Using the Desktop version of Workbench
- Click Create Project.
- Click CREATE INSIGHT (MOSEL) PROJECT.
- You must now select a location for the Project—The new Project will be named after the containing folder, so create a folder named Portfolio Optimization, and click OK.
Xpress Workbench launches your new project in which it has created a template application structure. Examine the contents of the vertical Project tab:
Figure : 1. A New Xpress Workbench Project - Drag and drop your prepared files onto the Project explorer pane— shares.csv must be added to the
model_resources
folder and foliodata.mos can be added to the Portfolio Optimization project root folder.The project structure now appears as:
Figure : 2. Uploaded Model Source and Data Files - In the Run menu, choose Run foliodata.mos and wait a few moments.
- Review the contents of the debugger pane below the code window.
It contains:
This reveals that the maximum achievable ROI is 14.09, respecting the business constraints.Compiling foliodata.mos to out\foliodata.bim with -g Running model Loading data. Loading finished. Starting optimization. Expected total return 14.09 Total high risk shares 0.33 Total North-American 0.45 Largest position 0.25 Optimization finished. Process exited with code: 0
© 2001-2025 Fair Isaac Corporation. All rights reserved. This documentation is the property of Fair Isaac Corporation (“FICO”). Receipt or possession of this documentation does not convey rights to disclose, reproduce, make derivative works, use, or allow others to use it except solely for internal evaluation purposes to determine whether to purchase a license to the software described in this documentation, or as otherwise set forth in a written software license agreement between you and FICO (or a FICO affiliate). Use of this documentation and the software described in it must conform strictly to the foregoing permitted uses, and no other use is permitted.