Ecosyste.ms sponsors
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An open API service aggregating public data about GitHub Sponsors.
Professor of Optimization, Hong Kong University of Science and Technology (HKUST)
Funding Links: https://github.com/sponsors/dppalomar
I am a Professor at HKUST focusing on practical optimization methods. I am an author, co-author, and maintainer of several R packages related to financial data modeling (e.g., fitHeavyTail, imputeFin) and portfolio design/backtesting (e.g., riskParityPortfolio, sparseIndexTracking, portfolioBacktest).
Check my book A Signal Processing Perspective of Financial Engineering and my monograph Optimization Methods for Financial Index Tracking.
For details on my research check my personal website.
Design of Portfolio of Stocks to Track an Index
Language: HTML - Stars: 50Design of Risk Parity Portfolios
Language: R - Stars: 107Automated Backtesting of Portfolios over Multiple Datasets
Language: R - Stars: 60Imputation of Financial Time Series with Missing Values and/or Outliers
Language: R - Stars: 24