I'd like to know what are, if any, the applications of linear/non linear programming optimization techniques for financial markets.

I'm a business major, and I want to find an argument for my thesis that unites these techniques with technical analysis for investments on futures, CFD, leverage certificates, commodities (i.e. to say Fibonacci retracements, candlesticks, Elliott waves etc.).

Thanks in advance for any help!

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    $\begingroup$ This does not seem to focus on statistics or machine learning. Consider moving this to Quantitative Finance Stack Exchange instead. Regarding the actual question, portfolio optimization requires linear and/or nonlinear programming. E.g. minimize expected shortfall given a target expected return. $\endgroup$ – Richard Hardy Sep 25 '20 at 9:29
  • $\begingroup$ This question has now been migrated but please don't crosspost. As you see it just causes extra work for the moderators. $\endgroup$ – Bob Jansen Sep 25 '20 at 11:48
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    $\begingroup$ Portfolio optimization would be the first place to look. That should have been covered (at least the basics) in intro investments. $\endgroup$ – kurtosis Sep 25 '20 at 18:21
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    $\begingroup$ Another, more niche, application is derivatives super-replication. $\endgroup$ – noob2 Sep 25 '20 at 18:56
  • $\begingroup$ @noob2 Could you show me any links or papers about it? $\endgroup$ – Francesco Totti Sep 26 '20 at 7:21

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