Hacker News new | ask | show | jobs
by manp2 1101 days ago
I heard convex optimiztion techniques are widely used as well, is that true?
2 comments
frankc 1101 days ago
Yes, especially in, but limited to, portfolio construction. Check out the mosek portfolio construction cookbook.
link
singhrac 1101 days ago
Yes. I worked on convex optimization in trading (deeply involved with fine-tuning, constraint selection, utility function construction, etc.).
link