Andrea Muzi

  • Gurobi-versary
  • Conversationalist
  • First Question
  • Total activity 11
  • Last activity
  • Member since
  • Following 0 users
  • Followed by 0 users
  • Votes 0
  • Subscriptions 2

Posts

Recent activity by Andrea Muzi Recent activity Votes

  • Mean-Variance-Shannon's Entropy

    Answered

    Can I solve this model through Gurobi ? If I can do this, how I have to build the matrices ?

    Andrea Muzi 5 followers 18 comments 0 votes

  • MIQP for portfolio optimization

    Answered

      I have to find the optimal portfolio weights for a set of K, where k is a sort of cardinality of my portfolio. X is a continuous variable, while y is a binary one. The real problem is that the s...

    Andrea Muzi Edited 3 followers 4 comments 0 votes