Nina Matthews

icon indicating a website link https://www.linkedin.com/in/nina-matthews-b50a981a3/

icon company University of Cape Town icon location Cape Town

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Solver "OSQP" failed Try another solver. SCS doesn't work either with minimum weight portfolio optimization

Hi there, I seem to be having a similar issue to Porgen. I have a loop that runs repeated `EfficientFrontier` max_sharpe() `optimizations with added sector constraints. It runs for several...