All the financial optimization models have been implemented in AMPL mathematical programming modeling language and solved using either Gurobi Optimizer or Knitro (for those models having general nonlinear objectives). Algebraic modeling languages are very well suited for prototyping and developing optimization models. Roughly speaking, the majority of these portfolio allocation models aim to compute the optimal allocation investment weights, and thus they are particularly useful for supporting investment decisions in financial markets. ![]() This work presents a new optimization software library which contains a number of financial optimization models.
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |