Stanford University Convex Optimization Group
- 927 followers
- Stanford, CA
- https://www.stanford.edu/~boyd
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Showing 10 of 129 repositories
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- simple-portfolio-code Public
- cvxmarkowitz Public
Markowitz portfolio construction on CVXPY — DPP-compliant builders that solve long sequences of related problems without recompiling as assets and factors come and go
- cvxrisk Public
Portfolio risk management via convex optimization — interchangeable risk models behind one abstract interface, solved directly with Clarabel
- cvx-sd-skill Public
Convex signal decomposition for scalar time series — decompose a 1-D signal into interpretable components (a residual plus a trend, periodic terms, sparse spikes, exogenous responses, …) by solving one convex problem in CVXPY
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