Portfolio Optimization

The dataset used in the paper is a set of samples from a portfolio optimization problem. The dataset is used to test the performance of different methods for stochastic optimization.

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Cite this as

James Kotary, My H. Dinh, Ferdinando Fioretto (2024). Dataset: Portfolio Optimization. https://doi.org/10.57702/zy6rg67s

DOI retrieved: December 16, 2024

Additional Info

Field Value
Created December 16, 2024
Last update December 16, 2024
Defined In https://doi.org/10.24963/ijcai.2023/218
Citation
  • https://doi.org/10.48550/arXiv.1907.08334
  • https://doi.org/10.48550/arXiv.2305.16830
Author James Kotary
More Authors
My H. Dinh
Ferdinando Fioretto
Homepage https://arxiv.org/abs/1709.09441