * Linear Algebra in Java * * "high performance" multi-threaded feature-complete linear algebra package. * Optimisation (mathematical programming) including LP, QP and MIP solvers. * Finance related code (certainly usable in other areas as well): * * Extensive set of tools to work with time series - CalendarDateSeries, CoordinationSet & PrimitiveTimeSeries. * * Random numbers and stochastic processes - even multi-dimensional such - and the ability to drive these to do things like Monte Carlo simulations. * * A collection of Modern Portfolio Theory related classes - FinancePortfolio and its subclasses the Markowitz and Black-Litterman model implementations. * * Ability to download data from Yahoo Finance and Google Finance. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「OjAlgo」の詳細全文を読む スポンサード リンク
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