In this webinar on mathematical portfolio optimization, you will learn how to formulate and solve portfolio optimization problems using Gurobi’s Python API and cutting-edge MIP technology. Portfolio optimization is essential for maximizing returns while minimizing risks, and Gurobi’s powerful software provides the tools needed to achieve these goals.
Quantitative analysts and portfolio managers will benefit from this webinar, as we delve into the modeling and solving capabilities of Gurobi for portfolio optimization problems. Our session will focus on incorporating discrete decisions into portfolio selection, such as cardinality constraints and transaction cost considerations.
Participants will learn how to easily model complex portfolio requirements and leverage MIP technology to gain valuable insights. Whether you’re new to portfolio optimization or looking to enhance your skills, this webinar offers practical guidance and real-world examples to help you make informed investment decisions.
Register now to view this webinar on deamnd and unlock the full potential of portfolio optimization with Gurobi. Don’t miss this opportunity to elevate your investment strategies and maximize returns.
Senior Optimization Engineer
Gurobi Optimization
Senior Optimization Engineer
Gurobi Optimization
Dr. Silke Horn is a Mathematical Optimization QA Engineer with the Gurobi Optimizer team. She began her journey at Gurobi in 2018 in the technical support team and transitioned to R&D in 2024. She holds a Ph.D. in Mathematics from TU Darmstadt (Germany) and has many years of experience in academic teaching and software development.
Principal Developer
Gurobi Optimization
Principal Developer
Gurobi Optimization
Dr. Luce is an experienced researcher in applied mathematics, and author of numerous publications in the fields of numerical linear algebra and optimization. He holds a Ph.D. from Technical University of Berlin.
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