Convert Matlab code to VB.NET

I have some Matlab code i wish to get into VB.NET\r\nIt is the described in this document: [url removed, login to view]\r\nHere is a link to ZIP with the codes files and a demo data set.\r\n [url removed, login to view]~chhoi/CWMR\r\n [url removed, login to view]~chhoi/CWMR/[url removed, login to view]\r\n\r\nWork: \r\n1. These Mathlab functions shall be converted to VB.Net. \r\n The output from the functions shall NOT be written to files but only be passed as ByRef arguments of the function. \r\n 2. Make a simple windows form application using Chart control object for graphics to prove that the conversion is Ok.\r\n This program shall display results (for a selected dataset) as in the publication and also the input data([url removed, login to view] on/off).\r\n and also display the other outputs from the functions ([url removed, login to view] on/off).\r\n\r\n Eg: the program must include functions for reading the .MAT files. \r\n Eventual include another stand alone option for converting them to ascii files which then is used as input for this demo program.\r\n 3. Make a top level function to calulate the optimum portifolio (as in the article) where input is \r\n an matrix of % change for each stock, Matrix(Nstocks,Nperiods) as double, \r\n plus an object with the required parameters for the functions\r\n output: (byref) an array(Nstocks) with the weigths for each stock after the calculations.\r\n\r\nIn general: use the same parameter names as in the source code.\r\nDo not use List(of T) inside the code. That is SLOW! \r\nUse arrays/matrixes and do not resize them for each new element. (which will be as slow as List(of T).Add )\r\nDo not create a lot of garabage colletion work by creating new objects inside loops. \r\n\r\nSome parts of the code should be useful for paralell for loops. Make that as an option where it is applicable (eg can be turned on off)\r\nIf you have Matlab on your pc: \r\n there is a free matlab to Fortran converter [url removed, login to view]\r\n and also free online Fortran to C#, and C# to vB.NET converters. They may be helpful.\r\n\r\nI have more such projects to come...

.NET Matlab and Mathematica

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