GPU-accelerated Mean-CVaR and Mean-Variance portfolio construction with NVIDIA cuOpt: scenario generation, variance-capped SOCP allocations, efficient frontiers, backtests and rebalancing.
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Operations Research
Tools and agent skills for classic operations-research problems - vehicle routing, scheduling, resource allocation and portfolio construction - solved with linear, mixed-integer and conic programming.
2 skills tagged Operations Research.
Skills
NVIDIA-verified skill that takes an agent from a problem described in prose to a correct LP, MILP, or QP formulation — concepts, not API calls.
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