FICO
FICO Xpress Optimization Examples Repository
FICO Optimization Community FICO Xpress Optimization Home
Back to examples browserPrevious example

Lightweight execution modes

Description

Files for testing the Insight Mosel example "Portfolio Optimization" in the Xpress distribution using lightweight custom execution modes. The full app forms part of the Insight developer kit. Assuming this has been extracted into the Xpress installation directory XPRESSDIR, you can find the full app in XPRESSDIR/examples/insight/basic_apps/mosel/portfolio_optimization/complete_app

Instructions for using these files:
  1. Copy the portfoliolw.mos file into the source folder within the app's root directory, in replacement of the file portfolio.mos.
  2. Copy the portfolio.vdl file into the client_resources folder within the app's root directory, replacing the existing one.
  3. Run the file portfoliolw.mos from your IDE.

lightweightmos.zip[download all files]

Source Files
By clicking on a file name, a preview is opened at the bottom of this page.
portfoliolw.mos[download]
portfoliolw2.mos[download]
portfolio.vdl[download]
shares.csv[download]




shares.csv

ShareIds,Return,HighRisk,NorthAmerica
Bank,6.0,False,False
Brewery,8.0,False,False
Cars,7.0,False,False
Electronics,21.0,True,False
Hardware,17.0,True,True
Highways,9.0,False,False
Software,31.0,True,False
Telecom,12.0,True,True
Theater,26.0,True,True
Treasury,5.0,False,True
Back to examples browserPrevious example
© Copyright 2024 Fair Isaac Corporation.