16 projects
cvxsimulator
Simple simulator for investors
cvxcla
Critical line algorithm for the efficient frontier
cvxrisk
Simple riskengine for cvxpy
qss
QSS: Quadratic-Separable Solver
ls_spa
A package for efficient Shapley performance attribution for least-squares problems
torch-linops
A library to define abstract linear operators, and associated algebra and matrix-free algorithms, that works with pyTorch Tensors.
cvxbson
Dealing with json and bson files
dsp-cvxpy
Disciplined Saddle Programming
cvxcooker
...
spcqe
Smooth periodic consistent quantile estimation
cvxcovariance
Estimating covariance matrices of financial returns
cvxcli
Simple command line app demo
sig-decomp
Optimization-based signal decomposition
fastpathplanning
An algorithm for path planning in sequences of safe boxes
osbdo
Oracle-Structured Bundle Distributed Optimization
surecr
This package enables tractable evaluation of Stein's Unbiased Risk Estimate on convexly regularized estimators.
