Alternatives and similar repositories for lrsm_portfolio:

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

• QingyunSun / Distributional-Robust-Kelly-Gambling
  ☆18Updated 4 years ago
• dppalomar / highOrderPortfolios
  Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
  ☆23Updated 2 years ago
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆26Updated 4 years ago
• cvxgrp / cov_pred_finance
  ☆63Updated 2 months ago
• cvxgrp / exp_util_gm_portfolio_opt
  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
  ☆20Updated 11 months ago
• cvxgrp / cvxmarkowitz
  ☆26Updated 2 months ago
• amuguruza / LDP-VolOptions
  Large Deviations for volatility options
  ☆13Updated 6 years ago
• t-vi / interesting-rates
  Economic models and things in Pytorch
  ☆21Updated 7 years ago
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆14Updated 6 months ago
• Sinbad-The-Sailor / Abacus
  Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…
  ☆20Updated last year
• mfrdixon / GP-CVA
  ☆13Updated 5 years ago
• sebjai / robust-risk-aware-rl
  Some implementations from the paper robust risk aware reinforcement learning
  ☆35Updated 3 years ago
• Quiota / tensorflow
  ☆10Updated 7 years ago
• cvxgrp / cvxrisk
  Compile risk with cvxpy
  ☆13Updated this week
• convexfi / fingraph
  Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)
  ☆38Updated last year
• convexfi / intradayModel
  Modeling of intraday volatility and volume in financial markets
  ☆15Updated last year
• sauxpa / Quant
  Quant finance scripts
  ☆15Updated this week
• cvxgrp / covpred
  Covariance prediction via convex optimization
  ☆21Updated 4 years ago
• SigCGANs / Sig-Wasserstein-GANs
  ☆26Updated last year
• gerdm / BONE
  Repository for the paper "BONE: a unifying framework for Bayesian online learning in non-stationary environments"
  ☆17Updated 4 months ago
• mcindoe / regimedetection
  ☆34Updated last year
• RiskLabAI / Notebooks.py
  ☆16Updated this week
• chrischia06 / Mean-Variance-Hedging
  Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈
  ☆14Updated 3 years ago
• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆54Updated 2 years ago
• mfrdixon / G-Learning-Wealth-Management
  ☆22Updated 3 years ago
• RefaelLasry / EstimationOfCovarianceMatrix
  Estimation of the Covariance Matrix - linear and nonlinear shrinkage
  ☆22Updated 2 years ago
• BrianNingUT / ArbFreeIV-VAE
  Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.
  ☆30Updated last year
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆49Updated 2 years ago
• phschiele / PyCLA
  A Python Package for Portfolio Optimization using the Critical Line Algorithm
  ☆26Updated last year
• cvxgrp / cvxstatarb
  ☆25Updated 2 months ago