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Portfolio Optimization

Industry: Asset Management

Brief: Development of a standard portfolio optimization and analytics service. Optimization capabilities: Mean-Variance, Mean-CVaR (convex form and Rockafellar-Uryasev LP reformulation). Box and linear constraints. Robust optimization methods: Shrinkage of the Covariance Matrix, Dropout.

Value Delivered: Unified Portfolio Optimization Framework for a 50B+ EUR asset management portfolio.

LOLML is an AI & Data Science Lab. We design and develop bespoke AI/ML solutions to solve hardest business problems.

LOLML is an AI & Data Science Lab. We design and develop bespoke AI/ML solutions to solve hardest business problems.

LOLML is an AI & Data Science Lab. We design and develop bespoke AI/ML solutions to solve hardest business problems.

LOLML is an AI & Data Science Lab. We design and develop bespoke AI/ML solutions to solve hardest business problems.

LOLML is an AI & Data Science Lab. We design and develop bespoke AI/ML solutions to solve hardest business problems.