Financial Portfolio Optimization with amplpy#
This package replicates some financial portfolio optimization models
from pypfopt
using amplpy and provides a similar
interface. The main purpose of this project is to illustrate how to use
amplpy
with financial models and how to deploy containerized applications using it.
Notebooks#
Financial Portfolio Optimization with amplpy and amplpyfinance:
Links#
GitHub Repository: ampl/amplpyfinance
PyPI Repository: https://pypi.python.org/pypi/amplpyfinance