convex-optimization topic

List convex-optimization repositories

Riskfolio-Lib

2.8k
Stars
478
Forks
Watchers

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Optimization-Python

222
Stars
143
Forks
Watchers

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

StackExchangeCodes

105
Stars
41
Forks
Watchers

Codes related to answers on StackExchange Network.

MetaOptNet

517
Stars
95
Forks
Watchers

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

portfolio_allocation_js

171
Stars
32
Forks
Watchers

A JavaScript library to allocate and optimize financial portfolios.

osqp

1.6k
Stars
344
Forks
Watchers

The Operator Splitting QP Solver

deepdow

853
Stars
133
Forks
Watchers

Portfolio optimization with deep learning.