Popular GitHub Repositories for Cvxpy

Discover the most popular open-source projects and tools related to Cvxpy, and stay updated with the latest development trends and innovations.

Cvx_opt_masters

convex-optimization

Convex optimization course for AI (ex Ozon) Masters

2年前

Portfolio Construction With Gaussian Mixture Models

backtesting

Reproducibility repository for "Portfolio Construction with Gaussian Mixture Models" thesis. Complete implementation of 9 portfolio optimization strategies including novel KDE/GMM approaches, with C acceleration, multiple solvers (CVXPY/IPOPT/SciPy), and full backtesting framework. All figures/tables regenerable.

1个月前