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15 changes: 15 additions & 0 deletions portfolio_optimization/README.md
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# Portfolio Optimization

This folder contains examples of how to use NVIDIA cuOpt to solve portfolio optimization problems. The notebooks solve portfolio optimization problems using the cuOpt Python API.

## Examples

### 1. Portfolio Optimization (CVaR)

The portfolio optimization notebook solves a portfolio optimization problem where:

- The goal is to maximize the expected return of a portfolio while minimizing the risk.

### 2. Advanced Notebooks

[cuFOLIO_portfolio_optimization](./cuFOLIO_portfolio_optimization) contains advanced topics including frontier construction, backtesting and turnover optimization.
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