All Git Users → dppalomar

4 open source projects by dppalomar

[ Open user page on Github ]

1. Riskparity.py

Fast and scalable design of risk parity portfolios

✭ 122

python optimization finance

2. sparseIndexTracking

Design of Portfolio of Stocks to Track an Index

✭ 27

r tracking portfolio index financial-markets

Imputation of Financial Time Series with Missing Values and/or Outliers

✭ 17

r time-series outliers financial-data missing-values

4. spectralGraphTopology

Learning Graphs from Data via Spectral Constraints for k-component, bipartite, and k-component bipartite graphs

✭ 0

1-4 of 4 user projects