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predict-then-optimize

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EigenCharlie / Paper_CRPTO

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CRPTO — Conformal Robust Predict-Then-Optimize. Methodological pair (conformal prediction + robust portfolio optimization) applied to credit risk on Lending Club 2007-2020. Master's thesis paper, Quarto book and reproducible pipeline. Academic single-author, static dataset, not for production.

master-thesis reproducible-research portfolio-optimization robust-optimization pyomo lending-club catboost credit-risk quarto conformal-prediction dvc mlflow mapie model-risk-management predict-then-optimize
  • Updated May 19, 2026
  • Python

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