knolog

knolog's Stars

• dave31415/trendfilter

  Trend filtering

  Language:Python91

• embotech/ecos-python

  Python interface for ECOS

  Language:C5932

• cvxr/CVX

  A MATLAB system for disciplined convex programming

  Language:MATLAB24988

• dcajasn/Riskfolio-Lib

  Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

  Language:C++3.2k531

• cvxgrp/CVXR

  An R modeling language for convex optimization problems.

  Language:R20632

• cvxgrp/multilevel_factor_model

  Fitting multilevel factor model

  Language:Jupyter Notebook31

• cvxgrp/cvxrisk

  Compile risk with cvxpy

  Language:Python111

• cvxgrp/PrincipalTimeSeries

  Language:MATLAB103

• cvxgrp/cvx_opt_risk_neutral

  Convex optimization over risk-neutral probabilities.

  Language:Jupyter Notebook158

• cvxgrp/kelly_code

  Code and examples for the project on risk-constrained Kelly gambling

  Language:Jupyter Notebook2619

• cvxgrp/exp_util_gm_portfolio_opt

  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.

  Language:Python203

• cvxgrp/cvx-finance-examples

  Language:Makefile81

• cvxgrp/markowitz-reference

  This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Portfolio Construction at Seventy.

  Language:Python234

• cvxgrp/cvxmarkowitz

  Language:Python242

• cvxgrp/cvx_short_course

  Materials for a short course on convex optimization.

  Language:Jupyter Notebook334115

• cvxgrp/simulator

  Tool to support backtests

  Language:Python402

• cvxgrp/cvxportfolio

  Portfolio optimization and back-testing.

  Language:Python1k259

• DSML-book/Programs

  Programs

  Language:Python10568

• DSML-book/Odd-numbered-Solutions

  Solutions manual with odd-numbered solutions

  2411

• DSML-book/Lectures

  1514

• vincentarelbundock/tinysnapshot

  Snapshots for unit tests using the tinytest framework for `R`. Includes expectations to test base `R` and `ggplot2` plots as well as console output from `print()`.

  Language:R131

• grantmcdermott/tinyplot

  Lightweight extension of the base R graphics system

  Language:R2799

• etiennebacher/altdoc

  Alternative to pkgdown to document R packages

  Language:R699

• vincentarelbundock/Rdatasets

  A collection of datasets originally distributed in R packages

  Language:HTML332438

• vincentarelbundock/countrycode

  R package: Convert country names and country codes. Assigns region descriptors.

  Language:R34985

• vincentarelbundock/WDI

  R package to download World Bank data

  Language:R21361

• vincentarelbundock/tinytable

  Simple and Customizable Tables in `R`

  Language:R23419

• vincentarelbundock/modelsummary

  Beautiful and customizable model summaries in R.

  Language:HTML92176

• rpolars/r-polarssql

  A Polars backend for R DBI and dbplyr

  Language:R24

• etiennebacher/tidypolars

  Get the power of polars with the syntax of the tidyverse

  Language:R1864