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Hong Kong Univ. of Sci&Tech (HKUST)
- Clear Water Bay, Hong Kong
- https://www.danielppalomar.com/
Highlights
- Pro
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pob Public
Supporting data package for the Portfolio Optimization Book
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sparseIndexTracking Public
Design of Portfolio of Stocks to Track an Index
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highOrderPortfolios Public
Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
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riskParityPortfolio Public
Design of Risk Parity Portfolios
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spectralGraphTopology Public
Forked from convexfi/spectralGraphTopologyLearning Graphs from Data via Spectral Constraints for k-component, bipartite, and k-component bipartite graphs
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portfolioBacktest Public
Automated Backtesting of Portfolios over Multiple Datasets
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imputeFin Public
Imputation of Financial Time Series with Missing Values and/or Outliers
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deepdow Public
Forked from jankrepl/deepdowPortfolio optimization with deep learning.
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covFactorModel Public
Covariance Matrix Estimation via Factor Models
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sparseEigen Public
Computation of Sparse Eigenvectors of a Matrix