knitro (2 notebooks)#

Largest small polygon#

largest_small_polygon.ipynb Open In Colab Kaggle Gradient Open In SageMaker Studio Lab
Description: lecture about models for the Largest Small Polygon Problem

Pairs Trading Strategy Optimization in Python with AMPL#

Notebook_2_Pairs_Trading_Strategy_Optimization.ipynb Open In Colab Kaggle Gradient Open In SageMaker Studio Lab
Description: Optimize pairs trading strategy by optimizing entry and exit thresholds for each pair based on training data. This approach uses interpolation to find optimal parameters within the range tested.