Conditional Value-at-Risk (CVaR) portfolio optimization benchmark problems for fully general Monte Carlo distributions and derivatives portfolios.
☆15Apr 24, 2026Updated 6 months ago
Alternatives and similar repositories for cvar-optimization-benchmarks
Users that are interested in cvar-optimization-benchmarks are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Crypto AI Analytics is a sophisticated desktop tool designed for data-driven crypto market analysis and intelligent trend detection.☆42Mar 17, 2026Updated 7 months ago
- Portfolio Construction and Risk Management book's Python code.☆214Updated this week
- A courseware module that covers the fundamental concepts in probability theory and their implications in data science. Topics include pro…☆11Jun 9, 2026Updated 4 months ago
- Borsa Istanbul Stock Exchange: Getting Financial Statements and Historical Daily Prices of Companies☆13Jul 5, 2022Updated 4 years ago
- Interactive examples using MATLAB to visualize and practice integral calculus including substitution, integration by parts, and the funda…☆16May 4, 2026Updated 6 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- High-performance BIP-39 mnemonic recovery tool and cryptographic security auditor. Open-source framework for blockchain asset recovery, p…☆42Mar 22, 2026Updated 7 months ago
- Interactive module that introduces fundamentals of derivatives including the product and chain rule as presented in Calculus I courses☆18Jun 17, 2026Updated 4 months ago
- Interactive courseware module that addresses fundamental matrix methods and linear systems taught in introductory linear algebra courses.☆20May 4, 2026Updated 6 months ago
- Introduction to triangle arbitrage binance with binance☆22Mar 22, 2022Updated 4 years ago
- ☆48Sep 25, 2026Updated last month
- An R Package for the Financial Modeling Prep Financial Data API☆12Aug 17, 2021Updated 5 years ago
- ☆28Mar 21, 2024Updated 2 years ago
- UNIX "file" command's magic patterns for kdb+ files.☆12Jun 8, 2017Updated 9 years ago
- ☆28Jan 17, 2021Updated 5 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- High-performance and powerful Python DataFrame library built on top of RayforceDB☆16Oct 24, 2026Updated last week
- getSymbols() reboot☆17Oct 17, 2024Updated 2 years ago
- Learn linear algebra by applications in stoichiometry, steganography, static force analysis, and machine learning.☆23May 7, 2026Updated 5 months ago
- R package with tools for distance metrics☆18Nov 24, 2025Updated 11 months ago
- An R package for analysis of Aswath Damodaran's weighted average cost of capital (WACC) data☆13May 14, 2024Updated 2 years ago
- ☆11Jul 12, 2020Updated 6 years ago
- Code repository for The Automation Ahead series, showcasing practical examples for GenAI-driven automation in investments. Each installme…☆74Sep 27, 2026Updated last month
- ☆59Updated this week
- Consolidated codes for articles published on Medium☆14Feb 1, 2021Updated 5 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- COVID-19 Open-source Infection Dynamics☆16Sep 10, 2021Updated 5 years ago
- A Toolbox for deep reinforcement learning(QLearning)☆39Jul 2, 2018Updated 8 years ago
- RL-based alpha factor evolution using GRPO (AlphaAgentEvo paper implementation)☆23Mar 24, 2026Updated 7 months ago
- ☆19Apr 18, 2024Updated 2 years ago
- NeuralDMD for Imaging from Sparse Observations☆12Jul 9, 2025Updated last year
- ☆21Jul 18, 2022Updated 4 years ago
- ☆20Jul 6, 2021Updated 5 years ago
- Code for replicating the paper "The False Discovery Rate in Finance: Identification Failure and Search-Adjusted Estimation".☆59Apr 13, 2026Updated 6 months ago
- CS294/194-196 Large Language Model Agents☆19Feb 28, 2025Updated last year
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Freeze Claude Code's prompt prefix so DeepSeek's automatic cache always hits — alignment proxy + coalescing + keepalive, installable as a…☆25Jun 23, 2026Updated 4 months ago
- SimGAN based approach to removing eyeglasses from images☆29May 13, 2019Updated 7 years ago
- Using Python and Chat GPT-3, convert a PDF to text, slice and summarize it, create a new summary and key notes, and a step-by-step guide.…☆25Feb 20, 2023Updated 3 years ago
- Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆313Oct 8, 2026Updated 3 weeks ago
- ☆11Feb 17, 2023Updated 3 years ago
- 通过Prompt 让deepseek-r1 以及其他模型来支持函数调用☆22Feb 27, 2025Updated last year
- RustConf 2025 Persentation☆13Aug 25, 2025Updated last year