Extend PortfolioOptimization to support integer variables
#57
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a-matsuo
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manoelmarques,
pbark,
stefan-woerner and
woodsp-ibm
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woodsp-ibm
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Jun 10, 2021
qiskit_finance/applications/optimization/portfolio_optimization.py
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Since this is a new feature for PortfolioOptimization can we add a reno for this please. |
woodsp-ibm
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Jun 10, 2021
qiskit_finance/applications/optimization/portfolio_optimization.py
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@woodsp-ibm Thank you always for helpful comments. I fixed |
woodsp-ibm
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Jun 11, 2021
woodsp-ibm
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Jun 14, 2021
woodsp-ibm
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Jun 14, 2021
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Summary
Resolves #54.
Details and comments
Currently,
PortfolioOptimizationsupports only binary variables which means we can only chose whether we buy an asset or not. The PR extendsPortfolioOptimizationto support integer variables. So, now, we can decide how many asset we buy instead of just tow choices, buy or not.