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1. cvxgrp/dsp cvxgrp/dsp Public

   A CVXPY extension for saddle problems

   Python 27 4

2. cvxpy cvxpy Public

   Forked from cvxpy/cvxpy

   A Python-embedded modeling language for convex optimization problems.

   C++ 1

3. WordlePOMDP WordlePOMDP Public

   Julia 1

4. cvxgrp/exp_util_gm_portfolio_opt cvxgrp/exp_util_gm_portfolio_opt Public

   Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.

   Python 21 3