Ecosyste.ms sponsors
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Funding Links: https://github.com/sponsors/mirca
Hi there! I'm a PhD student at HKUST. I write open source R, Python, and C++ code for applied finance, machine learning, and scientific computation. More recently, I maintain the packages riskParityPortfolio and riskparity.py for risk-based portfolio design and spectralGraphTopology for learning graphs from data. Learn more about me on my website and check out the projects I contribute to on my GitHub profile.
Astronomy and astrophysics core library
Language: Python - Stars: 4458Design of Risk Parity Portfolios
Language: R - Stars: 107