diff --git a/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb b/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb index 33ed749..2b9fc4c 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb @@ -40,10 +40,10 @@ "# If dependencies are already installed, you can comment out or skip this cell.\n", "\n", "# Install cuOpt (if not already installed)\n", - "#!pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12\n", + "#!pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12 \n", "\n", "# Install other dependencies (if not already installed)\n", - "#!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12==25.4.*\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" + "!pip install --user --pre --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" ] }, { diff --git a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb index 2719d20..65ff234 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb @@ -29,6 +29,24 @@ "Before diving into portfolio optimization and backtesting, we need to import the necessary libraries." ] }, + { + "cell_type": "code", + "execution_count": null, + "id": "758fb7e3", + "metadata": {}, + "outputs": [], + "source": [ + "# Install dependencies\n", + "# This cell only needs to be run once, typically after setting up the environment.\n", + "# If dependencies are already installed, you can comment out or skip this cell.\n", + "\n", + "# Install cuOpt (if not already installed)\n", + "#!pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12 \n", + "\n", + "# Install other dependencies (if not already installed)\n", + "!pip install --user --pre --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" + ] + }, { "cell_type": "code", "execution_count": 1, diff --git a/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb b/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb index b510875..544f565 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb @@ -23,6 +23,34 @@ " * Using **GPU-accelerated optimization** for high-efficiency computations." ] }, + { + "cell_type": "markdown", + "id": "bfd0e561", + "metadata": {}, + "source": [ + "#### **Importing Required Libraries & Initial Setup**\n", + "\n", + "Before diving into portfolio optimization, we need to import the necessary libraries and perform initial setup if required." + ] + }, + { + "cell_type": "code", + "execution_count": null, + "id": "24d01808", + "metadata": {}, + "outputs": [], + "source": [ + "# Install dependencies\n", + "# This cell only needs to be run once, typically after setting up the environment.\n", + "# If dependencies are already installed, you can comment out or skip this cell.\n", + "\n", + "# Install cuOpt (if not already installed)\n", + "#!pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12 \n", + "\n", + "# Install other dependencies (if not already installed)\n", + "!pip install --pre --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl\n" + ] + }, { "cell_type": "code", "execution_count": 1,