Question: I have to do Portfolio Optimization. My aim is maximizing expected profit from shares for a certain period. How can I code this problem on
I have to do Portfolio Optimization. My aim is maximizing expected profit from shares for a certain period. How can I code this problem on python with gurobi. My tutor gave me hint about being careful uncertainity non linear optimization using gurobi
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
