HKUST Convex Optimization in Finance Group
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riskparity.py
PublicFast and scalable construction of risk parity portfolios.github
Publicriskparity.rs
PublicintradayModel
Publicfingraph
Publicbipartite
PublicfitHeavyTail
PublicMean and Covariance Matrix Estimation under Heavy TailsspectralGraphTopology
PublicStructured Graph Learning via Laplacian Spectral Constraints (NeurIPS 2019)sparseGraph
PublicNonconvex Sparse Graph Learning under Laplacian-structured Graphical Model (NeurIPS 2020)
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