convexfi Goto Github PK
Name: HKUST Convex Optimization in Finance Group
Type: Organization
Location: Hong Kong
HKUST Convex Optimization in Finance Group's Projects
.github
bipartite
Learning Bipartite Graphs: Heavy Tails and Multiple Components (NeurIPS 2022)
fingraph
Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)
fitheavytail
Mean and Covariance Matrix Estimation under Heavy Tails
intradaymodel
Modeling of intraday volatility and volume in financial markets
riskparity.py
Fast and scalable construction of risk parity portfolios
riskparity.rs
Implementations of risk parity portfolios in Rust
sparsegraph
Nonconvex Sparse Graph Learning under Laplacian-structured Graphical Model (NeurIPS 2020)
spectralgraphtopology
Structured Graph Learning via Laplacian Spectral Constraints (NeurIPS 2019)
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