Alternatives and similar repositories for convex-optimization:

Users that are interested in convex-optimization are comparing it to the libraries listed below

• mamadpierre / DNN-SMEIO
  Integration of DNN framework with Stochastic Multi-echelon Inventory Optimization (SMEIO)
  ☆7Updated 4 years ago
• edouardberthe / adp-portfolio-selection
  Approximate Dynamic Programming for Portfolio Selection Problem
  ☆56Updated 2 years ago
• NoamGit / CVX101-HW-with-python
  Home work in python using cvxpy to Stephen Boyd's Convex Optimization class (CVX101 Stanford)
  ☆44Updated 2 years ago
• Iyengar-Lab / E2E-DRO
  End-to-end distributionally robust optimization
  ☆34Updated last year
• MOSEK / Tutorials
  A collection of tutorials for the MOSEK package
  ☆112Updated 3 weeks ago
• LarrySnyder / RLforInventory
  Materials for "RL for Inventory Optimization", Day 4 of the "RL for Operations Bootcamp", Kellogg School of Management, Northwestern Univ…
  ☆14Updated 9 months ago
• Kanishkparganiha / deep-reinforcement-learning-on-multi-echelon-inventory-management
  ☆9Updated 3 years ago
• jieqian2 / Numerical-Methods-in-Finance
  This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.
  ☆9Updated 4 years ago
• Lunj12 / RL-Bandits-with-Knapsacks
  Dynamic Pricing BwK Problem and Reinforcement Learning
  ☆29Updated 6 years ago
• cvxgrp / cptopt
  Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
  ☆33Updated 10 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
• sauxpa / ito_diffusions
  Library for stochastic process simulation
  ☆14Updated last year
• YinchuanLl / Reinforcement-learning-for-portfolio-allocation
  Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation
  ☆36Updated 5 years ago
• aphenriques / stochastic-calculus-for-finance-solutions
  Solutions for the exercise problems of Steven E. Shreve's Stochastic Calculus for Finance
  ☆34Updated 5 years ago
• wangtianyu61 / robust-stochastic-portfolio-optimization
  the codes and some preliminary progress in the work of robust stochastic portfolio optimization
  ☆11Updated 4 years ago
• andvise / inventory-control
  Implementation of inventory control policy parameters computation algorithms
  ☆18Updated 3 years ago
• alialaradi / PairsTrading
  MATLAB code to produce results and figures in the paper "Stochastic Optimal Control of Pairs Trading Strategies with Absolute and Relativ…
  ☆14Updated 6 years ago
• BayerSe / l1qr
  Lasso Quantile Regression
  ☆31Updated 5 years ago
• YukiYasuda2718 / rl-bsmodel-with-costs
  Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…
  ☆20Updated 5 years ago
• wuxx1016 / Reinforcement-Learning-in-Finance
  Reinforcement Learning in Finance
  ☆15Updated 4 years ago
• phynance / HestonlMonteCarlo-ImpliedVolSurfaceConstruction
  simulation of Heston model by Monte-Carlo method
  ☆11Updated 7 months ago
• ieshanvaidya / reinforcement-learning-option-pricing
  A DQN agent that optimally hedges an options portfolio.
  ☆22Updated 5 years ago
• cvxgrp / exp_util_gm_portfolio_opt
  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
  ☆20Updated 10 months ago
• xuruilong100 / EFRMinPython
  Elements of Financial Risk Management in Python
  ☆12Updated 4 years ago
• pat-hanbury / MonteCarloTutorial
  Repo to supplement my tutorial on Monte Carlo Simulations and Importance Sampling
  ☆74Updated 6 years ago
• xb00dx / Online-Courses
  Selected Online Courses
  ☆12Updated 5 years ago
• vanessa-pizante / Deep-Optimal-Stopping
  Deep Optimal Stopping Project
  ☆16Updated 5 years ago
• kaaaylaaa / causality-based-trading
  ☆9Updated 4 months ago
• juliansester / Robust-Portfolio-Optimization
  Markov decision processes under model uncertainty
  ☆14Updated 2 years ago
• RoughStochVol / regularity_structure_finance
  Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.
  ☆10Updated 7 years ago