Ecosyste.ms: Repos
An open API service providing repository metadata for many open source software ecosystems.
GitHub topics: entropy-pooling
fortitudo-tech/fortitudo.tech
Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.
Language: Python - Size: 17.2 MB - Last synced: about 11 hours ago - Pushed: about 13 hours ago - Stars: 160 - Forks: 20
fortitudo-tech/entropy-pooling
Entropy Pooling in Python with a BSD 3-Clause license.
Language: Python - Size: 275 KB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 18 - Forks: 4
Reckziegel/FFP
Fully Flexible Probabilities for Stress-Testing and Portfolio Construction
Language: R - Size: 14.5 MB - Last synced: 13 days ago - Pushed: over 1 year ago - Stars: 11 - Forks: 2
