Skip to content
coding shrinkage methods...
coding shrinkage methods...





  1. Design of Risk Parity Portfolios

    R 54 19

  2. Learning Graphs from Data via Spectral Constraints for k-component, bipartite, and k-component bipartite graphs

    R 39 11

  3. Fast and scalable design of risk parity portfolios

    Python 111 29

  4. Automated Backtesting of Portfolios over Multiple Datasets

    R 20 7

  5. Mean and Covariance Matrix Estimation under Heavy Tails

    R 8 2

  6. Imputation of Financial Time Series with Missing Values and/or Outliers

    R 8 1

568 contributions in the last year

Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Mon Wed Fri

Contribution activity

December 2020

Created 4 commits in 1 repository
2 contributions in private repositories Dec 2 – Dec 3

Seeing something unexpected? Take a look at the GitHub profile guide.

You can’t perform that action at this time.