Implement BoTorch Optimization for Strategy Generation

implementationChallengeNovember 29, 2025

Prompt Content

Design and implement an optimization routine using BoTorch to recommend an investment portfolio allocation or a supply chain route for your chosen critical mineral. Your optimization objective should maximize predicted returns while minimizing geopolitical risk (assume mock risk scores are provided). How will you integrate the price predictions from your forecasting model as part of the objective function or constraints in BoTorch? Explain your choice of acquisition function and how it balances exploration and exploitation.

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