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@cvxgrp

Stanford University Convex Optimization Group

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  1. cvxpylayers cvxpylayers Public

    Differentiable convex optimization layers

    Python 1.8k 159

  2. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 323 118

  3. pymde pymde Public

    Minimum-distortion embedding with PyTorch

    Python 536 27

  4. dsp dsp Public

    A CVXPY extension for saddle problems

    Python 23 4

  5. dmcp dmcp Public

    A CVXPY extension for multi-convex programming

    Python 45 7

  6. cvxpygen cvxpygen Public

    Code generation with CVXPY

    Python 128 17

Repositories

Showing 10 of 107 repositories
  • markowitz-reference Public

    This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Portfolio Construction at Seventy.

    cvxgrp/markowitz-reference’s past year of commit activity
    Python 18 Apache-2.0 3 3 3 Updated Sep 30, 2024
  • cvxstatarb Public
    cvxgrp/cvxstatarb’s past year of commit activity
    Jupyter Notebook 17 8 6 0 Updated Sep 30, 2024
  • cov_pred_finance Public
    cvxgrp/cov_pred_finance’s past year of commit activity
    Jupyter Notebook 52 Apache-2.0 7 9 1 Updated Sep 30, 2024
  • cvxbson Public

    dealing with json and bson files

    cvxgrp/cvxbson’s past year of commit activity
    Python 2 Apache-2.0 0 2 0 Updated Sep 30, 2024
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 968 GPL-3.0 253 27 (1 issue needs help) 2 Updated Sep 30, 2024
  • cvx_short_course Public

    Materials for a short course on convex optimization.

    cvxgrp/cvx_short_course’s past year of commit activity
    Jupyter Notebook 323 Apache-2.0 118 5 3 Updated Sep 30, 2024
  • multilevel_factor_model Public

    Fitting multilevel factor model

    cvxgrp/multilevel_factor_model’s past year of commit activity
    Jupyter Notebook 3 Apache-2.0 1 0 0 Updated Sep 30, 2024
  • rrandalo Public

    RandALO in R

    cvxgrp/rrandalo’s past year of commit activity
    0 MIT 0 0 0 Updated Sep 27, 2024
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator’s past year of commit activity
    Jupyter Notebook 36 Apache-2.0 3 8 0 Updated Sep 24, 2024
  • scs Public

    Splitting Conic Solver

    cvxgrp/scs’s past year of commit activity
    C 543 MIT 134 39 0 Updated Sep 24, 2024
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