Enzo Busseti

pyspqr

Last released Nov 23, 2024

Python bindings for SuiteSparseQR.

cvxportfolio

Last released Oct 24, 2024

Portfolio optimization and back-testing.

symcp

Last released Mar 23, 2024

Symbolic convex programming..

tsar

Last released Feb 28, 2020

Time series auto-regressor.

lrbd

Last released Feb 28, 2020

Low-rank plus block diagonal matrix.

bmpf

Last released Feb 18, 2020

Basic multi-period featurizer.

pyfuncdb

Last released Feb 9, 2020

Simple data persistence for functional Python.

cpr

Last released Jan 22, 2020

Cone program refinement.

ggs

Last released Nov 7, 2019

Greedy grid search for hyper-parameter optimization.

greedygridsearch

Last released Nov 6, 2019

Greedy grid search for hyper-parameter optimization.

cpsr

Last released Mar 7, 2019

Cone Problem Solution Refinement.

trading

Last released Aug 2, 2016