jcrichard

Pinned Repositories

firls
Norm Constrained Generalised Linear Model using numpy, numba and scipy.
Language:Python2 0 01
pyrb
Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python
Language:Python119 7 444
sampyl
MCMC samplers for Bayesian estimation in Python, including Metropolis-Hastings, NUTS, and Slice
Language:Python0 0 00

jcrichard's Repositories

jcrichard/pyrb
Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python
Language:Python119 7 444
jcrichard/firls
Norm Constrained Generalised Linear Model using numpy, numba and scipy.
Language:Python2 0 01
jcrichard/sampyl
MCMC samplers for Bayesian estimation in Python, including Metropolis-Hastings, NUTS, and Slice
Language:Python0 0 00