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Non-intrusively adapting existing portfolio optimizer for valuated dependencies
Non-intrusively adapting existing portfolio optimizer for valuated dependencies
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机译:非侵入式调整现有投资组合优化器以评估依赖关系
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摘要
Adapting an existing portfolio optimizer to support one or more valuated dependencies without modifying the existing portfolio optimizer, may include translating one or more original elements and associated dependencies in a portfolio to be optimized based on said one or more valuated dependencies; invoking the existing portfolio optimizer with the translated one or more original elements and associated dependencies; and translating optimization results, if said optimization results contain translated one or more original elements, into a solution characterized in terms of said one or more original elements.
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