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Update examples
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dcajasn committed Jan 6, 2024
1 parent cf845a6 commit 1653218
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3 changes: 2 additions & 1 deletion examples/Tutorial 38 - Mean Kurtosis Optimization.ipynb
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Expand Up @@ -434,7 +434,8 @@
" method_kurt=method_kurt,\n",
" )\n",
"\n",
"port.solvers = ['CLARABEL'] # It is recommended to use mosek when optimizing GMD\n",
"port.solvers = ['MOSEK'] # It is recommended to use mosek when optimizing GMD\n",
"port.sol_params = {'MOSEK': {'mosek_params': {'MSK_IPAR_NUM_THREADS': 2}}}\n",
"\n",
"# Estimate optimal portfolio:\n",
"model ='Classic' # Could be Classic (historical), BL (Black Litterman) or FM (Factor Model)\n",
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4 changes: 2 additions & 2 deletions examples/Tutorial 39 - Mean Semi Kurtosis Optimization.ipynb
Original file line number Diff line number Diff line change
Expand Up @@ -436,8 +436,8 @@
"\n",
"# Estimate optimal portfolio:\n",
"\n",
"port.solvers = ['CLARABEL'] # It is recommended to use mosek when optimizing GMD\n",
"#port.sol_params = {'MOSEK': {'mosek_params': {'MSK_IPAR_NUM_THREADS': 2}}}\n",
"port.solvers = ['MOSEK'] # It is recommended to use mosek when optimizing GMD\n",
"port.sol_params = {'MOSEK': {'mosek_params': {'MSK_IPAR_NUM_THREADS': 2}}}\n",
"\n",
"model ='Classic' # Could be Classic (historical), BL (Black Litterman) or FM (Factor Model)\n",
"rm = 'SKT' # Risk measure used, this time will be Tail Gini Range\n",
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