fortitudo-tech/pcrm-book

Portfolio Construction and Risk Management book's Python code.

Language: Jupyter Notebook - Size: 34.8 MB - Last synced at: 4 days ago - Pushed at: 5 days ago - Stars: 105 - Forks: 33

enexqnt/Py-vAllocation

Flexible Python library for asset allocation and investor view integration

Language: Python - Size: 536 KB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 0 - Forks: 0

skfolio/skfolio

Python library for portfolio optimization built on top of scikit-learn

Language: Python - Size: 122 MB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 1,485 - Forks: 133

dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Language: C++ - Size: 163 MB - Last synced at: 27 days ago - Pushed at: about 1 month ago - Stars: 3,396 - Forks: 557

fortitudo-tech/fortitudo.tech

Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

Language: Python - Size: 19.1 MB - Last synced at: 15 days ago - Pushed at: about 2 months ago - Stars: 260 - Forks: 41

QuantDevJayson/robo-credit-underwriter-multi-rl

AI-driven credit underwriting system combining Machine Learning (ML) & Reinforcement Learning (RL) to optimize loan approvals while managing risk: Credit Risk Prediction via Random Forest model; PPO & DQN for dynamic risk control; Custom OpenAI Gym Environment for simulating real-world lending scenarios & FastAPI real-time processing.

Language: Jupyter Notebook - Size: 3.01 MB - Last synced at: 13 days ago - Pushed at: 4 months ago - Stars: 2 - Forks: 1

JordiCorbilla/RiskOptima

The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessme

Language: Jupyter Notebook - Size: 98.9 MB - Last synced at: 2 days ago - Pushed at: about 2 months ago - Stars: 1 - Forks: 0

Mircea-MMXXI/azapy

Financial Portfolio Optimization Algorithms

Language: Jupyter Notebook - Size: 44.8 MB - Last synced at: about 2 months ago - Pushed at: 12 months ago - Stars: 54 - Forks: 6

Mircea-MMXXI/azapyGUI

Graphical user interface for azapy library - Finacial Portfolio Optimization Algorithms

Language: Python - Size: 882 KB - Last synced at: about 1 month ago - Pushed at: 11 months ago - Stars: 0 - Forks: 1

EulersNumber/PortfolioAllocation

Cross asset allocation with mean-variance and mean-CVaR (Expected Shortfall) optimization methods

Language: R - Size: 209 KB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 4 - Forks: 0

jaydu1/CVaR-Portfolio

CVaR Portfolio Optimization in High Dimensions

Language: Python - Size: 447 KB - Last synced at: about 2 months ago - Pushed at: about 3 years ago - Stars: 2 - Forks: 0

Haouah19/VaR_TVaR_Optimisation

Language: Jupyter Notebook - Size: 1.48 MB - Last synced at: about 1 month ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0