5 results found Sort:

robertmartin8
PyPortfolioOpt robertmartin8
964
4.6k
mit
132
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
python finance investing covariance investment efficient-frontier financial-analysis algorithmic-trading investment-analysis portfolio-management quantitative-finance portfolio-optimization
Created 2018-05-29
824 commits to master branch, last one a day ago
m-clark
mixed-models-with-R m-clark
41
130
unknown
8
Covers the basics of mixed models, mostly using @lme4
r brms lme4 nlme glmmtmb covariance mixed-models random-slopes random-effects multilevel-models random-intercepts linear-mixed-models variance-components nested-random-effects crossed-random-effects hierarchical-linear-models generalized-linear-mixed-models
Created 2017-04-24
165 commits to master branch, last one 2 years ago
xrobin
pROC xrobin
31
123
gpl-3.0
8
Display and analyze ROC curves in R and S+
r roc cran plot plotting variance r-package roc-curve covariance bootstrapping machine-learning hypothesis-testing
Created 2011-09-13
1,038 commits to master branch, last one 27 days ago
JokerJohn
SLAMTools JokerJohn
10
83
unknown
1
A script toolkit for SLAM research, including but not limited to various plotting functions, ROS bag processing, and more.
evo slam rosbag research covariance slam-toolbox pose-graph-slam pointcloudprocessing slam-evaluation-tool
Created 2023-10-26
21 commits to main branch, last one 3 months ago
ArdiaD
RiskPortfolios ArdiaD
18
51
gpl-2.0
6
Functions for the construction of risk-based portfolios
risk portfolio covariance optimization portfolio-optimization
Created 2016-05-27
88 commits to master branch, last one 3 years ago