Stanford University Convex Optimization Group
- 928 followers
- Stanford, CA
- https://www.stanford.edu/~boyd
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Showing 10 of 129 repositories
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- cvxrisk Public
Portfolio risk management via convex optimization — interchangeable risk models behind one abstract interface, solved directly with Clarabel
- 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
- simple-portfolio-code Public
- randalo Public
- cvxpy Public Forked from cvxpy/cvxpy
A Python-embedded modeling language for convex optimization problems.
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