convex-optimization topic

List convex-optimization repositories

Riskfolio-Lib

2.7k
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475
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Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Optimization-Python

222
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142
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General optimization (LP, MIP, QP, continuous and discrete optimization etc.) using Python

StackExchangeCodes

104
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41
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Codes related to answers on StackExchange Network.

MetaOptNet

517
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95
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Meta-Learning with Differentiable Convex Optimization (CVPR 2019 Oral)

portfolio_allocation_js

171
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32
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A JavaScript library to allocate and optimize financial portfolios.

osqp

1.6k
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346
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The Operator Splitting QP Solver

deepdow

849
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133
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Portfolio optimization with deep learning.