Legacy examples from the paper

Work in progress.

These are the examples that were originally developed for the paper. They were used to generate plots and results in chapter 7. They were developed as IPython notebook, and are being translated into Python code using the stable API. They are shown for historical reason, but are only partially, or un-, supported.

The original notebooks are available on this branch of the repository.

Note

For most of them, the translation into Python code and stable API is work in progress. It might never be done. They have various issues, and for some of those perhaps there is no fix.

• Hello World (legacy)
• Data and risk model estimates
• Multi-period Optimization Example
• Portfolio simulation
• Ranking and SPO
• Real-time optimization
• Single-period optimization
• Single-period optimization with linear transaction cost
• Solution time