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Don’t Go It Alone. Gurobi and Its Partners Provide the Continuum of Support You Need.

While the mathematical optimization field is more than 70 years old, many customers are still learning how to make the most of its capabilities. That’s why, at Gurobi, we have established the Gurobi Alliance partner network—a group of trusted partners who can support you in achieving your optimization goals.

Learn More

Free Udemy Course: Intro to Optimization

Unlock the power of optimized decision-making with this online course developed by Gurobi in partnership with Dr. Joel Sokol, professor at Georgia Tech.

Learn More

Gurobi Releases the State of Mathematical Optimization in Data Science Report

Survey of over 1,000 data scientists reveals key trends, opportunities, and challenges in the field.

Learn More

webinar

April 1, 2025 at 11:00 AM ET

Unlocking Alpha with Gurobi
April 1, 2025 at 11:00 AM ET

Advanced Portfolio Optimization and Backtesting with Discrete Constraints

Date: April 1st | Time: 11:00 AM ET

Join us for an exclusive webinar where Gurobi experts Silke Horn and Robert Luce will dive deep into the advanced techniques of portfolio optimization and backtesting using discrete constraints.

What You’ll Learn:

How Gurobi’s MIP technology enables complex portfolio optimization with discrete decisions such as fixed costs, transaction limits, and cardinality constraints.
Best practices for incorporating backtesting into your investment strategy to validate model assumptions and measure performance under real-world market conditions.
How to fine-tune your models to unlock alpha and improve decision-making in portfolio selection.

This is a must-attend event for quantitative analysts, portfolio managers, and anyone looking to gain a competitive edge in the financial services space.

Register Now to reserve your spot for this in-depth, 60-minute session!

Meet the Experts

View Bio

Dr. Robert Luce

Principal Developer
Gurobi Optimization

Dr. Robert Luce

Principal Developer
Gurobi Optimization

Dr. Luce is an experienced researcher in applied mathematics, and author of numerous publications in the fields of numerical linear algebra and optimization. He holds a Ph.D. from Technical University of Berlin.

View Bio

Dr. Silke Horn

Senior Optimization Engineer
Gurobi Optimization

Dr. Silke Horn

Senior Optimization Engineer
Gurobi Optimization

Dr. Silke Horn is a Technical Account Manager at Gurobi Optimization, a member of the Gurobi Technical Support team and Presales Engineer for the EMEA region. She has a Ph.D. in Mathematics from TU Darmstadt (Germany). Dr. Horn has many years of experience in academic teaching, in particular in the field of discrete optimization, and in software development. She has also contributed to mathematical Open Source software. Before joining Gurobi in August 2018, she worked as a Software Engineer and IT Consultant for an IT service company.

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Unlocking Alpha with Gurobi
April 1, 2025 at 11:00 AM ET

Advanced Portfolio Optimization and Backtesting with Discrete Constraints

Meet the Experts

Dr. Robert Luce

Dr. Robert Luce

Dr. Silke Horn

Dr. Silke Horn

GUROBI NEWSLETTER

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Unlocking Alpha with Gurobi April 1, 2025 at 11:00 AM ET

Advanced Portfolio Optimization and Backtesting with Discrete Constraints

Meet the Experts

Dr. Robert Luce

Dr. Robert Luce

Dr. Silke Horn

Dr. Silke Horn

GUROBI NEWSLETTER

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Unlocking Alpha with Gurobi
April 1, 2025 at 11:00 AM ET