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93

answers:

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Hi

I want to do a Mean-Variance-Optimization (Markowitz) but i never found anything written in php that does this. MVP needs differential calculus.

  1. Can it be done in php and why arent there any classes/works from universities?

  2. For a webapplication (regarding performance) would another language be the better choice to handle heavy calculations?

Thanks so much for any help/answer on this

+1  A: 
  1. I can't say that I know what "Mean-Variance-Optimization" is exactly, but yes, PHP can quite likely do it. It's just math after all. The lack of stuff from universities is due to the fact that PHP isn't exactly a language geared towards heavy math, and anyone looking to do something like that would probably consider another language (low level languages such as C for raw speed, or software such as Mathematica for ease of use)
  2. PHP's math performance isn't quite top of the line, so if you're talking about heavy number crunching with large datasets that needs to get done fast, you might want to consider another language.
Matti Virkkunen
thx, so i guess i will digg myself into code to see if i can manage that in php. maybe i will learn another p-language too, not yet sure if java or c++
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