From 1653218fb6e69140046c3acc68e0c4a0169b2f9d Mon Sep 17 00:00:00 2001 From: Riskfolio Date: Sat, 6 Jan 2024 15:08:25 -0500 Subject: [PATCH] Update examples --- examples/Tutorial 38 - Mean Kurtosis Optimization.ipynb | 3 ++- examples/Tutorial 39 - Mean Semi Kurtosis Optimization.ipynb | 4 ++-- 2 files changed, 4 insertions(+), 3 deletions(-) diff --git a/examples/Tutorial 38 - Mean Kurtosis Optimization.ipynb b/examples/Tutorial 38 - Mean Kurtosis Optimization.ipynb index b2301ae3..9822b734 100644 --- a/examples/Tutorial 38 - Mean Kurtosis Optimization.ipynb +++ b/examples/Tutorial 38 - Mean Kurtosis Optimization.ipynb @@ -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", diff --git a/examples/Tutorial 39 - Mean Semi Kurtosis Optimization.ipynb b/examples/Tutorial 39 - Mean Semi Kurtosis Optimization.ipynb index 877eaa99..d65c727d 100644 --- a/examples/Tutorial 39 - Mean Semi Kurtosis Optimization.ipynb +++ b/examples/Tutorial 39 - Mean Semi Kurtosis Optimization.ipynb @@ -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",