Devising an optimal portfolio choosing strategy based on stochastic programming
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Updated
Jun 21, 2022 - Python
Devising an optimal portfolio choosing strategy based on stochastic programming
Codebase for "A learning-based algorithm to quickly compute good primal solutions for Stochastic Integer Programs"
reading SMPS files in Python (A Python package for reading SMPS files using GUROBI optimizer objects)
Stochastic linear program for investments in the European power system. To cite this Original Software Publication: https://www.sciencedirect.com/science/article/pii/S2352711021001424
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