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expotential functions and optimization - Anonymushacker8 - Jun-01-2020
Hey guys,
I have a problem with expotentially rising weighting of allocations. I have a given:
total number of assets --> total
maximum allocation(in weights) --> max = .15
minimum allocation (in weights) -> min = 1/total/2
My goal is that the algortihm gives the first asset the maximum --> P(1|max),
The y value should be expotentially decreasing but should not be lower than min.
And the sum of weights should be close as possible to 1.
How can I accomplish that ?
--> I looked into scipy curve fitting, but I do not know how to apply it