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过拟合 | Overfitting

EP4. 投资组合优化神器-MOSEK

19 May 2025

Description

MOSEK 是一个用于求解线性、混合整数线性、凸非线性等数学优化问题的开源软件包。MOSEK 在金融行业中被广泛应用,用于解决与马科维茨投资组合优化及相关问题。

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