Peter Vodicka's repositories
IME_paper
IME-published article on Long-term Real Dynamic Investment Planning. While we enhance predictability of the real returns of S&P500 Index, we derive optimal non-myopic investment strategy, and we compare its performance with near-optimal Dynamic and Constant Merton investment strategies.
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looper
A resource list for causality in statistics, data science and physics
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lovely-tensors
Tensors, ready for human consumption
Language:Jupyter NotebookMIT000
openai-cookbook
Examples and guides for using the OpenAI API
Language:Python000
polars
Fast multi-threaded, hybrid-streaming DataFrame library in Rust | Python | Node.js
Language:RustMIT000
QuantLib
The QuantLib C++ library
Language:C++NOASSERTION000
Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
Language:C++BSD-3-Clause000