Financial Portfolio Optimization

Summary:

Analysing  financial portfolio theory using FICO Xpress

FICO Xpress is a mathematical modelling language, alternative to GAMS, Pyomo.

Step– by – step, no prerequisites.

Who I am:

I am a Research Fellow, leading the Research in industry projects in Mathematical Optimization & Data Science applied to Energy Investments, at Imperial College London.

I have a PhD in Analytics and Mathematical Optimization, applied to Energy Investments, from Imperial College London.

The old energy landscape is steadily being replaced by a new energy landscape that produces and consumes Big Data. To understand the new energy landscape we therefore need to adapt and make use of state–of–the–art Big Data algorithms and methods based on the latest advances on Data Science & Optimization.

I offer specialized education and consultancy on Data Science, Optimization, Finance, all focused on energy investments.

Make sure you sign up to be informed about my regular free webinars, to participate in quizzes, and to download publications and extra material.

Important:

No pre–requisites are needed:  You do not have to know Programming (eg Python or MATLAB or C ++) at ALL because we go through all the commands needed , in great detail and with many examples.