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GitHub / cvxgrp / cptopt
Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/cvxgrp%2Fcptopt
Stars: 27
Forks: 2
Open Issues: 1
License: None
Language: Python
Repo Size: 26.4 KB
Dependencies:
0
Created: almost 2 years ago
Updated: 19 days ago
Last pushed: 19 days ago
Last synced: 19 days ago
Topics: convex-optimization, cumulative-prospect-theory, portfolio-optimization
Files
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Readme
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Dependencies
pyproject.toml
pypi