SteveDiamond

Research Scientist at Gridmatic.

GridmaticSan Jose

Pinned Repositories

cvxpy
A Python-embedded modeling language for convex optimization problems.
Language:C++3 0 00
dcp_site
Language:JavaScript4 2 15
parser
DCP parser
Language:Python8 1 34
PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Language:Jupyter Notebook4 0 03
scsprox
SCSProx: Fast proximal operators from CVXPY problems
Language:Python1 0 00

SteveDiamond's Repositories

SteveDiamond/parser
DCP parser
Language:Python8 1 34
SteveDiamond/dcp_site
Language:JavaScript4 2 15
SteveDiamond/PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Language:Jupyter Notebook4 0 03
SteveDiamond/cvxpy
A Python-embedded modeling language for convex optimization problems.
Language:C++3 0 00
SteveDiamond/scsprox
SCSProx: Fast proximal operators from CVXPY problems
Language:Python1 0 00
SteveDiamond/Clarabel.jl
Clarabel.jl: Interior-point solver for convex conic optimisation problems in Julia.
Language:Julia0 0
SteveDiamond/cvx_short_course
Materials for a short course on convex optimization.
Language:Jupyter Notebook0 0
SteveDiamond/cvxstoc
Disciplined convex stochastic programming. For the cvxstoc home page, please see:
Language:Python0 0
SteveDiamond/gsoc
NumFOCUS Google Summer of Code Materials
Language:TeX0 0
SteveDiamond/json
1 0
SteveDiamond/scs-python
Python interface for SCS
Language:Jupyter Notebook0 0
SteveDiamond/yaglm
A python package for penalized generalized linear models that supports fitting and model selection for structured, adaptive and non-convex penalties.
Language:Python0 0