Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
翻译 - python中的金融投资组合优化，包括经典有效前沿，Black-Litterman，分层风险平价
Covers the basics of mixed models, mostly using @lme4
#计算机科学#Display and analyze ROC curves in R and S+
Project Page of Combining 3D Morphable Models: A Large scale Face-and-Head Model - [CVPR 2019]
A script toolkit for SLAM research, including but not limited to various plotting functions, ROS bag processing, and more.
#计算机科学#I will update this repository to learn Machine learning with python with statistics content and materials
Mixed models @lme4 + custom covariances + parameter constraints
Functions for the construction of risk-based portfolios
Fast & numerically stable statistical analysis
Lightweight robust covariance estimation in Julia
SIMD-enabled descriptive statistics (mean, variance, covariance, correlation)
Kriging estimators for the GeoStats.jl framework
Dimensionality reduction on manifold of SPD matrices, based on pymanopt implementation
Online statistics implementations, including average, variance and standard deviation; exponentially weighted versions as well.
Package to calculate the RIE estimator of a correlation matrix
#计算机科学#Built-in solvers for the GeoStats.jl framework
