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khalil-research / PyEPO

A PyTorch-based End-to-End Predict-then-Optimize Library for Linear and Integer Programming
MIT License
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Notebook example on portfolio optimization #6

Closed jackliu333 closed 4 months ago

jackliu333 commented 1 year ago

Can add an example on portfolio optimization also?

LucasBoTang commented 1 year ago

We do not currently have plans for that, but you are welcome to provide relevant data and models。

LucasBoTang commented 4 months ago

Hi @jackliu333 ,

We have added portfolio synthetic dataset and Gurobi model.

jackliu333 commented 4 months ago

Thanks! This is very helpful.