Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
- finance
- portfolio-optimization
- portfolio-management
- quantitative-finance
65,264 visible repositories in the index
1–2 of 2 · Most stars
Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Implementation of "Adversarial Frontier Stitching for Remote Neural Network Watermarking" in TensorFlow.