Stanford University Convex Optimization Group
- 931 followers
- Stanford, CA
- https://www.stanford.edu/~boyd
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Repositories
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- cvxmarkowitz Public
Markowitz portfolio construction on CVXPY — DPP-compliant builders that solve long sequences of related problems without recompiling as assets and factors come and go
- cvxrisk Public
Portfolio risk management via convex optimization — interchangeable risk models behind one abstract interface, solved directly with Clarabel
- randalo Public
- cvx-workflow-skills Public
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