Shi He
- Total activity 3
- Last activity
- Member since
- Following 0 users
- Followed by 0 users
- Votes 0
- Subscriptions 1
Activity overview
Latest activity by Shi He-
Shi He commented,
If I use stkwt instead of selwt in exposure constraint and set min weight of stkwt to 0.0(represent that no constraint of select 100 tickers), exposure constraint works well. I wonder how should I ...
-
Shi He created a post,
Constrain
I use the python version. There are some problems when I use gurobi to sovle protfolio optimization. My purpose is to choose 100 tickers from a stock pool which has about 3000 tickers to form a bes...