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Python |
4 |
Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization |
Jan 29, 2023 |
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Jupyter Notebook |
4 |
Lectures on introduction to convex analysis and convex optimization theory |
Jun 21, 2022 |
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Python |
10 |
Covariance prediction via convex optimization |
Jun 30, 2022 |
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Python |
5 |
Exact Matrix Completion via Convex Optimization |
Apr 10, 2023 |
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Jupyter Notebook |
4 |
Application for portfolio optimization with post-modern portfolio theory (PMPT) |
Mar 04, 2023 |
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Python |
3 |
certifying robustness of neural network via convex optimization |
Jan 01, 2023 |
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Python |
7 |
Speed planning with convex optimization |
Mar 29, 2022 |
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Matlab |
3 |
convex optimization code |
Aug 04, 2021 |
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Jupyter Notebook |
3 |
convex optimization repo |
Mar 29, 2023 |
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TeX |
11 |
convex optimization homework |
Oct 03, 2022 |
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TeX |
2 |
Convex optimization course |
Oct 27, 2023 |
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Jupyter Notebook |
9 |
This Jupyter Notebook illustrates investment portfolio optimization in Modern Portfolio Theory. |
Apr 19, 2023 |
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Python |
1342 |
Differentiable convex optimization layers |
Aug 12, 2022 |
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Ruby |
20 |
Convex optimization for Ruby |
Apr 10, 2023 |
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Jupyter Notebook |
14 |
Stanford convex optimization course |
Jul 23, 2022 |
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Python |
20 |
Easing non-convex optimization with neural networks. |
Nov 06, 2021 |
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R |
5 |
Computational models for prospect theory and other theories of |
Jun 16, 2020 |
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Python |
32 |
Homegrown analysis of Prospect Theory: Math, turkers and python =) |
Nov 08, 2021 |
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Jupyter Notebook |
7 |
Convex Optimization (class deliverables & assignments) |
Jan 04, 2023 |
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Lean |
4 |
A verified convex optimization framework |
Apr 30, 2023 |
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TeX |
2 |
latex notes on convex optimization |
Sep 13, 2023 |
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MATLAB |
13 |
Data and codes of the paper "Convex Maximization via Adjustable Robust Optimization" |
Apr 10, 2023 |
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Jupyter Notebook |
10 |
Portfolio optimization with cvxopt |
Jun 22, 2022 |
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None |
6 |
Convex optimization for fun and profit. |
Apr 04, 2022 |
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Jupyter Notebook |
10 |
Convex optimization over risk-neutral probabilities. |
Apr 08, 2022 |
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TeX |
2 |
course notes for ece1505H Convex Optimization |
Mar 11, 2023 |
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Julia |
72 |
Toolbox for non-convex constrained optimization. |
May 29, 2022 |
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C |
878 |
CVXOPT -- Python Software for Convex Optimization |
May 08, 2023 |
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Jupyter Notebook |
3 |
Solving Convex and Nonconvex Optimization Problems |
Aug 07, 2022 |
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Python |
202 |
Convex optimization for fun and profit. |
May 14, 2023 |
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None |
2 |
Convex optimization for fun and profit. |
Jun 02, 2023 |
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Jupyter Notebook |
2 |
Algorithms for Smoothed Online Convex Optimization |
Nov 02, 2023 |
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C++ |
3 |
Primary Object Segmentation in Videos via Alternate Convex Optimization of Foreground and Background Distributions |
Apr 22, 2020 |
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Python |
3 |
Sequential Convex Optimization for TAMP problems with multiple backend solvers! |
Apr 17, 2022 |
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None |
2 |
Portfolio optimization with deep learning. |
Mar 02, 2022 |
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Python |
684 |
Portfolio optimization with deep learning. |
May 21, 2023 |
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Jupyter Notebook |
21 |
Talk Materials for "Convex Optimization for Finance" |
Jul 14, 2022 |
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Python |
27 |
Neural Fixed-Point Acceleration for Convex Optimization |
Dec 22, 2021 |
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Julia |
101 |
A solver for mixed-integer convex optimization |
Aug 02, 2022 |
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Julia |
104 |
Differentiating convex optimization programs w.r.t. program parameters |
Aug 05, 2022 |
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Julia |
2 |
Differentiable wrapper for FrankWolfe.jl convex optimization routines |
Apr 28, 2023 |
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Python |
3 |
Convex optimization course project: hazy image stitching |
Feb 09, 2023 |
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Jupyter Notebook |
3 |
Portfolio Optimization |
Jan 31, 2023 |
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Julia |
10 |
Portfolio optimization |
Nov 16, 2022 |
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Python |
18 |
Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization |
Jun 26, 2022 |
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Julia |
46 |
Guaranteed Sequential Trajectory Optimization (GuSTO), using sequential convex programming for trajectory optimization with strong theoretical … |
Apr 28, 2023 |
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Python |
10 |
Code for "Automatic repair of convex optimization problems". |
Sep 23, 2021 |
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Jupyter Notebook |
235 |
Materials for a short course on convex optimization. |
Aug 12, 2022 |
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TeX |
2 |
The project for Convex Optimization (2018 Fall PKU) |
Jul 02, 2020 |
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Julia |
84 |
Sequential Convex Programming Toolbox for nonconvex trajectory optimization. |
May 02, 2022 |