But why isn’t Markowitz Working ? 
Log Barrier Minimization: An Intuitive Approach 
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NVIDIA Jarvis Conversational AI on Python But why isn’t Markowitz Working ?
The following lecture talks about the Markowitz Portfolio Optimization problem in convex optimization. Indeed, many variants of this problem exists,Read More
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Log Barrier Minimization: An Intuitive Approach
This post deals with the minimization of the log barrier function that is: where defined as Read More
Leave a commentMarkowitz Portfolio Optimization in Stock Market Analysis
The following lecture talks about the Markowitz Portfolio Optimization problem in convex optimization. Indeed, many variants of this problem exists,Read More
Leave a commentIntroduction of Convex Optimization
Mathematical optimization is a problem that takes the following form (1) where is a vector containing all the variablesRead More
2 responsesStrong Alternatives
The above lecture is brought to you by Skillshare. In a previous post of mine, we introduced weak alternatives. AsRead More
Leave a commentWeak Alternatives
Let us say we are interested in checking whether system hereby defined as (1) is feasible or not. InRead More
1 responsePerturbation & Sensitivity Analysis
In this lecture, we talk about Perturbation and Sensitivity Analysis. But what does that mean ? Well, consider our goodRead More
1 responseEquivalent Reformulations
In this lecture, we talk about equivalent reformulations, that are reformulations done on the initial problem of the form (1)Read More
Leave a commentCone Programming on CVXOPT in Python
In a previous post of mine, I talked about CVXOPT Programming. In this one, we’ll introduce cone programming. So firstRead More
Leave a commentCVXOPT Programming
Before I talk about CVXOPT programming, I’m assuming that you know what a convex optimization (or at least an optimization)Read More
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