Lesson 1

In this project, we will use a stock market as a source of combinatorial optimization problems. This does not mean that we will learn how to make money on the stock market! We will not try to predict prices or estimate risks. Instead, all numbers in the problem will be given to us in advance, and the question will be how to choose a discrete portfolio under constraints.

We will study two related models. In the first model, each stock has a price and a score, and we want the best score under a budget. In the second model, we are given target amounts for each stock and want to imitate them as closely as possible with integer shares.