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集合主题趋势排行榜
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cvar-optimization

Website
Wikipedia
dcajasn/Riskfolio-Lib
https://static.github-zh.com/github_avatars/dcajasn?size=40
dcajasn / Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

portfolio-optimizationconvex-optimizationstepwise-regressionduration-matchingdrawdown-modelsharpe-ratiotradinginvestmentfinanceasset-allocationcvar-optimizationcvxpyportfolio-managementinvestment-analysisquantitative-financeefficient-frontier
C++ 3.51 k
2 个月前
skfolio/skfolio
https://static.github-zh.com/github_avatars/skfolio?size=40
skfolio / skfolio

#计算机科学#Python library for portfolio optimization built on top of scikit-learn

asset-allocationasset-managementconvex-optimizationcvar-optimizationcvxpyefficient-frontierhierarchical-clustering机器学习Portfolioportfolio-optimizationquantitative-financescikit-learntrading-strategies
Python 1.59 k
3 天前
https://static.github-zh.com/github_avatars/fortitudo-tech?size=40
fortitudo-tech / fortitudo.tech

Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

cvar-optimizationasset-allocationasset-managementportfolio-optimizationefficient-frontierinvestment-analysisquantitative-financeinvestmententropy
Python 263
23 天前
https://static.github-zh.com/github_avatars/fortitudo-tech?size=40
fortitudo-tech / pcrm-book

Portfolio Construction and Risk Management book's Python code.

asset-allocationasset-managementcvar-optimizationinvestmentportfolio-optimizationquantitative-financerisk-managementSimulationefficient-frontierfinanceinvestment-analysisquantrisk
Jupyter Notebook 115
16 天前
https://static.github-zh.com/github_avatars/Mircea-MMXXI?size=40
Mircea-MMXXI / azapy

Financial Portfolio Optimization Algorithms

financequantitative-financeportfolio-optimizationcvar-optimizationuniversal
Jupyter Notebook 57
1 年前
https://static.github-zh.com/github_avatars/EulersNumber?size=40
EulersNumber / PortfolioAllocation

Cross asset allocation with mean-variance and mean-CVaR (Expected Shortfall) optimization methods

optimizationnumerical-optimizationasset-allocationportfolio-optimizationcvar-optimizationfinance
R 6
3 年前
https://static.github-zh.com/github_avatars/jaydu1?size=40
jaydu1 / CVaR-Portfolio

CVaR Portfolio Optimization in High Dimensions

cvar-optimization
Python 2
3 年前
https://static.github-zh.com/github_avatars/QuantDevJayson?size=40
QuantDevJayson / robo-credit-underwriter-multi-rl

AI-driven credit underwriting system combining Machine Learning (ML) & Reinforcement Learning (RL) to optimize loan approvals while managing risk: Credit Risk Prediction via Random Forest model; PPO &...

cvar-optimizationdeep-q-learningFastAPIrobotics-simulationstreamlit-webappsynthetic-data
Jupyter Notebook 2
5 个月前
https://static.github-zh.com/github_avatars/JordiCorbilla?size=40
JordiCorbilla / RiskOptima

The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced...

cvar-optimizationportfolio-optimizationrisk-management
Jupyter Notebook 1
3 个月前
https://static.github-zh.com/github_avatars/Mircea-MMXXI?size=40
Mircea-MMXXI / azapyGUI

Graphical user interface for azapy library - Finacial Portfolio Optimization Algorithms

cvar-optimizationfinanceportfolio-optimizationquantitative-finance
Python 0
1 年前
https://static.github-zh.com/github_avatars/Haouah19?size=40
Haouah19 / VaR_TVaR_Optimisation

risk-analysiscvar-optimization
Jupyter Notebook 0
4 年前
https://static.github-zh.com/github_avatars/enexqnt?size=40
enexqnt / Py-vAllocation

Flexible Python library for asset allocation and investor view integration

asset-allocationbayesian-inferenceportfolio-optimizationquantitative-financecvar-optimization
Python 0
1 个月前
https://static.github-zh.com/github_avatars/Jeetuhasan69?size=40
Jeetuhasan69 / python-portfolio

#计算机科学#Welcome to Vonschell's Project Portfolio! 🌟 This repository showcases my programming projects built with Python, Flask, and various libraries, highlighting my growth and skills in web development and...

algo-tradingalgorithmic-tradingasset-allocationasset-managementcvar-optimization数据可视化深度学习drawdown-modelduration-matchinginvestingportfolio-managementportfolio-optimizationquantitative-analysisriskstepwise-regression
0
1 个月前