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Anton Vorobets (antonvorobets)

antonvorobets

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Company:Fortitudo Technologies

Home Page:https://fortitudo.tech

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fortitudo-tech

Anton Vorobets's repositories

entropy-pooling

Entropy Pooling in Python with a BSD 3-Clause license.

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fortitudo.tech

Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.

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skfolio

Python library for portfolio optimization built on top of scikit-learn

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