Alternatives and similar repositories for lcso

Users that are interested in lcso are comparing it to the libraries listed below

• cvxgrp / covpred
  Covariance prediction via convex optimization
  ☆21Updated 4 years ago
• cvxgrp / ncvx
  ☆76Updated 3 years ago
• cvxgrp / cvxmarkowitz
  ☆27Updated last month
• bodono / scs-python
  Python interface for SCS
  ☆43Updated this week
• cvxpy / cvxpyanalyzer
  ☆18Updated 2 years ago
• cvxgrp / diffcp
  Differentiation through cone programs
  ☆101Updated 4 months ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆42Updated 6 years ago
• JuliaFirstOrder / PiecewiseQuadratics.jl
  A Julia package for manipulation of univariate piecewise quadratic functions.
  ☆18Updated 3 years ago
• cvxgrp / dmcp
  A CVXPY extension for multi-convex programming
  ☆46Updated 2 years ago
• phschiele / PyCLA
  A Python Package for Portfolio Optimization using the Critical Line Algorithm
  ☆27Updated last year
• cvxgrp / robust_bond_portfolio
  Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization
  ☆13Updated last year
• cvxgrp / markowitz-reference
  This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Port…
  ☆29Updated this week
• cvxgrp / cvx_opt_risk_neutral
  Convex optimization over risk-neutral probabilities.
  ☆15Updated 5 years ago
• jherekhealy / AQFED.jl
  Julia package for the book "Applied Quantitative Finance for Equity Derivatives"
  ☆38Updated 2 weeks ago
• JuliaFirstOrder / SeparableOptimization.jl
  A Julia package that solves Linearly Constrained Separable Optimization Problems using ADMM.
  ☆26Updated 3 years ago
• cvxgrp / dsp
  A CVXPY extension for saddle problems
  ☆26Updated this week
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆27Updated 4 years ago
• cvxgrp / exp_util_gm_portfolio_opt
  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
  ☆21Updated last year
• datasig-ac-uk / esig
  esig python package
  ☆48Updated 6 months ago
• alnurali / cvxstoc
  Disciplined convex stochastic programming. For the cvxstoc home page, please see:
  ☆32Updated 4 years ago
• p-casgrain / LimitOrderBook.jl
  A limit order book matching engine written in Julia
  ☆29Updated 3 years ago
• rcalxrc08 / FinancialToolbox.jl
  Useful functions for Black–Scholes Model in the Julia Language
  ☆51Updated 7 months ago
• blackrock / HOLA
  ☆28Updated 3 years ago
• cvxgrp / lrsm_portfolio
  Portfolio Construction using Stratified Models
  ☆11Updated 4 years ago
• dppalomar / highOrderPortfolios
  Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
  ☆24Updated 2 years ago
• embotech / ecos-python
  Python interface for ECOS
  ☆60Updated last year
• QingyunSun / Distributional-Robust-Kelly-Gambling
  ☆18Updated 5 years ago
• AaltoML / kalman-jax
  Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX
  ☆100Updated last year
• oxfordcontrol / ClarabelDocs
  Documentation for the Clarabel interior point conic solver
  ☆26Updated last month
• JuliaComputing / Miletus.jl
  Writing financial contracts in Julia
  ☆89Updated last year