4 results found Sort:

robertmartin8
PyPortfolioOpt robertmartin8
918
4.2k
mit
127
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
792 commits to master branch, last one 3 days ago
m-clark
mixed-models-with-R m-clark
39
121
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
116
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
1,036 commits to master branch, last one 7 months ago
ArdiaD
RiskPortfolios ArdiaD
18
50
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