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https://jkpfactors.com/
```
webr::install("curl", repos = "https://timelyportfolio.github.io/webr_repo/")
webr::install("rolloptim", repos = c("https://timelyportfolio.github.io/webr_repo/", 'htt…
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**TL;DR** I'm interested in adding the ability to customize the name of non-variable expressions and/or tag expressions with extra metadata. I'm curious if you think that's a reasonable potential enh…
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Hello,
Let me start by saying that I am a fan of your work here. I have recently open-sourced by GNN-based meta-learning method for optimization. I have applied it to the sparse index-tracking prob…
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## Summary
>
Portfolio selection is the process of choosing a group of investments that aligns with your financial goals and risk tolerance. It involves finding the right balance between potentia…
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### Team Name:
Quantastox
### Project Description:
Almost everyone knows about stocks, and many take their well-earned money to invest in the ones they feel may be profitable. Through utili…
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I have been running this portfolio optimization function and getting the following warning, `pypfopt\efficient_frontier\efficient_frontier.py:257: UserWarning: max_sharpe transforms the optimization p…
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In my experience, when a portfolio becomes infeasible, `Policy.get_trades` "defaults to no-trades" (usually because it has become close to zero value, and the single leverage limit constraint turns in…
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**Describe the bug**
I am trying to run portfolio optimization for portfolio of bonds. I am using the efficient risk function to get my portfolio. When I set that target vol to .25 I get an error wit…
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Project Name:
Error-Mitigated Quantum and Quantum-Inspired Portfolio Optimization
Team Name:
ABOBA
Which challenges would you like to submit your project for?
Visualization challenge
H…
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Hello,
I understand that the PortfolioOptimizer in Qiskit Finance/Optimization can solve quadratic programs such as minimum variance. Following the Qiskit Optimization tutorial. However, it returns…