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Financial Portfolio Optimization Algorithms
finance
universal
gini-index
kelly-criterion
mv-optimization
sd-optimization
lsd-optimization
mad-optimization
btad-optimization
btsd-optimization
cvar-optimization
evar-optimization
gini-optimization
smcr-optimization
omega-optimization
universal-portfolio
quantitative-finance
sortino-optimization
portfolio-optimization
Created
2021-06-04
62 commits to main branch, last one 5 months ago