Optimizing Optimization: The Next Generation of Optimization Applications and Theory (Quantitative Finance)

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164 Optimizing Optimization


The user now has the option to change the location point of the distribution
by shifting the mean to the left or to the right ( Figure 7.3 ).
In Figure 7.3, the mean has been shifted to 6.1% and the distribution has
become more positively skewed.


Figure 7.2 Shift Screen before.


Figure 7.3 Shift screen after.

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