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phschiele (Philipp Schiele) · GitHub
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  1. cvxpy/cvxpy cvxpy/cvxpy Public

    A Python-embedded modeling language for convex optimization problems.

    C++ 5.5k 1.1k

  2. cvxgrp/dsp cvxgrp/dsp Public

    A CVXPY extension for saddle problems

    Python 24 4

  3. PyCLA PyCLA Public

    A Python Package for Portfolio Optimization using the Critical Line Algorithm

    Python 25 4

  4. cvxgrp/markowitz-reference cvxgrp/markowitz-reference Public

    This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Portfolio Construction at Seventy.

    Python 22 3