Skip to content

Commit

Permalink
deploy: 1341b32
Browse files Browse the repository at this point in the history
  • Loading branch information
@leonlan
leonlan committed Nov 7, 2023
1 parent 45d6bef commit b396b9c
Show file tree
Hide file tree
Showing 3 changed files with 3 additions and 87 deletions.
44 changes: 1 addition & 43 deletions _sources/notebooks/05/markowitz_portfolio.ipynb
View file
Original file line number Diff line number Diff line change
Expand Up @@ -224,49 +224,7 @@
}
],
"source": [
"gamma_values = [\n",
" 0.005,\n",
" 0.01,\n",
" 0.02,\n",
" 0.03,\n",
" 0.04,\n",
" 0.05,\n",
" 0.06,\n",
" 0.07,\n",
" 0.08,\n",
" 0.09,\n",
" 0.1,\n",
" 0.11,\n",
" 0.12,\n",
" 0.13,\n",
" 0.14,\n",
" 0.15,\n",
" 0.16,\n",
" 0.17,\n",
" 0.18,\n",
" 0.19,\n",
" 0.20,\n",
" 0.25,\n",
" 0.3,\n",
" 0.4,\n",
" 0.5,\n",
" 0.6,\n",
" 0.7,\n",
" 0.8,\n",
" 0.9,\n",
" 1,\n",
" 1.5,\n",
" 2,\n",
" 2.5,\n",
" 3,\n",
" 3.5,\n",
" 4,\n",
" 4.5,\n",
" 4.75,\n",
" 5,\n",
" 5.25,\n",
" 5.5,\n",
"]\n",
"gamma_values = np.linspace(0, 5, 100)\n",
"objective = []\n",
"\n",
"plt.rcParams.update({\"font.size\": 14})\n",
Expand Down
44 changes: 1 addition & 43 deletions notebooks/05/markowitz_portfolio.html
View file
Original file line number Diff line number Diff line change
Expand Up @@ -651,49 +651,7 @@ <h2>Problem description and model formulation<a class="headerlink" href="#proble
<p>The next plot shows how the objective function changes as the risk threshold parameter <span class="math notranslate nohighlight">\(\gamma\)</span> varies.</p>
<div class="cell docutils container">
<div class="cell_input docutils container">
<div class="highlight-ipython3 notranslate"><div class="highlight"><pre><span></span><span class="n">gamma_values</span> <span class="o">=</span> <span class="p">[</span>
<span class="mf">0.005</span><span class="p">,</span>
<span class="mf">0.01</span><span class="p">,</span>
<span class="mf">0.02</span><span class="p">,</span>
<span class="mf">0.03</span><span class="p">,</span>
<span class="mf">0.04</span><span class="p">,</span>
<span class="mf">0.05</span><span class="p">,</span>
<span class="mf">0.06</span><span class="p">,</span>
<span class="mf">0.07</span><span class="p">,</span>
<span class="mf">0.08</span><span class="p">,</span>
<span class="mf">0.09</span><span class="p">,</span>
<span class="mf">0.1</span><span class="p">,</span>
<span class="mf">0.11</span><span class="p">,</span>
<span class="mf">0.12</span><span class="p">,</span>
<span class="mf">0.13</span><span class="p">,</span>
<span class="mf">0.14</span><span class="p">,</span>
<span class="mf">0.15</span><span class="p">,</span>
<span class="mf">0.16</span><span class="p">,</span>
<span class="mf">0.17</span><span class="p">,</span>
<span class="mf">0.18</span><span class="p">,</span>
<span class="mf">0.19</span><span class="p">,</span>
<span class="mf">0.20</span><span class="p">,</span>
<span class="mf">0.25</span><span class="p">,</span>
<span class="mf">0.3</span><span class="p">,</span>
<span class="mf">0.4</span><span class="p">,</span>
<span class="mf">0.5</span><span class="p">,</span>
<span class="mf">0.6</span><span class="p">,</span>
<span class="mf">0.7</span><span class="p">,</span>
<span class="mf">0.8</span><span class="p">,</span>
<span class="mf">0.9</span><span class="p">,</span>
<span class="mi">1</span><span class="p">,</span>
<span class="mf">1.5</span><span class="p">,</span>
<span class="mi">2</span><span class="p">,</span>
<span class="mf">2.5</span><span class="p">,</span>
<span class="mi">3</span><span class="p">,</span>
<span class="mf">3.5</span><span class="p">,</span>
<span class="mi">4</span><span class="p">,</span>
<span class="mf">4.5</span><span class="p">,</span>
<span class="mf">4.75</span><span class="p">,</span>
<span class="mi">5</span><span class="p">,</span>
<span class="mf">5.25</span><span class="p">,</span>
<span class="mf">5.5</span><span class="p">,</span>
<span class="p">]</span>
<div class="highlight-ipython3 notranslate"><div class="highlight"><pre><span></span><span class="n">gamma_values</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">linspace</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="mi">5</span><span class="p">,</span> <span class="mi">100</span><span class="p">)</span>
<span class="n">objective</span> <span class="o">=</span> <span class="p">[]</span>

<span class="n">plt</span><span class="o">.</span><span class="n">rcParams</span><span class="o">.</span><span class="n">update</span><span class="p">({</span><span class="s2">&quot;font.size&quot;</span><span class="p">:</span> <span class="mi">14</span><span class="p">})</span>
Expand Down
2 changes: 1 addition & 1 deletion searchindex.js
View file

Large diffs are not rendered by default.

0 comments on commit b396b9c

Please sign in to comment.