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cardinality-constraints

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A research-style project that solves the mean-variance portfolio optimization problem with a cardinality constraint using integer programming. This model captures the real-world need to limit the number of assets in a portfolio, introducing combinatorial complexity and paving the way for quantum-inspired methods.

  • Updated Jun 6, 2025
  • Jupyter Notebook

A research-style project that solves the mean-variance portfolio optimization problem with a cardinality constraint using integer programming. This model captures the real-world need to limit the number of assets in a portfolio, introducing combinatorial complexity and paving the way for quantum-inspired methods.

  • Updated Oct 13, 2025
  • Jupyter Notebook

This project addresses the real-world portfolio optimization problem, going beyond classical mean-variance models. Actual portfolio construction involves discrete investment decisions, transaction costs, and monitoring constraints, making the problem a Mixed-Integer Optimization (MIO) challenge that is computationally intractable at scale

  • Updated Oct 7, 2025
  • Python

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