To run the code, first install all the necessary packages with
pip install linsatnet numpy==1.19.5 scipy==1.5.4 pandas==1.1.5 torch==1.7.1
You can reproduce the main result of our portfolio optimization experiment with LinSATNet by running
python main.py --use_linsatnet
You can run the experiment with original StemGNN with
python main.py