About this project
It was one of my projects for the Combinatorial Optimization course that I had in university (final grade: 18.4 / 20).
By selecting the top 10 stocks on the market, we wanted our index to follow the stock market index.
In this project, we use GAMS API and python libraries like numpy and matplotlib. A portfolio that meets this object's requirements was found.
You can see details on this project on my github.