FTEC2101 ESTR2520 Optimization Methods Spring 2025
FTEC2101/ESTR2520 Optimization Methods Spring 2025 Project Specification – Portfolio Optimization using CVaR Risk Last Updated: May 4, 2025, Deadline: May 12, 2025, 23:59 (HKT) So far in FTEC2101/ESTR2520, we have learnt (or will learn) a number of concepts about optimization meth- ods, ranging from the simplex method for linear programming, modeling techniques for integer programming, […]
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