You're currently viewing an old version of this dataset. To see the current version, click here.

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.

Data and Resources

This dataset has no data

Cite this as

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

Private DOI This DOI is not yet resolvable.
It is available for use in manuscripts, and will be published when the Dataset is made public.

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