HKUST Convex Optimization in Finance Group

icon indicating a website link https://www.danielppalomar.com/

icon location Hong Kong

Results 3 repositories owned by HKUST Convex Optimization in Finance Group

riskparity.py

281
Stars
64
Forks
Watchers

Fast and scalable construction of risk parity portfolios

verified publisher icon convexfi

spectralGraphTopology

57
Stars
17
Forks
Watchers

Structured Graph Learning via Laplacian Spectral Constraints (NeurIPS 2019)

verified publisher icon convexfi

fitHeavyTail

20
Stars
4
Forks
Watchers

Mean and Covariance Matrix Estimation under Heavy Tails

verified publisher icon convexfi